Seminar 217, Risk Management: Asset Insurance Premium in the Cross-Section of Asset Synchronicity

Risk Seminar
Mar 19, 2019 11:00am to 12:30pm
1011 Evans Hall
Happening As Scheduled
Any asset can use some portfolio of similar assets to insure against its own factor risks, even if the identities of the factors are unknown. A long position of an asset and a short position of this portfolio forms an asset insurance premium (AIP) that is different from the equity risk premium.
Speaker: Raymond Leung, UC Berkeley (Speaker - Featured)