Robert E. Whaley

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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] His previously taught at Duke University, the University of Chicago, and the University of Alberta.[4]

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


  1. ^ a b "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.