Robert S. Goldstein

University of Minnesota - Twin Cities

420 Delaware St. SE

Minneapolis, MN 55455

United States

National Bureau of Economic Research (NBER)

1050 Massachusetts Avenue

Cambridge, MA 02138

United States

SCHOLARLY PAPERS

6

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CITATIONS
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73

Scholarly Papers (6)

Dividend Dynamics and the Term Structure of Dividend Strips

AFA 2013 San Diego Meetings Paper
Number of pages: 62 Posted: 19 Mar 2012 Last Revised: 08 Mar 2014
Frederico Belo, Pierre Collin-Dufresne and Robert S. Goldstein
University of Minnesota, Ecole Polytechnique Fédérale de Lausanne - Ecole Polytechnique Fédérale de Lausanne and University of Minnesota - Twin Cities
Downloads 386 (58,211)
Citation 3

Abstract:

Dividend Strips, Term Structure or Risk Premia

Endogenous Dividend Dynamics and the Term Structure of Dividend Strips

Netspar Discussion Paper No. 03/2012-040
Number of pages: 46 Posted: 26 Nov 2012
Robert S. Goldstein, Frederico Belo and Pierre Collin-Dufresne
University of Minnesota - Twin Cities, University of Minnesota and Ecole Polytechnique Fédérale de Lausanne - Ecole Polytechnique Fédérale de Lausanne
Downloads 74 (258,235)
Citation 3

Abstract:

Endogenous Dividend Dynamics and the Term Structure of Dividend Strips

NBER Working Paper No. w18450
Number of pages: 59 Posted: 13 Oct 2012
Frederico Belo, Pierre Collin-Dufresne and Robert S. Goldstein
University of Minnesota, Ecole Polytechnique Fédérale de Lausanne - Ecole Polytechnique Fédérale de Lausanne and University of Minnesota - Twin Cities
Downloads 7 (512,432)
Citation 3

Abstract:

Modeling Credit Contagion Via the Updating of Fragile Beliefs

Netspar Discussion Paper No. 12/2011-123 - revised version February 2014
Number of pages: 54 Posted: 24 Nov 2012 Last Revised: 13 Jan 2016
Federal Reserve Bank of Chicago - Research Department, Ecole Polytechnique Fédérale de Lausanne - Ecole Polytechnique Fédérale de Lausanne, University of Minnesota - Twin Cities and UC Riverside
Downloads 71 (264,523)
Citation 4

Abstract:

On the Relative Pricing of Long Maturity S&P 500 Index Options and CDX Tranches

Number of pages: 38 Posted: 27 Jan 2010
Pierre Collin-Dufresne, Robert S. Goldstein and Fan Yang
Ecole Polytechnique Fédérale de Lausanne - Ecole Polytechnique Fédérale de Lausanne, University of Minnesota - Twin Cities and University of Connecticut
Downloads 280 (84,443)
Citation 7

Abstract:

CDX tranche spreads

On the Relative Pricing of Long Maturity S&P 500 Index Options and Cdx Tranches

NBER Working Paper No. w15734
Number of pages: 38 Posted: 10 Feb 2010
Pierre Collin-Dufresne, Robert S. Goldstein and Fan Yang
Ecole Polytechnique Fédérale de Lausanne - Ecole Polytechnique Fédérale de Lausanne, University of Minnesota - Twin Cities and University of Connecticut
Downloads 34 (370,902)
Citation 7

Abstract:

4.

Recovering Drifts and Preference Parameters from Financial Derivatives

Number of pages: 48 Posted: 05 Apr 2013 Last Revised: 08 Apr 2013
Sergey Dubynskiy and Robert S. Goldstein
University of Minnesota - Twin Cities - Department of Business Finance and University of Minnesota - Twin Cities
Downloads 293 (58,393)

Abstract:

asset pricing, derivatives

Is Credit Event Risk Priced? Modeling Contagion Via the Updating of Beliefs

Number of pages: 48 Posted: 27 Jan 2010 Last Revised: 01 Jul 2011
Pierre Collin-Dufresne, Robert S. Goldstein and Jean Helwege
Ecole Polytechnique Fédérale de Lausanne - Ecole Polytechnique Fédérale de Lausanne, University of Minnesota - Twin Cities and UC Riverside
Downloads 159 (147,786)
Citation 59

Abstract:

contagion risk, fragile beliefs

Is Credit Event Risk Priced? Modeling Contagion Via the Updating of Beliefs

NBER Working Paper No. w15733
Number of pages: 48 Posted: 10 Feb 2010
Pierre Collin-Dufresne, Robert S. Goldstein and Jean Helwege
Ecole Polytechnique Fédérale de Lausanne - Ecole Polytechnique Fédérale de Lausanne, University of Minnesota - Twin Cities and UC Riverside
Downloads 90 (228,703)
Citation 59

Abstract:

6.

On Bounding Credit-Event Risk Premia

AFA Conference
Number of pages: 48 Posted: 13 Nov 2012 Last Revised: 01 Mar 2015
Jennie Bai, Pierre Collin-Dufresne, Robert S. Goldstein and Jean Helwege
Georgetown University - Department of Finance, Ecole Polytechnique Fédérale de Lausanne - Ecole Polytechnique Fédérale de Lausanne, University of Minnesota - Twin Cities and UC Riverside
Downloads 243 (98,788)

Abstract:

credit risk model, contagion