SESSION II
Speaker:
Ian Dew-Becker, Northwestern University, Kellogg School of Management; Paola Pederzoli, University of Houston, C.T. Bauer College of Business
Date and Time:
Friday, April 21, 2023 - 11:00am to 12:30pm
Location:
Fields Institute, Room 230
Abstract:
Risk Preferences Implied by Synthetic Options
Ian Dew-Becker, Northwestern University, Kellogg School of Management
Recording: https://www.youtube.com/watch?v=AEVmUG54jcY
Non-Linear CAPM: Evidence from In-The-Money Option Trading
Paola Pederzoli, University of Houston, C.T. Bauer College of Business
Recording: https://www.youtube.com/watch?v=VkBo0bRAVNI
