Podcast Episodes
Back to SearchLisa O'Connor, Head of Global Model Portfolios & Co-CIO for Multi-Asset Solutions, BlackRock
Episode 170
With early career roots in both equity derivatives and relative value fixed income, Lisa O’Connor is now the Co-CIO of Multi-Strategy Assets and Solu…
1 year, 7 months ago
Man and Markets On Wire
Episode 169
“Walking on a tightrope” is an idiom that conjures the notion of danger – of exceptionally little margin of safety and of particularly significantcon…
1 year, 8 months ago
Vol Laundering and the Portrait of a Perfect Hedge
Episode 168
If smoothing returns is the feature not bug of private equity and credit, what strategy fully embraces the virtue of honest mark to market risk? Wha…
1 year, 8 months ago
Michelle Meyer, Chief Economist, Head of the Mastercard Economics Institute
Episode 167
A Wall Street economist who served institutional clients at both Lehman Brothers and Bank of America, Michelle Meyer, transitioned to Mastercard two …
1 year, 8 months ago
Cuban’s Collar is Jensen’s Alpha
Episode 166
It’s been 25 years since Mark Cuban implemented an exceedingly well-timed and attractively priced hedge on shares of Yahoo. In this short podcast, w…
1 year, 9 months ago
Correlation, Crowding and Convexity
Episode 165
There’s been some decent ink spilled recently on the “dispersion trade” which has profited from the epically low level of realized correlation among …
1 year, 9 months ago
Garrett DeSimone, Head of Quantitative Research at OptionMetrics
Episode 164
Earning a Ph.D. in financial economics is no small feat. And not only did Garrett DeSimone do just that, but he would unknowingly embark on his futur…
1 year, 9 months ago
There’s No Crying in Correlation
Episode 163
The study of correlation is valuable, informative and, likely an over-indulged in activity on Wall Street. That said, there are important risk consid…
1 year, 9 months ago
The Zeroes…A Cross Asset Sequel
Episode 162
With option prices in the doldrums, your host provides some thoughts on why and in the process reflects on the skinny levels of risk premia a decade …
1 year, 9 months ago
Raghuram Rajan, Professor of Finance, Chicago Booth, and Former Head of Reserve Bank of India
Episode 161
It was a pleasure to welcome Raghuram Rajan back to the Alpha Exchange. Raghu is currently a distinguished professor at the Chicago Booth School of B…
1 year, 9 months ago