Dr. Kalotay explored the after-tax portfolio valuation and how the tax option, which is the right to execute tax-beneficial transactions, plays a role in it. The 2016 FMA Applied Finance Conference at St. John's University took place on May 13.
Dr. Kalotay discussed muni optionality and refundings at Bloomberg's Municipal Bond Forum.
Dr. Kalotay discussed 'Common Defects and Misapplications of Benchmark Municipal Yield Curves' at the 2016 National Municipal Bond Summit.
Dr. Kalotay discussed building realistic optionless yield curves at PRMIA's Advanced Curve Building Frameworks: Best Practices event.