Robert E. Whaley

Robert E. Whaley is Valere Blair Potter Professor of Management and Director of the Financial Markets Research Center at the Owen Graduate School of Management at Vanderbilt University.[1] Whaley developed the Market Volatility Index (VIX) for the Chicago Board Options Exchange in 1993.[2][3]

He graduated with a Bachelor of Commerce degree from the University of Alberta in 1975, and an MBA (1976) and PhD (1978) from the University of Toronto.[1] He previously taught at Duke University, the University of Chicago, and the University of Alberta.[4]

He has an h-index of 52.[5]

References
  1. "Robert E. Whaley". Vanderbilt University. Retrieved 21 December 2018.
  2. "The creator of Wall Street's 'fear gauge' says people don't understand it as well as they should". Business Insider. Retrieved 21 December 2018.
  3. "Where Volatility Goes to Die". Barron's. Retrieved 21 December 2018.
  4. Whaley, Robert E. Derivatives: Markets, Valuation, and Risk Management.
  5. "Robert Whaley". Google Scholar. Retrieved 25 April 2019.
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