Faculty News
Prof. Robert Engle and Stern's Volatility Institute and Systemic Risk Rankings are highlighted
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Excerpt from Bloomberg Businessweek -- "You could have found them listed by name in the V-Lab data from the Volatility Institute at the NYU Stern School of Business. The institute, run by Robert Engle, a financial economist who won a Nobel Prize in 2003, has come up with a way to estimate how much equity each firm would lose in a crisis, and how much each would contribute to the total expected capital shortfall of the entire financial sector."
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