Risk at Stern: V-Lab
The Stern Volatility Institute (V-Lab) provides real time measurement, modeling and forecasting of financial volatility, correlations and risk for a wide spectrum of assets.
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Monthly Archives: March 2011
Presented by Hersh Shefrin, Professor of Finance at Santa Clara University, Faculty member Master of Science in Risk Management Program at NYU Stern. Based on the joint work with Enrico Cervellanti, University of Bologna this presentation will cover a behavioral … Continue reading
Professor Matt Richardson says stress tests should have been more severe to identify which banks would present big risk to the overall financial system. U.S. bank investors may have been rewarded with an extra $22billion annually after government tests showed … Continue reading