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Lisa Goldberg
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Cited by
Year
Affine point processes and portfolio credit risk
E Errais, K Giesecke, LR Goldberg
SIAM Journal on Financial Mathematics 1 (1), 642-665, 2010
4332010
A top-down approach to multiname credit
K Giesecke, LR Goldberg, X Ding
Operations Research 59 (2), 283-300, 2011
2322011
Fixed points of polynomial maps. Part II. Fixed point portraits
LR Goldberg, J Milnor
Annales scientifiques de l'Ecole normale supérieure 26 (1), 51-98, 1993
2251993
A finiteness theorem for a dynamical class of entire functions
LR Goldberg, L Keen
Ergodic theory and dynamical systems 6 (2), 183-192, 1986
2081986
Portfolio risk analysis
G Connor, LR Goldberg, RA Korajczyk
Princeton University Press, 2010
1722010
Will My Risk Parity Strategy Outperform?
RM Anderson, SW Bianchi, LR Goldberg
Financial Analysts Journal 68 (6), 75-93, 2012
1522012
Forecasting default in the face of uncertainty
K Giesecke, LR Goldberg
The Journal of Derivatives 12 (1), 11-25, 2004
1442004
Method and apparatus for an incomplete information model of credit risk
K Giesecke, L Goldberg
US Patent 7,536,329, 2004
139*2004
Pricing credit from the top down with affine point processes
E Errais, K Giesecke, LR Goldberg
Numerical Methods for Finance, 195-201, 2007
1152007
Sequential defaults and incomplete information
K Giesecke, LR Goldberg
Journal of Risk 7, 1-26, 2004
982004
Drawdown: from practice to theory and back again
LR Goldberg, O Mahmoud
Mathematics and Financial Economics 11, 275-297, 2017
78*2017
Method and apparatus for an integrative model of multiple asset classes
D Stefek, LR Goldberg, SS Scheffler, KC Hui, NG Torre
US Patent 7,024,388, 2006
772006
Hairs for the complex exponential family
C Bodelón, RL Devaney, M Hayes, G Roberts, LR Goldberg, JH Hubbard
International Journal of Bifurcation and Chaos 9 (08), 1517-1534, 1999
721999
Catalan numbers and branched coverings by the Riemann sphere
LR Goldberg
Advances in Mathematics 85 (2), 129-144, 1991
721991
The market price of credit risk: the impact of asymmetric information
K Giesecke, LR Goldberg
Available at SSRN 450120, 2008
702008
Uniformization of attracting basins for exponential maps
RL Devaney, LR Goldberg
701987
A dynamical approximation to the exponential map by polynomials
RL Devaney, LR Goldberg, JH Hubbard
Mathematical Sciences Research Institute, 1986
691986
Fixed points of polynomial maps. I. Rotation subsets of the circles
LR Goldberg
Annales scientifiques de l'Ecole normale supérieure 25 (6), 679-685, 1992
561992
Market implied ratings
LL Breger, LR Goldberg, O Cheyette
Risk Magazine, July, 2003
482003
A guide to ESG portfolio construction
M Branch, LR Goldberg, P Hand
The Journal of Portfolio Management 45 (4), 61-66, 2019
422019
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