Managing Portfolios in Volatile Times by Prof Robert Engle

Prof Robert Engle is the 2003 Nobel Laureate for Economics and the Michael Armellino Professor of Finance at New York University’s Stern School of Business. He developed the concept of autoregressive conditional heteroskedasticity (ARCH) method for statistical modeling of time-varying volatility and demonstrated that these techniques accurately capture the properties of many time series. Listen and gain some valuable insights from his lecture on investing during these volatile times.