Option-Implied Value-at-Risk and the Cross-Section of Stock Returns

Thursday, February 15, 2018 - 4:30pm EST

Please join us for a lecture on the following:

Option-Implied Value-at-Risk and the Cross-Section of Stock Returns

Speaker: Alexander Feser, visiting scholar at NYU Stern, PhD student at the University of St. Gallen

Light refreshments will be served.