The Wharton School’s Jacobs Levy Center will host a webinar featuring Nikolai Roussanov, the Moise Y. Safra Professor of Finance at Wharton.
Professor Roussanov will present his paper, Common Risk Factors in the Returns on Stocks, Bonds (and Options), Redux, which explores the shared risk factors that are present among different asset classes. Professor Roussanov recently dove into this paper on the Discoveries blog.
The paper is co-authored with Zhongtian Chen, Xiaoliang Wang, and Dongchen Zou. It won the 2024 Jacobs Levy Center Research Paper Prize for Best Paper and was covered by Knowledge at Wharton.
More details about this webinar will be available shortly. The Zoom link will be available to registrants closer to the event date.