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
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
Koda Song
is a graduate student in financial engineering at New York University in New York, NY
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In this issue
The Journal of Portfolio Management
Vol. 47, Issue 3
February 2021
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