New York Times

Sunday Review: Robert Whaley

Robert Whaley is a professor of finance at Vanderbilt University’s Owen Graduate School of Management and the developer of the two major so-called fear indices — the VIX and VXN on the Chicago Board Options Exchange — that are used to make bets on market volatility. READING Right now it’s “Becoming Steve Jobs,” by Brent […]

NPR, All Things Considered

A Close Look at the Volatility Index

As the stock market has swung wildly this week, investors have gotten intimately acquainted with volatility. Robert Whaley, a professor at Vanderbilt, explains the VIX, his gauge of market volatility. Interview with Audie Cornish


How To Manage This Week’s Unprecedented Volatility

In an interview yesterday on Marketplace, Robert Whaley, father of the Volatility Index (VIX) that measures whether or not there is too much fear or optimism in the financial markets, said that at the “beginning of the week VIX was about at a level of 12, at the end of the week it was at […]