Robert Engle is the Michael Armellino Professor of Finance at New York University Stern School of Business. Professor Engle was awarded the 2003 Nobel Prize in Economics for his research on modeling the volatility of asset returns.
Dr. Engle is an expert in econometrics with a long-standing interest in financial markets. His statistical model and its generalizations have become indispensable tools for analysts of financial markets who use them in asset pricing and in evaluating portfolio risk. Professor Engle has consulted with several national and international financial institutions and has also provided expert testimony.
In addition, Professor Engle also serves as Director of the Volatility Institute at New York University Stern School of Business. The group’s purpose is to develop and communicate research on risks in financial markets and other topics in financial econometrics. He also serves as Director of the Society for Financial Econometrics (SoFiE), a global network of academics and practitioners dedicated to the study of financial econometrics.
Dr. Engle holds a Ph.D. in Economics and an M.S. in Physics from Cornell University.