In 2004 he won the Smith Breeden best paper prize (Journal of Finance) for his article "Hedge Funds and the Technology Bubble".[3]
He won the Fama/DFA best paper prize (Journal of Financial Economics) as a co-author twice, in 2006 for the article "The Conditional CAPM Does Not Explain Asset Pricing Anomalies" and in 2020 for the article "Shrinking the cross section".[4]