Yehuda (Yud) Izhakian

Assistant Professor of Economics and Finance, Zicklin School of Business, Baruch Collage

Background

Assistant Professor of Economics and Finance, Zicklin School of Business, Baruch College, 2013-present

My research is in decision theory, mainly in fields related to financial theory including asset pricing, portfolio selection and option pricing. My main interest is in decision under uncertainty, focusing on measuring ambiguity, perceived probabilities and their implications for finance.

Ambiguity

image

This figure plots the results of a paper co-authored with Menachem Brenner. It plots the degree of ambiguity (using only intraday price data) in the U.S. stock market. The latest version is here. This paper is underpinned by a measure of ambiguity derived from a new model of decision making proposed in my paper.

Contact

Assistant Professor of Economics and Finance,
Zicklin School of Business, Baruch Collage

Phone: (646) 312-3465
Fax: (646) 312-3451
Email: yud "at" stern.nyu.edu
Office: 55 Lexington Ave., Suite 10-281
New York, NY 10010