Uncertainty and Leveraged Lucas Trees:The Cross Section of Equilibrium Volatility Risk Premia
Andrea Vedolin (Università della Svizzera Italiana (Lugano)
- TI Finance Research Seminars
Andrea Vedolin (Università della Svizzera Italiana (Lugano)
Augustin Landier (Toulouse School of Economics)
Karl Lins (University of Utah)
Luke Taylor (Wharton School, University of Pennsylvania)
Josef Zechner (Vienna University of Economics and Business Administration)
Sergio Schmukler (The World Bank)
José Luis Peydró Alcalde (European Central Bank)
Markku Kaustia (Helsinki School of Economics)
Lasse Pedersen (New York University)
Ana Babus (University of Cambridge)
Roni Michaely (Cornell University)
Ravi Bansal (Duke University)
Dennis Gromb (INSEAD)
Amit Seru (University of Chicago)
Ludo Phalippou (University of Amsterdam)
Rik Frehen (Maastricht University)
Murillo Campello (University of Illinois) and Erasmo Giambona (University of Amsterdam)
Eric Hilt (Wellesley College)
Martijn Cremers (Yale University)
Antonio Mele (London School of Economics)