July 22, 2021
Beyond being a researcher and a trader of futures and options on the floors of the New York Stock Exchange (NYSE) and New York Future Exchanges, Menachem Brenner is also the MS in Quantitative Finance Professor from NYU Stern - NYU Shanghai.
Prof. Brenner's primary areas of research include derivative markets structure, option pricing, inflation expectations, auctions, market efficiency and liquidity. His articles have appeared in leading journals in finance and economics including the Journal of Finance, the Journal of Financial Economics, the Journal of Political Economy and the Journal of Monetary Economics.
In the new paper, Risk and Ambiguity in Turbulent Times, forthcoming in the Quarterly Journal of Finance, Prof. Brenner and his coworker Prof. Izhakian discuss the history of volatility and uncertainty measures, their informativeness, and the information derived from volatility derivatives to help people manage the uncertainty surrounding the financial markets.
Read more here.