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: Z-Score
The following is an excerpt from USA Today: Ever hear of the Altman Z-Score? If not, it’s time to start – just ask investors in Caesars Entertainment (CZR). Caesars’ shares Thursday are down nearly 8% to $11.72 on news one … Continue reading
The following is an excerpt from USA Today: Does it seem you’re the last to know when a company is in serious financial trouble and end up holding the worthless stock? There’s an early warning system all investors need to … Continue reading
NYU Stern Professor and inventor of the Z-Score tool Ed Altman was quoted in the Wall Street Journal this week regarding the health of corporations. The following is an excerpt from the WSJ article “Financial Crisis Anniversary: For Corporations and … Continue reading
NYU Stern Professor Ed Altman’s latest project was highlighted in the Wall Street Journal. Altman, inventor of the Z-score model and Z-score+ app, is set to release a new exchange-traded fund (ETF) called “Market Vectors-Altman Default & Distressed Bond ETF.” … Continue reading
Declining bankruptcies and Chapter 11 cases might sound like a good thing, but after taking a closer look, NYU Stern Professor Ed Altman notes otherwise. Altman was quoted in Bloomberg News, stating that salvaging questionable companies can lead to fragile … Continue reading