CREATES Seminar: Nicola Fusari, Johns Hopkins University
Title: The Pricing of Tail Risk and the Equity Premium: Evidence from International Option Markets
Info about event
Time
Location
Fuglesangs Allé 4, 8210 Aarhus V, building 2628(M), room 303
Organizer
Anders B. Kock
CREATES arranges seminars on a regular basis, normally every Thursday. The speakers come from worldwide universities and other research institutions - and from CREATES itself.
Speaker: Nicola Fusari, Johns Hopkins University
Title: The Pricing of Tail Risk and the Equity Premium: Evidence from International Option Markets (Joint with Torben G. Andersen and Viktor Todorov)
Place: CREATES meeting room, M303, building 2628 (M)
Organizer: Associate Professor Anders Bredahl Kock