Aït-Sahalia, Yacine

Yacine Aït-Sahalia (born 1966 in Algeria) is the Otto Hack 1903 Professor of Finance and Economics at Princeton University. His primary areas of research are financial econometrics and mathematical statistics. He served as the inaugural director of the Bendheim Center for Finance at Princeton University from 1998 until 2014. Prior to joining Princeton University, he was an assistant professor (1993–96), associate professor (1996–98) and professor of finance (1998) at the University of Chicago Booth School of Business. He has served as editor of the Review of Financial Studies (2003–2006), co-managing editor of the Journal of Econometrics (2012-2018), and associate editor of the Annals of Statistics (2003–2006), Econometrica (2007–2013), the Journal of Finance (2007–2010), Finance and Stochastics (1996–2011), the Journal of Econometrics (1999–2012) and the Journal of Financial Econometrics (2001–2011). He served as director of the Western Finance Association (2003–2006). He has been a research associate at the National Bureau of Economic Research since 1995.