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Roni Israelov – High Frequency Factors, the Volatility Risk Premium, and Re-Thinking Financial Planning (S6E4)

Flirting with Models

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The Convergence of Positions

Sally Kohn: I want to stay on this idea of risk. This was something you focused on heavily in your early days at AQR. You actually worked on global asset risk modeling, but your work found its way across a lot of the hedge fund strategies. Do you think that risk is sort of something that should be measured consistently across strategies? In other words, is there sort of a central truth to measuring risk?

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