Robert S. Goldberg

Adelphi University - School of Business

Garden City, NY 11530

United States

SCHOLARLY PAPERS

2

DOWNLOADS

746

SSRN CITATIONS

1

CROSSREF CITATIONS

2

Scholarly Papers (2)

A Simple Model for Time-Varying Expected Returns on the S&P 500 Index

Journal of Investment Management, Forthcoming
Number of pages: 41 Posted: 29 Aug 2005 Last Revised: 26 Feb 2009
James Doran, Ehud I. Ronn and Robert S. Goldberg
University of New South Wales, University of Texas at Austin - Department of Finance and Adelphi University - School of Business
Downloads 746 (39,472)
Citation 1

Abstract:

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Risk Premium, Time-Series, Growth-Rates, S&P 500, VIX Index

A Simple Model for Time - Varying Expected Returns on the S&P 500 Index

Journal of Investment Management, Second Quarter 2009
Posted: 11 Nov 2009
James Doran, Ehud I. Ronn and Robert S. Goldberg
University of New South Wales, University of Texas at Austin - Department of Finance and Adelphi University - School of Business

Abstract:

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Equity risk-premium, time-varying expected returns, conditional volatility

2.

Valuation of Callable/Putable Corporate Bonds in a One-Factor LogNormal Interest-Rate Model

Posted: 06 Aug 2020 Last Revised: 11 Jan 2021
Robert S. Goldberg, Ehud I. Ronn and Liying Xu
Adelphi University - School of Business, University of Texas at Austin - Department of Finance and Spears School of Business

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Valuation of Callable and Putable Bonds; Implied Yield Volatilities