Implied Mortality for the Firm: The Market Tells the Tail

Maggie Copeland; Thomas Copeland; Koda Song

doi:10.3905/jpm.2020.1.199

Implied Mortality for the Firm: The Market Tells the Tail

Maggie Copeland, Thomas Copeland and Koda Song

The Journal of Portfolio Management February 2021, 47 (3) 122-134; DOI: https://doi.org/10.3905/jpm.2020.1.199

Maggie Copeland

is an adjunct professor at New York University in New York, NY, and was formerly a hedge fund portfolio manager and trader for Paloma Partners

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Thomas Copeland

is a former professor of finance at UCLA, NYU, MIT, and Harvard and co-head of corporate finance at McKinsey in New York, NY

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Koda Song

is a graduate student in financial engineering at New York University in New York, NY

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Implied Mortality for the Firm: The Market Tells the Tail

Maggie Copeland, Thomas Copeland, Koda Song

The Journal of Portfolio Management Jan 2021, 47 (3) 122-134; DOI: 10.3905/jpm.2020.1.199

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Implied Mortality for the Firm: The Market Tells the Tail

Maggie Copeland, Thomas Copeland, Koda Song

The Journal of Portfolio Management Jan 2021, 47 (3) 122-134; DOI: 10.3905/jpm.2020.1.199

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