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Goldberg, Lisa R.


 SSRN Author Rank: 1,247 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
15,056
Total
Citations
132
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 This Paper | Open PDF in Browser |
MSCI Barra Research Paper No. 2009-4
Number of Pages in PDF File: 16
Goldberg, Lisa R.
University of California, Berkeley
Hayes, Michael Y.
MSCI Inc.
Menchero, Jose
MSCI Barra
Mitra, Indrajit
University of Michigan, Stephen M. Ross School of Business
Posted:
12 Feb 09
Last Revised:
19 Feb 09
1,233
(9,200)
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
1,042
(12,045)
2

3.  
Market Implied Ratings | Show Abstract | Download This Paper | Open PDF in Browser |
Risk Magazine, July 2003
Number of Pages in PDF File: 15
Breger, Ludovic L.
Morgan Stanley - Fixed Income Research
Goldberg, Lisa R.
University of California, Berkeley
Cheyette, Oren
Loomis Sayles
Posted:
13 Aug 03
870
(15,895)
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
849
(16,528)
31

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
821
(17,370)
9

6.  
Goldberg, Lisa R.
University of California, Berkeley
Giesecke, Kay
Stanford University - Management Science & Engineering
Posted:
01 Dec 04
741
(20,093)
 

7.  
Modeling Value at Risk with Factors | Show Abstract | Download This Paper | Open PDF in Browser |
MSCI Barra Research Paper No. 2009-39
Number of Pages in PDF File: 36
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
698
(21,939)
 

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
652
(24,157)
5

9.  
A Top-Down Approach to Multi-Name Credit | Show Abstract | Download This Paper | Open PDF in Browser |
Operations Research, Forthcoming
Number of Pages in PDF File: 34
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
612
(26,370)
33

10.  
Forecasting Default in the Face of Uncertainty | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Derivatives, Vol. 12, No. 1, pp. 14-25, 2004
Number of Pages in PDF File: 15
Goldberg, Lisa R.
University of California, Berkeley
Giesecke, Kay
Stanford University - Management Science & Engineering
Posted:
17 Mar 03
573
(28,860)
21

11.  
Restoring Value to Minimum Variance | Show Abstract | Download This Paper | Open PDF in Browser |
Forthcoming in Journal of Investment Management
Number of Pages in PDF File: 12
Goldberg, Lisa R.
University of California, Berkeley
Leshem, Ran
Aperio Group
Geddes, Patrick
Aperio Group
Posted:
05 Sep 13
Last Revised:
26 Nov 13
519
(32,926)
 

12.  
Extreme Risk Analysis, July 2009 | Show Abstract | Download This Paper | Open PDF in Browser |
MSCI Barra Research Paper No. 2009-16
Number of Pages in PDF File: 20
Goldberg, Lisa R.
University of California, Berkeley
Hayes, Michael Y.
MSCI Inc.
Menchero, Jose
MSCI Barra
Mitra, Indrajit
University of Michigan, Stephen M. Ross School of Business
Posted:
14 May 09
Last Revised:
08 Jul 09
488
(35,666)
4

13.   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
476
(36,784)
 

14.  
Geddes, Patrick
Aperio Group
Goldberg, Lisa R.
University of California, Berkeley
Bianchi, Stephen W.
University of California, Berkeley
Posted:
09 Jun 14
454
(39,096)
 

15.  
Investing in Credit: How Good is Your Information? | Show Abstract | Download This Paper | Open PDF in Browser |
Risk, Vol. 17, No. 1, pp. S16-S18, January 2004
Number of Pages in PDF File: 3
Goldberg, Lisa R.
University of California, Berkeley
Posted:
28 Feb 04
445
(40,107)
2

16.  
Determinants of Levered Portfolio Performance | Show Abstract | Download This Paper | Open PDF in Browser |
Financial Analysts Journal, Forthcoming
Number of Pages in PDF File: 36
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
432
(41,638)
 

17.  
Goldberg, Lisa R.
University of California, Berkeley
Mahmoud, Ola
University of St. Gallen
Posted:
30 Apr 14
Last Revised:
04 Jul 14
423
(42,731)
 

18.  
Goldberg, Lisa R.
University of California, Berkeley
Giesecke, Kay
Stanford University - Management Science & Engineering
Posted:
30 May 04
326
8

19.   Incl. Electronic Paper
Goldberg, Lisa R.
University of California, Berkeley
Hayes, Michael Y.
MSCI Inc.
Posted:
16 Aug 09
Last Revised:
03 Jun 10
323
(59,269)
1

20.  
Risk Without Return | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Investment Strategies, Volume 2, No. 2, Spring 2013
Number of Pages in PDF File: 9
Goldberg, Lisa R.
University of California, Berkeley
Mahmoud, Ola
University of St. Gallen
Posted:
24 Aug 13
Last Revised:
03 Sep 13
308
(62,542)
2

21.  
t-Statistics for Weighted Means in Credit Risk Modelling | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Risk Finance, Forthcoming
Number of Pages in PDF File: 22
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
300
(64,422)
 

22.  
Goldberg, Lisa R.
University of California, Berkeley
Zapp, Andreas
BaFin
Posted:
21 Oct 05
244
(80,609)
 

23.  
The Long View of Financial Risk, August 2009 | Show Abstract | Download This Paper | Open PDF in Browser |
MSCI Barra Research Paper No. 2009-32
Number of Pages in PDF File: 13
Goldberg, Lisa R.
University of California, Berkeley
Hayes, Michael Y.
MSCI Inc.
Posted:
20 Nov 09
234
(84,243)
1

24.  
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
213
(92,804)
3

25.  
Central Limits and Financial Risk | Show Abstract | Download This Paper | Open PDF in Browser |
MSCI Barra Research Paper No. 2009-13
Number of Pages in PDF File: 14
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
207
(95,451)
2

26.  
Goldberg, Lisa R.
University of California, Berkeley
Kamat, Rajnish
affiliation not provided to SSRN
Kremer, Jason
MSCI Barra
Posted:
19 Aug 08
207
(95,451)
 

27.  
Branch, Michael
Aperio Group
Goldberg, Lisa R.
University of California, Berkeley
Leshem, Ran
Aperio Group
Posted:
21 Dec 13
202
(97,776)
 

28.  
Allocating Assets in Climates of Extreme Risk | Show Abstract | Download This Paper | Open PDF in Browser |
MSCI Barra Research Paper No. 2011-08
Number of Pages in PDF File: 32
Cuffe, Stacy
MSCI Inc.
Goldberg, Lisa R.
University of California, Berkeley
Posted:
27 Apr 11
198
(99,728)
 

29.  
Minimizing Shortfall | Show Abstract | Download This Paper | Open PDF in Browser |
Forthcoming, Quantitative Finance, MSCI Barra Research Paper No. 2011-04
Number of Pages in PDF File: 21
Goldberg, Lisa R.
University of California, Berkeley
Hayes, Michael Y.
MSCI Inc.
Mahmoud, Ola
University of St. Gallen
Posted:
03 Feb 11
Last Revised:
29 Apr 14
170
(114,852)
 

30.   Incl. Electronic Paper
Goldberg, Lisa R.
University of California, Berkeley
Posted:
09 Oct 13
Last Revised:
13 Aug 14
160
(121,223)
 

31.  
Chan, Peter
MSCI Inc.
Goldberg, Lisa R.
University of California, Berkeley
Hayes, Michael Y.
MSCI Inc.
Tsang, Eric
MSCI Inc.
Posted:
13 Feb 10
153
(126,012)
 

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
141
(135,097)
1

33.  
Goldberg, Lisa R.
University of California, Berkeley
Leshem, Ran
Aperio Group
Posted:
15 Oct 14
123
(150,807)
 

34.  
Leshem, Ran
Aperio Group
Goldberg, Lisa R.
University of California, Berkeley
Cummings, Alan
Aperio Group
Posted:
08 May 15
111
(162,859)
 

35.  
Geddes, Patrick
Aperio Group
Goldberg, Lisa R.
University of California, Berkeley
Tymoczko, Robert
Aperio Group
Branch, Michael
Aperio Group
Posted:
16 Feb 15
57
(243,621)
 

36.  
d'Orey, Patrick Burke
MSCI Inc.
Goldberg, Lisa R.
University of California, Berkeley
Posted:
07 May 10
51
(256,629)
 

37.  
Cuffe, Stacy
MSCI Inc.
Goldberg, Lisa R.
University of California, Berkeley
Posted:
26 Mar 12
 

38.  
Goldberg, Lisa R.
University of California, Berkeley
Kamat, Rajnish
affiliation not provided to SSRN
Poduri, Vijay
Charles Schwab Investment Management
Posted:
07 Oct 08
 

39.  
In Search of A Modigliani-Miller Economy | Show Abstract |
Journal of Investment Management, Vol. 2, No. 3, Third Quarter 2004
Goldberg, Lisa R.
University of California, Berkeley
Giesecke, Kay
Stanford University - Management Science & Engineering
Posted:
16 Sep 04
 

40.  
Goldberg, Lisa R.
University of California, Berkeley
Posted:
20 Apr 98
 


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