Managing Portfolios in Volatile Times by Prof Robert Engle

<article itemtype=""> <div itemprop="text"> <div> <div> <div> <div> <div> <div> <p>Prof Robert Engle is the 2003 Nobel Laureate for Economics and the Michael Armellino Professor of Finance at New York University&rsquo;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.</p> </div> </div> </div> </div> </div> </div> </div> <footer></footer></article>