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Lisa R. Goldberg · Study
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Author
Lisa R. Goldberg
14 works
· latest 2019
· 4 institutions
cluster: provisional
ORCID 0000-0003-4779-5659
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Citations
1,188
Works here
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Most cited in this library
Affine Point Processes and Portfolio Credit Risk
2010 · 373 citations
A Top-Down Approach to Multi-Name Credit
2005 · 139 citations
Portfolio Risk Analysis
2010 · 127 citations
Will My Risk Parity Strategy Outperform?
2012 · 112 citations
Forecasting Default in the Face of Uncertainty
2004 · 88 citations
Works
14 shown
A Guide to ESG Portfolio Construction
The Journal of Portfolio Management
·
2019
·
3 authors
36
citations
Drawdown: From Practice to Theory and Back Again
Alexandria (UniSG) (University of St.Gallen)
·
2017
·
2 authors
55
citations
Will My Risk Parity Strategy Outperform?
Financial Analysts Journal
·
2012
·
3 authors
112
citations
Thinking, Fast and Slow, by D. Kahneman
Quantitative Finance
·
2012
·
1 author
·
other
·
Open access
3
citations
Review of Daniel Kahneman's "Thinking, Fast and Slow"
eScholarship (California Digital Library)
·
2012
·
1 author
·
other
·
Open access
0
citations
Portfolio Risk Analysis
Princeton University Press eBooks
·
2010
·
3 authors
·
book
127
citations
A Top-Down Approach to Multiname Credit
Operations Research
·
2010
·
3 authors
70
citations
Affine Point Processes and Portfolio Credit Risk
SIAM Journal on Financial Mathematics
·
2010
·
3 authors
·
Open access
373
citations
Is There a Green Factor?
The Journal of Portfolio Management
·
2009
·
4 authors
32
citations
Pricing Credit from the Top Down with Affine Point Processes
Chapman & Hall/CRC handbooks of modern statistical methods
·
2007
·
3 authors
·
chapter
63
citations
A Top-Down Approach to Multi-Name Credit
SSRN Electronic Journal
·
2005
·
3 authors
·
preprint
·
Open access
139
citations
Sequential defaults and incomplete information
The Journal of Risk
·
2004
·
2 authors
56
citations
Forecasting Default in the Face of Uncertainty
The Journal of Derivatives
·
2004
·
2 authors
88
citations
Forecasting Default in the Face of Uncertainty
SSRN Electronic Journal
·
2003
·
2 authors
·
preprint
·
Open access
34
citations