[13] A Decomposition of Conditional Risk Premia and Implications for Representative Agent Models

by Chabi-Yo and Loudis

AFA 2022 [slides]


[12] Asymmetries and the Market for Put Options

by Farago, Khapko, and Ornthanalai

CICF 2021 [slides]


[11] Predicting the Equity Premium with the Implied Volatility Spread

by Cao, Simin, and Xiao

MFA 2020 [slides]


[10] Size Premium Waves

by Herskovic, Kung, and Kind

SFS Cavalcade 2019 [slides]


[9] Liquidity Creation as Volatility Risk

by Drechsler, Moreira, and Savov

EFA 2018 [slides]


[8] Predictability and the Cross-Section of Expected Returns

by Schlag, Semenischev, and Thimme

EFA 2018 [slides]


[7] The Information in Index Returns and the Cross-Section of Options

by Jacobs and Liu

SFS Cavalcade 2018 [slides]


[6] Volatility Risk Pass-Through

by Colacito, Croce, Liu, and Shaliastovich

WFA 2017 [slides]


[5] Asymmetries and Portfolio Choice

by Dahlquist, Farago, and Tedongap

EFA 2016 [slides]


[4] Emergency Preparedness -- Rare Events and the Persistence of Uncertainty

by Sundaresan

ESSFM Gerzensee 2016 [slides]


[3] One-Factor Asset Pricing

by Delikouras and Kostakis

MFA 2016 [slides]


[2] Interest rate risk and corporate hedging

by Bretscher, Mueller, Schmid, and Vedolin

EFA 2015 [slides]


[1] Ambiguity Aversion and Household Portfolio Choice Puzzles: Empirical Evidence

by Dimmock, Kouwenberg, Mitchell, and Peijnenburg

WFA 2014 [slides]