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Goldberg, Lisa R.


 SSRN Author Rank: 1,223 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
14,008
Total
Citations
131
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
1,180
(8,771)
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
1,014
(11,160)
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
836
(15,015)
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
826
(15,295)
30

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
803
(15,948)
9

6.  
Goldberg, Lisa R.
University of California, Berkeley
Giesecke, Kay
Stanford University - Management Science & Engineering
Posted:
01 Dec 04
732
(18,242)
 

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
652
(21,572)
 

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
606
(23,814)
5

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
600
(24,139)
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
557
(26,765)
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
471
(33,478)
 

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
469
(33,667)
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
468
(33,835)
 

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
438
(36,700)
2

15.  
Geddes, Patrick
Aperio Group
Goldberg, Lisa R.
University of California, Berkeley
Bianchi, Stephen W.
University of California, Berkeley
Posted:
09 Jun 14
389
(42,509)
 

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
373
(44,731)
 

17.  
Goldberg, Lisa R.
University of California, Berkeley
Giesecke, Kay
Stanford University - Management Science & Engineering
Posted:
30 May 04
325
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
321
(53,592)
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
295
(59,110)
 

20.  
Goldberg, Lisa R.
University of California, Berkeley
Mahmoud, Ola
University of California, Berkeley
Posted:
30 Apr 14
Last Revised:
04 Jul 14
292
(59,841)
 

21.  
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
282
(62,190)
2

22.  
Goldberg, Lisa R.
University of California, Berkeley
Zapp, Andreas
BaFin
Posted:
21 Oct 05
239
(74,355)
 

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
232
(76,722)
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
207
(86,337)
3

25.  
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
206
(86,755)
 

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
198
(90,206)
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
187
(95,298)
 

28.  
Branch, Michael
Aperio Group
Goldberg, Lisa R.
University of California, Berkeley
Leshem, Ran
Aperio Group
Posted:
21 Dec 13
162
(109,370)
 

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
155
(113,202)
 

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
(116,483)
 

31.   Incl. Electronic Paper
Ghamami, Samim
Goldberg, Lisa R.
University of California, Berkeley
Posted:
09 Oct 13
Last Revised:
13 Aug 14
117
(142,479)
 

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
108
(151,139)
1

33.  
Goldberg, Lisa R.
University of California, Berkeley
Leshem, Ran
Aperio Group
Posted:
15 Oct 14
67
(205,984)
 

34.  
d'Orey, Patrick Burke
MSCI Inc.
Goldberg, Lisa R.
University of California, Berkeley
Posted:
07 May 10
51
(233,977)
 

35.  
Cuffe, Stacy
MSCI Inc.
Goldberg, Lisa R.
University of California, Berkeley
Posted:
26 Mar 12
 

36.  
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
 

37.  
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
 

38.  
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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