Faculty News

Professor Menachem Brenner's research on the development of a volatility index is cited

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Excerpt from Forbes -- "VIX is a trademarked ticker symbol for the CBOE Volatility Index. It measures the predicted volatility of the stock market over a certain period in the future. According to Wikipedia, it was first developed and described by Menachem Brenner and Dan Galai in 1986."

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