Monday, October 17, 2011

Partying with Actuaries


As they say, what happens at the Society of Actuaries annual meeting, stays there. It was a pretty good conference, one with literally a dozen streams, so it's pretty easy to find some talk that's interesting at any time (it's actually continuing until Thursday). My talk (see pdf of presentation here), was pretty well received. That is, I had a lot of people telling me it's interesting, thoughtful questions, etc. This is in contrast to academics, who either tell me I'm stupid or crazy, though usually just ignoring me. I have not met an active finance professor who thinks my 'no risk premium due to relative status' is interesting, let alone true.

As mentioned, some professors have even been quite defensive, which is understandable. It doesn't bother me because it's fun to have the facts on your side. They'll come around, as they did on the low return to high volatility stocks and distressed stocks.

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