Past Workshops

PhD Workshop

October 7, 2020

CDI Derivatives Conference

September 30, 2020

September 30, 2020

September 23, 2020

September 23, 2020

September 16, 2020

September 16, 2020

September 9, 2020

September 9, 2020

September 2, 2020

September 2, 2020

Junior Career Researcher Series

August 26, 2020

August 19, 2020

August 12, 2020

August 5, 2020


July 29, 2020

July 22, 2020

July 15, 2020

July 8, 2020

  • Gurdip Bakshi (Temple University)

  • "A New Formula for the Expected Excess Return of the Market." with J. Crosby, X. Gao Bakshi, and W. Zhou

June 10, 2020

  • Torben Andersen (Northwestern Kellogg), slides

  • "Option-Based Tail Variation Measures, the Equity Risk Premium, and a Peek at tailindex.com."

June 3, 2020

May 20, 2020

May 13, 2020