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Robert Whaley

Professor of Finance, Vanderbilt University


In the interview, Robert summarizes his research into the VIX and how investors misunderstand and misinterpret the VIX. He also looks at the future of the index and answers whether it is as widely follows by investors.

 



Explore more research from Robert Whaley:

Trading Volatility: At What Cost?
The Journal of Portfolio Management | Fall 2013

Commodity Index Investing: Speculation or Diversification?
The Journal of Alternative Investments | Summer 2011

Understanding the VIX
The Journal of Portfolio Management | Spring 2009

Return and Risk of CBOE Buy Write Monthly Index
The Journal of Derivatives | Winter 2002

 

 

 

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