Prof. Robert F. Engle III

2003 Nobel Laureate for Economics and Professor Emeritus of Finance at New York University’s Stern School of Business, New York/USA

Prof. Engle developed techniques for the evaluation and more-accurate forecasting of risk which have become essential tools of modern asset pricing theory and practice.

Biography:

Prof. Robert Fry Engle III is a 2003 Nobel Laureate for Economics and Professor Emeritus of Finance at New York University’s Stern School of Business. He developed improved mathematical techniques for the evaluation and more-accurate forecasting of risk which have become essential tools of modern asset pricing theory and practice. His work has particular relevance in financial market analysis in which the investment returns of an asset are assessed against its risks and in which stock prices and returns could exhibit extreme volatility. His ARCH model and its generalizations have become indispensable tools not only for researchers, but also for analysts of financial markets, who use them in asset pricing and in evaluating portfolio risk. In his role as Co-Director of the Volatility and Risk Institute at NYU Stern, Professor Engle has developed research tools to track risks in the global economy and make these publicly available on the V-LAB website. He is now actively investigating the risks from climate change and strategies for mitigation.

Topic of keynote speech:

• A financial approach to climate risk

Schedule:

Monday, February 2, 2026:

14:00 Public keynote speech and dialogue at Tunghai University in Taichung

Further information and free seat reservation via phone +886-4-2359-0121 #21002 or email
president@thu.edu.tw