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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Tag Archives: Stephen Brown
The following is an excerpt from Reuters: “Shares of Tesla Motors Inc have soared more than 410 percent this year as the electric car maker, run by billionaire Elon Musk, beat Wall Street’s earnings estimates and forced hedge fund managers who had shorted the … Continue reading
NYU Stern Professor Stephen Brown’s research on the Dow Theory was featured by the Wall Street Journal’s, Market Watch. Brown, along with two finance professors, William Goetzmann of Yale University, and Alok Kumar of the University of Miami analyzed over … Continue reading
Professor of Finance Stephen Brown discusses the importance of due diligence to mitigate operational risk in hedge funds. He concludes that operational due diligence is a source of alpha, and his research determines that “operational risk is more predictive of … Continue reading
Professor Stephen Brown says wealthy investors who can afford to are more likely to put money directly in hedge funds instead of going through fund of funds since some fund of funds were tainted by scandal related to Bernard L. … Continue reading
Professor Steve Brown says tail risk increases with excess diversification. Ever since the financial crisis, the fund of hedge funds model has been under fire. Such firms, which sells baskets of hedge funds to investors, charge too much, investors have … Continue reading