Taisiya Sikorskaya wins AQR Fellowship Award

The London Business School PhD candidate’s research looks at asset pricing, financial intermediaries and asset management

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London Business School (LBS) PhD candidate in Finance Taisiya Sikorskaya (pictured) is the winner of this year’s AQR Fellowship Award.

Announced at the 2022 AQR Asset Management Institute Insight Summit, the annual fellowship award recognises a single LBS PhD candidate who demonstrates intellectual rigour, innovation, and academic excellence.

To be considered for the award, PhD candidates must be in the fourth through sixth year of study at LBS, with research interests in the field of - in broad definition - asset management.

Taisiya's research centres on asset pricing, financial intermediaries, and asset management.

Currently in her sixth year of study, Taisiya impressed the judges with her research agenda, which includes the paper ‘Benchmarking Intensity’ forthcoming in the Review of Financial Studies, as well as her working papers on primary markets of Exchange-Traded Funds (ETFs) and retail trading in options.

As the winner of this year’s AQR Fellowship Award, Taisiya receives a prize of £10,000.

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