Yehuda (Yud) Izhakian

Visiting Scholar at Stern School of Business, New York University

Background

Visiting Scholar, Sponsor by Prof. Thomas J. Sargent, at Leonard N. Stern School of Business, New York University.

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

My research is in decision theory, mainly in fields related to financial theory such as 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

Visiting Scholar at Stern School of Business, New York University

Phone: (212) 998-0419
Fax: (212) 995-4218
Email: yud "at" stern.nyu.edu
Office: 44 West Fourth St., Suite 7-181
New York, NY 10012-1126