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.
Realize a Return on Risk
Learn more about the NYU Stern MS in Risk Management Program for Executives today!
Tagsbankruptcy Ed Altman Edward Altman emerging markets Eurozone Ingo Walter Lawrence White Matthew Richardson Michael Spence MSRM MSRM Alumni Nouriel Roubini NYU Stern Regulatory Risk Robert Engle sovereign risk Stijn Van Nieuwerburgh systemic risk Thomas Cooley Viral Acharya
Tag Archives: Richard Levich
Richard Levich, NYU Stern Professor of Finance and International Business, was quoted in BBC news, regarding discussions on the currency risk involved when investing in multinational corporations. Andrea Murad of BBC Capital writes: “Americans typically do not trade currencies, also … Continue reading
The research of Professor Richard Levich of NYU Stern and Momtchil Pojarliev of Hathersage Capital is highlighted in an article in Institutional Investor. Excerpt from Institutional Investor: Investment-style benchmarks — such as value investor, growth or quantitative — identify money management approaches in every … Continue reading
The Financial Times highlights an academic paper by Professor Richard Levich of NYU Stern and his co-author Momtchil Pojarliev, a senior portfolio manager at Hathersage. They analyze currency trading styles and determine that the most dominant strategies are not always … Continue reading
Professor Richard Levich’s paper on returns for managed currency funds is quoted. Slicing and dicing of risk was one of the ways the financial system got itself into trouble, but the principle is sound: some investors would like to pick … Continue reading