Nobel Laureate Robert Merton on the Financial Markets

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Nobel laureate and Dimensional Resident Scientist Robert C. Merton discusses the current financial markets and the role of skilled implementation during periods of extreme market volatility.


Recording Time Stamps
(1:11) Robert Merton: Background, Dimensional, and current research
(8:05) Three ways to manage investment risk
(12:53) What is the VIX and its relation to market prices?
(17:40) Current VIX observations
(28:11) Volatility during the 2008–2009 Crisis
(32:33) Volatility options globally and other asset classes
(36:50) How Dimensional uses information in market prices
(40:19) Market price reactions to new information
(53:00) Risk and uncertainty and tools to manage them

This webcast was recorded on April 21, 2020.

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