ISF Research Grant: An Analytical Approach to the Limits of Statistical Arbitrage

Prof. Guy Kaplanski received a 2026 research grant from the Israel Science Foundation (ISF) for “An Analytical Approach to the Limits of Statistical Arbitrage.” The project focuses on understanding the limits of statistical arbitrage using analytical methods.

Kaplanski’s broader research spans asset pricing, market efficiency, stock market anomalies, and limits to arbitrage.