معرفی
Robert E. Whaley is a renowned Professor known as the 'father of the fear index' for creating the VIX. He specializes in derivatives, market microstructure, and financial engineering. His expertise includes options, futures, and volatility products. He has received numerous awards, including the Richard and Hinda Rosenthal Award and the William F. Sharpe Lifetime Achievement Award.
Education: Ph.D. (Toronto, 1978), MBA (Toronto, 1976), BComm (Alberta, 1975).
Research Interests: Volatility products, high-frequency trading, market microstructure, and relative performance options. His work has been published in top journals and he co-developed key indices like the VIX and VXN.
Awards:
- Richard and Hinda Rosenthal Foundation Award (1989)
- Chicago Board Options Exchange 40th Anniversary Award (2013)
- Joseph W. Sullivan Options Industry Achievement Award (2015)
Publications: Authored Derivatives: Markets, Valuation, and Risk Management (2006) and a forthcoming article in the Journal of Portfolio Management.
