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Is there a green factor?
Chia, Chin-ping; Goldberg, Lisa; Owyong, David T.; … - In: The journal of portfolio management : a publication of … 35 (2008/09) 3, pp. 34-40
Persistent link: https://www.econbiz.de/10009520429
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Allocating assets in climates of extreme risk : a new paradigm for stress testing portfolios
Cuffe, Stacy L.; Goldberg, Lisa - In: Financial analysts' journal : FAJ 68 (2012) 2, pp. 85-107
Persistent link: https://www.econbiz.de/10009561189
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Stochastic intensity models of wrong way risk : wrong way CVA need not exceed independent CVA
Ghamami, Samim; Goldberg, Lisa - 2014
Persistent link: https://www.econbiz.de/10010434045
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A structural analysis of the default swap market : part 2 (relative value)
Goldberg, Lisa; Kamat, Rajnish; Kremer, Jason - In: Journal of investment management : JOIM 7 (2009) 2, pp. 4-22
Persistent link: https://www.econbiz.de/10003862666
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Measuring financial extremes
Giesecke, Kay; Goldberg, Lisa - In: Risk management : a modern perspective, (pp. 537-555). 2006
Persistent link: https://www.econbiz.de/10003271621
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Determinants of levered portfolio performance
Anderson, Robert M.; Bianchi, Stephen W.; Goldberg, Lisa - In: Financial analysts' journal : FAJ 70 (2014) 5, pp. 53-72
Persistent link: https://www.econbiz.de/10010529028
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Drawdown : from practice to theory and back again
Goldberg, Lisa; Mahmoud, Ola - In: Mathematics and financial economics 11 (2017) 3, pp. 275-297
Persistent link: https://www.econbiz.de/10011900560
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Optimizing value
Leshem, Ran; Goldberg, Lisa; Cummings, Alan - In: The journal of portfolio management : a publication of … 42 (2016) 2, pp. 77-89
Persistent link: https://www.econbiz.de/10011685343
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The impact of estimation error on latent factor model forecasts of portfolio risk
Bianchi, Stephen W.; Goldberg, Lisa; Rosenberg, Allan - In: The journal of portfolio management : a publication of … 43 (2017) 5, pp. 147-156
Persistent link: https://www.econbiz.de/10011686352
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What would Yale do if it were taxable?
Geddes, Patrick; Goldberg, Lisa; Bianchi, Stephen W. - In: Financial analysts' journal : FAJ 71 (2015) 4, pp. 10-23
Persistent link: https://www.econbiz.de/10011380236