Manifold | Vineer Bhansali: Physics, Tail Risk Hedging, and 900% Coronavirus Returns

April 23, 2020 • 82 Minutes

Vineer Bhansali: Physics, Tail Risk Hedging, and 900% Coronavirus Returns – #43

Steve and Corey talk with theoretical physicist turned hedge fund investor Vineer Bhansali.

Steve and Corey talk with theoretical physicist turned hedge fund investor Vineer Bhansali. Bhansali describes his transition from physics to finance, his firm LongTail Alpha, and his recent outsize returns from the coronavirus financial crisis. Also discussed: derivatives pricing, random walks, helicopter money, and Modern Monetary Theory.

Resources

Transcript
LongTail Alpha
LongTail Alpha’s OneTail Hedgehog Fund II had 929% Return (Bloomberg)
A New Anomaly Matching Condition? (1993)

Creators and Guests

Host

Stephen Hsu

Steve Hsu is Professor of Theoretical Physics and of Computational Mathematics, Science, and Engineering at Michigan State University.