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

Thursday 9 March 2017,  at 14:15 - 15:15

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

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