Publications
"The Price of Higher-Order Catastrophe Insurance: The Case of VIX Options" with Bjørn Eraker (updated September 2021), Journal of Finance, Forthcoming
Working Papers"Understanding Negative Risk-Return Trade-offs" (Job Market Paper, updated July 2022)
"The Debt Structure Premium" (updated November 2021)
Seminars & Conferences (*by coauthors)
2022: FMA (scheduled), UNSW Asset Pricing Workshop (scheduled), Temple University, UW -Madison, Peking University HSBC Business School, Peking University Guanghua School of Management, CUHK-Shenzhen, SUSTech, University of Toronto Rotman School of Manage ment, Econometric Society Asian Meeting
2021: UW-Madison, LongTail Alpha*
2020: UW-Madison, University of Copenhagen*, Tilburg University*, Maastricht University*, Rotterdam University*, AFA*, Cancun Derivatives Workshop*, European Winter Finance Sum mit (canceled)
2019: UW-Madison, MFA, CFIRM*
