The 'Portfolio Rebalancing in General Equilibrium' Interview

Link to the interview webpage shown above

The organization ‘Faculti’ interviewed me about my paper with Matthew Shapiro, Tyler Shumway and Jing Zhang, “Portfolio Rebalancing in General Equilibrium.” If you have 9 minutes and 7 seconds to spare (or less if you speed up the playback speed), you can learn a lot of interesting ideas.

You can find the paper itself in the Journal of Financial Economics (03/2020, Volume 135, Issue 3), which many of you get online through your institutional library website. Versions very similar, but with less pretty graphs, can easily be found in other ways online.