SFI: Betting Against Beta
Tuesday 24th April 2012 - 18:00 to 19:30
Seminar / symposium
Organizer:
SFI - Swiss Finance Institute
Walchestrasse 9
8006 Zurich
Tel: +41 44 254 30 80
Fax: +41 44 254 30 85
Description:
Speaker:
Lasse H. Pedersen, Professor at NYU Stern School of Business, and co-author of the Swiss Finance Institute Outstanding Paper Award 2011.
The award-winning paper, “Betting Against Beta”, recently attracted the attention of the Financial Times. Prof. Pedersen's talk will address how investors with the ability too apply leverage can exploit high risk-adjusted return of safe assets and will present evidence that this is part of the secret behind Warren Buffet's success.
Place:
Société de Lecture
Grand-Rue 11
Geneva
Conditions of participation:
By registration / Free of charge
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