Flirting with Models

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Tag: tail heding

  • Season 6

S06E04: High Frequency Factors, the Volatility Risk Premium, and Re-Thinking Financial Planning

  • May 22, 2023
  • Tagged as: style premia, tail heding, volatility risk premium
My guest is Roni Israelov, CIO of NDVR.  Prior to NDVR, Roni was a principal at AQR Capital Management, where he worked on global risk models, high frequency factors, and lead the development and oversight...

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Corey Hoffstein
SEE YOU SPACE COWBOY...
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