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Goldberg, Lisa R.


 SSRN Author Rank: 1,237 by Downloads
 Director of Research, Center for Risk Management and Adjunct Professor of Statistics
 

University of California, Berkeley


 Department of Statistics
 367 Evans Hall
 Berkeley, CA 94720-3860
 United States
 email address
 Director of Research
 

Aperio Group


 3 Harbor Drive
 Suite 315
 Sausalito, CA 94965
 United States
 email address

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. Goldberg, Lisa R.'s Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
13,712
Total
Citations
128
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Extreme Risk Management | Show Abstract | Download |
MSCI Barra Research Paper No. 2009-4
Working Paper Series
Goldberg, Lisa R.
University of California, Berkeley
Hayes, Michael Y.
MSCI Inc.
Menchero, Jose
MSCI Barra
Mitra, Indrajit
Massachusetts Institute of Technology (MIT)
Posted:
12 Feb 09
Last Revised:
19 Feb 09
1,165
(8,754)
2

2.  
Giesecke, Kay
Stanford University - Management Science & Engineering
Goldberg, Lisa R.
University of California, Berkeley
Posted:
08 Oct 03
Last Revised:
21 Apr 09
1,011
(10,983)
2

3.  
Market Implied Ratings | Show Abstract | Download |
Risk Magazine, July 2003
Accepted Paper Series
Breger, Ludovic L.
Morgan Stanley - Fixed Income Research
Goldberg, Lisa R.
University of California, Berkeley
Cheyette, Oren
Loomis Sayles
Posted:
13 Aug 03
830
(14,869)
5

4.  
Errais, Eymen
Stanford University
Giesecke, Kay
Stanford University - Management Science & Engineering
Goldberg, Lisa R.
University of California, Berkeley
Posted:
14 Jun 06
Last Revised:
15 Jun 10
823
(15,056)
28

5.   Incl. Electronic Paper
Goldberg, Lisa R.
University of California, Berkeley
Miller, Guy
Merrill Lynch & Co.
Weinstein, Jared
University of California, Los Angeles (UCLA)
Posted:
22 Oct 07
Last Revised:
11 Nov 08
798
(15,765)
9

6.  
Goldberg, Lisa R.
University of California, Berkeley
Giesecke, Kay
Stanford University - Management Science & Engineering
Posted:
01 Dec 04
729
(17,975)
 

7.  
Modeling Value at Risk with Factors | Show Abstract | Download |
MSCI Barra Research Paper No. 2009-39
Working Paper Series
Barbieri, Angelo
MSCI Inc.
Chang, Kelly H.
MSCI Barra, Inc.
Dubikovsky, Vladislav
MSCI Barra
Fox, John
MSCI Inc.
Gladkevich, Alexei
MSCI Inc.
Gold, Carl
MSCI Barra
Goldberg, Lisa R.
University of California, Berkeley
Posted:
22 Nov 09
630
(22,123)
 

8.  
Anderson, Robert M.
University of California, Berkeley - Department of Economics
Bianchi, Stephen W.
University of California, Berkeley
Goldberg, Lisa R.
University of California, Berkeley
Posted:
08 Jul 12
Last Revised:
17 Aug 12
601
(23,592)
4

9.  
A Top-Down Approach to Multi-Name Credit | Show Abstract | Download |
Operations Research, Forthcoming
Working Paper Series
Giesecke, Kay
Stanford University - Management Science & Engineering
Goldberg, Lisa R.
University of California, Berkeley
Ding, Xiaowei
Stanford University
Posted:
15 Mar 05
Last Revised:
04 Mar 10
595
(23,912)
33

10.  
Forecasting Default in the Face of Uncertainty | Show Abstract | Download |
Journal of Derivatives, Vol. 12, No. 1, pp. 14-25, 2004
Accepted Paper Series
Goldberg, Lisa R.
University of California, Berkeley
Giesecke, Kay
Stanford University - Management Science & Engineering
Posted:
17 Mar 03
555
(26,330)
21

11.   Incl. Electronic Paper
Goldberg, Lisa R.
University of California, Berkeley
Anderson, C. Greg
MSCI Barra
Kercheval, Alec N.
Florida State University - Department of Mathematics
Miller, Guy
BARRA, Inc. - Equity Research
Sorge, Kathy
Morgan Stanley - Fixed Income Research
Posted:
06 Jun 05
Last Revised:
11 Nov 08
470
(32,925)
 

12.  
Extreme Risk Analysis, July 2009 | Show Abstract | Download |
MSCI Barra Research Paper No. 2009-16
Working Paper Series
Goldberg, Lisa R.
University of California, Berkeley
Hayes, Michael Y.
MSCI Inc.
Menchero, Jose
MSCI Barra
Mitra, Indrajit
Massachusetts Institute of Technology (MIT)
Posted:
14 May 09
Last Revised:
08 Jul 09
467
(33,273)
4

13.  
Restoring Value to Minimum Variance | Show Abstract | Download |
Forthcoming in Journal of Investment Management
Accepted Paper Series
Goldberg, Lisa R.
University of California, Berkeley
Leshem, Ran
Aperio Group
Geddes, Patrick
Aperio Group
Posted:
05 Sep 13
Last Revised:
26 Nov 13
459
(33,911)
 

14.  
Investing in Credit: How Good is Your Information? | Show Abstract | Download |
Risk, Vol. 17, No. 1, pp. S16-S18, January 2004
Accepted Paper Series
Goldberg, Lisa R.
University of California, Berkeley
Posted:
28 Feb 04
437
(36,100)
2

15.  
Geddes, Patrick
Aperio Group
Goldberg, Lisa R.
University of California, Berkeley
Bianchi, Stephen W.
University of California, Berkeley
Posted:
09 Jun 14
376
(43,606)
 

16.  
Determinants of Levered Portfolio Performance | Show Abstract | Download |
Financial Analysts Journal, Forthcoming
Accepted Paper Series
Anderson, Robert M.
University of California, Berkeley - Department of Economics
Bianchi, Stephen W.
University of California, Berkeley
Goldberg, Lisa R.
University of California, Berkeley
Posted:
12 Jul 13
Last Revised:
21 Apr 14
331
(50,605)
 

17.  
Goldberg, Lisa R.
University of California, Berkeley
Giesecke, Kay
Stanford University - Management Science & Engineering
Posted:
30 May 04
324
8

18.   Incl. Electronic Paper
Goldberg, Lisa R.
University of California, Berkeley
Hayes, Michael Y.
MSCI Inc.
Posted:
16 Aug 09
Last Revised:
03 Jun 10
320
(52,720)
1

19.  
t-Statistics for Weighted Means in Credit Risk Modelling | Show Abstract | Download |
Journal of Risk Finance, Forthcoming
Accepted Paper Series
Kercheval, Alec N.
Florida State University - Department of Mathematics
Goldberg, Lisa R.
University of California, Berkeley
Lee, Kiseop
University of Louisville - Department of Mathematics
Posted:
19 May 05
294
(58,193)
 

20.  
Risk Without Return | Show Abstract | Download |
Journal of Investment Strategies, Volume 2, No. 2, Spring 2013
Accepted Paper Series
Goldberg, Lisa R.
University of California, Berkeley
Mahmoud, Ola
University of California, Berkeley
Posted:
24 Aug 13
Last Revised:
03 Sep 13
278
(62,023)
2

21.  
Goldberg, Lisa R.
University of California, Berkeley
Mahmoud, Ola
University of California, Berkeley
Posted:
30 Apr 14
Last Revised:
04 Jul 14
250
(70,450)
 

22.  
Goldberg, Lisa R.
University of California, Berkeley
Zapp, Andreas
BaFin
Posted:
21 Oct 05
238
(73,296)
 

23.  
The Long View of Financial Risk, August 2009 | Show Abstract | Download |
MSCI Barra Research Paper No. 2009-32
Working Paper Series
Goldberg, Lisa R.
University of California, Berkeley
Hayes, Michael Y.
MSCI Inc.
Posted:
20 Nov 09
231
(75,625)
1

24.  
A Structural Analysis of the Default Swap Market - Part 2 (Relative Value) | Show Abstract | Download |
Journal of Investment Management, Forthcoming
Working Paper Series
Goldberg, Lisa R.
University of California, Berkeley
Kamat, Rajnish
affiliation not provided to SSRN
Kremer, Jason
MSCI Barra
Posted:
19 Aug 08
205
(85,533)
 

25.  
Barbieri, Angelo
MSCI Inc.
Dubikovsky, Vladislav
MSCI Barra
Gladkevich, Alexei
MSCI Inc.
Goldberg, Lisa R.
University of California, Berkeley
Hayes, Michael Y.
MSCI Inc.
Posted:
29 Mar 08
Last Revised:
11 Nov 08
204
(85,931)
3

26.  
Central Limits and Financial Risk | Show Abstract | Download |
MSCI Barra Research Paper No. 2009-13
Working Paper Series
Barbieri, Angelo
MSCI Inc.
Dubikovsky, Vladislav
MSCI Barra
Gladkevich, Alexei
MSCI Inc.
Goldberg, Lisa R.
University of California, Berkeley
Hayes, Michael Y.
MSCI Inc.
Posted:
14 May 09
196
(89,453)
2

27.  
Allocating Assets in Climates of Extreme Risk | Show Abstract | Download |
MSCI Barra Research Paper No. 2011-08
Working Paper Series
Cuffe, Stacy
MSCI Inc.
Goldberg, Lisa R.
University of California, Berkeley
Posted:
27 Apr 11
181
(96,473)
 

28.  
Branch, Michael
Aperio Group
Goldberg, Lisa R.
University of California, Berkeley
Leshem, Ran
Aperio Group
Posted:
21 Dec 13
153
(112,421)
 

29.  
Minimizing Shortfall | Show Abstract | Download |
Forthcoming, Quantitative Finance, MSCI Barra Research Paper No. 2011-04
Working Paper Series
Goldberg, Lisa R.
University of California, Berkeley
Hayes, Michael Y.
MSCI Inc.
Mahmoud, Ola
University of California, Berkeley
Posted:
03 Feb 11
Last Revised:
29 Apr 14
152
(113,063)
 

30.  
Chan, Peter
MSCI Inc.
Goldberg, Lisa R.
University of California, Berkeley
Hayes, Michael Y.
MSCI Inc.
Tsang, Eric
MSCI Inc.
Posted:
13 Feb 10
150
(114,367)
 

31.   Incl. Electronic Paper
Ghamami, Samim
Goldberg, Lisa R.
University of California, Berkeley
Posted:
09 Oct 13
Last Revised:
13 Aug 14
105
(152,657)
 

32.  
Anderson, Robert M.
University of California, Berkeley - Department of Economics
Bianchi, Stephen W.
University of California, Berkeley
Goldberg, Lisa R.
University of California, Berkeley
Posted:
16 Dec 12
Last Revised:
04 Aug 14
103
(153,701)
1

33.  
d'Orey, Patrick Burke
MSCI Inc.
Goldberg, Lisa R.
University of California, Berkeley
Posted:
07 May 10
51
(229,893)
 

34.  
Cuffe, Stacy
MSCI Inc.
Goldberg, Lisa R.
University of California, Berkeley
Posted:
26 Mar 12
 

35.  
A Structural Analysis of the Default Swap Market, Part 1 (Calibration) | Show Abstract |
Journal of Investment Management, Second Quarter 2009
Accepted Paper Series
Goldberg, Lisa R.
University of California, Berkeley
Kamat, Rajnish
affiliation not provided to SSRN
Poduri, Vijay
Charles Schwab Investment Management
Posted:
07 Oct 08
 

36.  
In Search of A Modigliani-Miller Economy | Show Abstract |
Journal of Investment Management, Vol. 2, No. 3, Third Quarter 2004
Accepted Paper Series
Goldberg, Lisa R.
University of California, Berkeley
Giesecke, Kay
Stanford University - Management Science & Engineering
Posted:
16 Sep 04
 

37.  
Volatility of the Short Rate in the Rational Lognormal Model | Show Abstract |
Finance and Stochastics (1998)
Accepted Paper Series
Goldberg, Lisa R.
University of California, Berkeley
Posted:
20 Apr 98
 


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