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Roni Israelov, President and CIO: NDVR

Alpha Exchange

CHAPTER

The Vol Risk Premium

I'd love to start our conversation on some of your academic work that has got a strong empirical focus in it. And that's on this notion of the vol risk premium. So you mentioned your time at AQR and overseeing that business. Why don't we start to talk about some of your work in this area? I had read one of your papers called pathetic protection, which I thought was a provocative term.

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