The Puzzle of Index Option Returns

George M. Constantinides, Leo Melamed Professor of Finance at the University of Chicago Booth School of Business, will present “The Puzzle of Index Option Returns” as part of Quantitative Finance on Fridays, a seminar series bridging the academic and professional finance communities cosponsored by the International Center for Futures and Derivatives and the University of Chicago. The series will offer discussions of important topics concerning “Where Theory Meets Practice”. 

The seminar will take place in the Executive Conference Center of the Chicago Mercantile Exchange, which is located at 20 South Wacker Drive on Friday, November 20, 2009. It will begin at 4 p.m. with check-in at 3:30 p.m.
Please register here.