Many would agree that the premier econometrician in the world today is Robert Engle.
Throughout his long career he has developed successful models that not only serve academics but investors, companies and regulators as well.
In 2003, Professor Engle was awarded the Nobel Prize in Economic Sciences for his groundbreaking work in volatility modeling.
The family of ARCH models, which was first developed by Professor Engle in the 1980s, is still used today as a key tool for financial time series analysis.
Besides his accomplishments in economics, Engle is also a dab hand at time management, because despite having a crammed calendar, he’s also managed to reach the peak of success as a semi-professional ice-dancer.
The heart of a good volatility control mechanism is a good forecast of volatility
Robert F. Engle
Innovation meets Nobel award winning research
The UBS Multi Asset Engle SGD Index is an innovative index designed to provide dynamic exposure to US equities, U.S. 10-Year Treasury Notes and gold.
The index provides multi asset diversification with risk weighted approach using innovative forward-looking rebalancing model developed by UBS in partnership Dr. Robert Engle.
Index at a glance
Diversified multi asset exposure The index provides diversification across asset classes without having to time the market.
Built in risk management and low volatility Intraday observation and rebalancing enable the Index to react quickly to changing market conditions.
Innovative research in index construction The Index utilizes innovative volatility and correlation forecasting models, powered by Dr. Engle's Nobel Prize winning research.