Assistant Professor of Finance @FisherOSU | Household and behavioral finance, structured products
Columbus, USA
Joined September 2011
- Tweets22
- Following277
- Followers280
- Likes123
Petra Vokata retweeted
New CEPR Discussion Paper - DP21739
Investment Targets as Reference Points
Aleksi Pitkäjärvi @VUamsterdam @ResearchTI, Matteo Vacca @Hanken_fi, Petra Vokata @OhioState
ow.ly/2CEy50ZmWs5
#CEPR_AP #EconTwitter
Petra Vokata retweeted
Hi all: We are currently looking to hire a full-time Pre-Doctoral Research Assistant for the Department of Finance at the LSE. This position is ideal for students who are considering a PhD in Economics or Finance. More details can be found using the link below!
HIRING: Pre-Doctoral Research Assistant in Finance. The deadline for applications is 27th February 2024.
Details: fmg.ac.uk/news/vacancy-pre-d…
#jobsearch #job #hiring #fmg #lse #RA #research #predoc #researchassistant #assistant
Photo by Eric Prouzet on @unsplash
Petra Vokata retweeted
🚨#finance #conference alert🚨
There are still a few hours left to submit to the HEC-McGill Winter Finance Workshop!
Discuss finance under 15 feet of pure white snow in early March in Québec's Charlevoix region.
Please retweet!
Petra Vokata retweeted
Nobel Prize winner Katalin Karikó raised a two-time Olympic gold medalist: Here's her No. 1 piece of parenting advice cnb.cx/3F620Rt
Petra Vokata retweeted
The JFE is doing a special issue on innovations in the financial system! The call for papers is here:
sciencedirect.com/journal/jo…
Andreas Fuster will be the guest editor handling the papers.
Petra Vokata retweeted
Hey, we're hiring! HEC Montréal's Finance Department is looking for a tenure-track assistant professor.
Read more here: shorturl.at/jmDQ8 and don't hesitate to reach out and chat about the position.
I had a lot of fun talking to @benjaminfelix and @CameronPassmore about structured products - their performance, fees, and the role of attractive headline returns (which often do not translate to attractive realized returns) in investor demand.
rationalreminder.ca/podcast/…
Petra Vokata retweeted
Sijoitustiedettä 3:
Yksityissijoittajille myytävät strukturoidut sijoitustuotteet herättävät tasaisin väliajoin keskustelua. Monet näistä tuotteista tarjoavat usein (mutta eivät aina) joko osittaista tai kokonaista suojaa sijoituksesi nimellispääomalle, (1/x)
Petra Vokata retweeted
Structured products are designed to offer some degree of principal protection and participation in the upside of risky assets.
This seems like an attractive proposition, but have you ever wondered why the banks are so eager to sell them?
Petra Vokata retweeted
A worthwhile addition to this thread:
A sample of 28,000+ structured products lose money both ex ante and ex post due to their embedded fees.
On average they charge 6–7% in annual fees and lose 6–7% relative to risk-adjusted benchmarks.
doi.org/10.1016/j.jfineco.20…
Petra Vokata retweeted
Hey #finance folks, conference alert! Submit your papers to the 2023 Canadian #Derivatives Institute Conference by May 4th.
To submit, email your paper to [email protected]. That's it. No fees.
The conference is on Sep 14th-15th in Montreal. Last year's program ⬇️
Petra Vokata retweeted
Look, if everyone is worried about students cheating on essays for AI, instructors can just cheat right back.
I asked OpenAI to give me an essay question & make a rubric for grading. I had GPT-3 actually write the essay.
I then had the OpenAI grade the essay & give comments. ✅
Petra Vokata retweeted
🧵🧪My coauthor Max Miller @mjmill611 has a great JMP
1⃣ Transitions from autocratic to democratic governments are periods of high risk-premia on stock markets.
Why? Established elites fear the redistribution that often follows a successful democratization
docs.google.com/viewer?url=h…
Petra Vokata retweeted
🚨New @Stata package alert🚨
I have finished a complete overhaul of the 𝗽𝗹𝗼𝘁 suite of ultra-fast graphing commands for large datasets!
Updated commands:
✅ use simplified syntax
✅ are downloadable from SSC
✅ come with detailed help files
✅ allow for finer customization
Petra Vokata retweeted
Feels like me coming up with a novel research idea
This quoted post is unavailable.
Petra Vokata retweeted
Yield enhancement products, on average, charge more than 6% implicit fees, making their returns negative.
Have a read on my summary on "Engineering Lemons" (Vokata, 2021, JFE) here:
👉florian-weigert.com/the-scie…
