Lisa Goldberg

Q: What Schools Are Affiliated With Lisa Goldberg

Lisa Goldberg is affiliated with the following schools: University of California, Berkeley, Stanford University, Columbia University, Brandeis University, New York University, University of Rochester

Lisa Goldberg's AcademicInfluence.com Rankings

Lisa Goldberg

Mathematics

#2511

World Rank

#3866

Historical Rank

Mathematical Finance

World Rank

Historical Rank

Statistics

#480

World Rank

#555

Historical Rank

Measure Theory

#3738

World Rank

#4408

Historical Rank

mathematics Degrees

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Mathematics

Lisa Goldberg's Degrees

PhD Mathematical Finance Stanford University
Masters Statistics Columbia University

Why Is Lisa Goldberg Influential?

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According to Wikipedia, Lisa Goldberg is a financial economist and statistician who serves at the University of California, Berkeley as director of research at the Center for Risk Management Research and as Adjunct Professor of Statistics. She is also the Co-Director for the Consortium for Data Analytics in Risk at UC Berkeley.

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Lisa Goldberg's Published Works

Number of citations in a given year to any of this author's works

Total number of citations to an author for the works they published in a given year. This highlights publication of the most important work(s) by the author

Published Works

Affine Point Processes and Portfolio Credit Risk (2010) (349)
A finiteness theorem for a dynamical class of entire functions (1986) (172)
A Top-Down Approach to Multi-Name Credit (2009) (148)
Fixed points of polynomial maps. Part II. Fixed point portraits (1993) (135)
Thinking, Fast and Slow, by D. Kahneman (2013) (123)
Will My Risk Parity Strategy Outperform? (2012) (103)
Pricing Credit from the Top Down with Affine Point Processes (2008) (86)
Forecasting Default in the Face of Uncertainty (2004) (85)
Portfolio Risk Analysis (2010) (83)
Sequential Defaults and Incomplete Information (2004) (68)
Catalan numbers and branched coverings by the Riemann sphere (1991) (64)
HAIRS FOR THE COMPLEX EXPONENTIAL FAMILY (1999) (64)
A Top-Down Approach to Multiname Credit (2011) (60)
Uniformization of attracting basins for exponential maps (1987) (53)
T-Statistics for Weighted Means in Credit Risk Modelling (2005) (36)
Is There a Green Factor? (2009) (34)
THE MARKET PRICE OF CREDIT RISK (2005) (33)
Fixed points of polynomial maps. I : Rotation subsets of the circles (1992) (33)
Drawdown: from practice to theory and back again (2014) (31)
The mapping class group of a generic quadratic rational map and automorphisms of the 2-shift (1990) (31)
Dynamical convergence of polynomials to the exponential (2000) (31)
Topological methods in modern mathematics : a Symposium in Honor of John Milnor's Sixtieth Birthday (1993) (30)
Beyond Value at Risk: Forecasting Portfolio Loss at Multiple Horizons (2007) (27)
Stochastic Intensity Models of Wrong Way Risk: Wrong Way CVA Need Not Exceed Independent CVA (2014) (26)
Market Implied Ratings (2003) (26)
Rotation orbits and the Farey tree (1996) (24)
Modeling Credit Risk (2003) (24)
Determinants of Levered Portfolio Performance (2014) (20)
A Guide to ESG Portfolio Construction (2019) (16)
The nonconjugacy of certain exponential functions (1988) (16)
Restoring Value to Minimum Variance (2013) (16)
Minimizing shortfall (2011) (16)
Central limits and financial risk (2009) (15)
On the Aggregation of Local Risk Models for Global Risk Management (2005) (15)
The Market Price of Credit Risk: The Impact of Asymmetric Information (2008) (14)
Extreme Risk Analysis, July 2009 (2009) (14)
IN SEARCH OF A MODIGLIANI-MILLER ECONOMY (2004) (14)
Volatility of the short rate in the rational lognormal model (1998) (13)
On the measurable dynamics of z → ez (1985) (12)
Forecasting Extreme Financial Risk (2004) (12)
Risk Without Return (2013) (12)
Point Processes and Portfolio Credit Risk (2010) (11)
The Long View of Financial Risk (2009) (11)
ON A CONVEX MEASURE OF DRAWDOWN RISK (2014) (11)
The Dispersion Bias (2017) (9)
Do the Golden State Warriors Have Hot Hands? (2017) (8)
Better Betas (2019) (8)
Optimizing Value (2016) (7)
On the multiplier of a repelling fixed point (1994) (7)
Tax-Managed Factor Strategies (2019) (7)
Building a Carbon-Free Equity Portfolio (2015) (7)
Sustainable Investing and the Cross-Section of Maximum Drawdown (2019) (7)
Extreme Risk Management (2009) (6)
Identifying Broad and Narrow Financial Risk Factors with Convex Optimization (2016) (6)
What Would Yale Do If It Were Taxable? (corrected January 2016) (2014) (6)
Evaluating Risk Forecasts with Central Limits (2008) (5)
In search of statistically valid risk factors (2014) (5)
Modeling Value at Risk with Factors (2009) (5)
The Book of Why: The New Science of Cause and Effect† (2019) (5)
On the shape of the unit sphere in Q(Δ) (1993) (4)
Drawdown: from practice to theory and back again (2016) (3)
Investing in Credit: How Good is Your Information? (2004) (3)
A Structural Analysis of the Default Swap Market, Part 1 (Calibration) (2008) (3)
Factoring Profitability (2013) (3)
The Impact of Estimation Error on Latent Factor Model Forecasts of Portfolio Risk (2017) (3)
Allocating Assets in Climates of Extreme Risk (2011) (2)
Measuring Financial Extremes (2006) (2)
“Will My Risk Parity Strategy Outperform?”: Author Response (2013) (2)
Allocating Assets in Climates of Extreme Risk: A New Paradigm for Stress Testing Portfolios (2012) (2)
Factor Tilts after Tax (2014) (2)
Do Steph Curry and Klay Thompson Have Hot Hands (2017) (2)
Will My Risk Parity Strategy Outperform? - eScholarship (2012) (2)
A Structural Analysis of the Default Swap Market - Part 2 (Relative Value) (2008) (2)
In Search of a Statistically Valid Volatility Risk Factor Robert M. Anderson Stephen W. Bianchi y (2013) (2)
Forecasting Total Risk ∗ (2003) (1)
1. Measures of Risk and Return (2010) (1)
SUSTAINABLE INVESTING FROM A PRACTITIONER’S VIEWPOINT: WHAT’S IN YOUR ESG PORTFOLIO? (2021) (1)
“Determinants of Levered Portfolio Performance”: Author Response (2015) (1)
14. Performance Measurement (2010) (1)
How Well Can the Risk of Financial Extremes Be Forecast ? (2010) (1)
Market Turmoil, a Value Index, and the UK Telecoms Industry, March 2010 (2010) (0)
$k$-flat structures and exotic characteristic classes (1988) (0)
The Dispersion Bias\ast (2022) (0)
A Comment on \The Cross-Section of Volatility and Expected Returns": The Statistical Signi (2012) (0)
The Implied Futures Financing Rate (2016) (0)
Review of Daniel Kahneman's "Thinking, Fast and Slow" (2012) (0)
13. Alternative Asset Classes (2010) (0)
Tax-Rate Arbitrage: Realization of Long-Term Gains to Enable Short-Term Loss Harvesting (2021) (0)
10. Portfolio Return Distributions (2010) (0)
2 A Simple Example of How a Leverage Point Can Lead to False Inference in OLS Regression (2014) (0)
14 – Factoring Profitability1 (2015) (0)
Portfolio Responsibility for ESG Characteristics (2022) (0)
The Long View of Financial Risk, August 2009 (2009) (0)
Minimizing Shortfall (revised) (2012) (0)
FORECASTING DEFAULT IN THE FACE OF UNCERTAINTY Kay Giesecke (2004) (0)
4. Statistical Factor Analysis (2010) (0)
12. Transaction Costs and Liquidity Risk (2010) (0)
Extreme Shooters in the NBA (2019) (0)
The Signal and the Noise: Why So Many Predictions Fail – but Some Don’t, by Nate Silver (2014) (0)
8. Integrated Risk Models (2010) (0)
2. Unstructured Covariance Matrices (2010) (0)
Practical Applications of Optimizing Value (2016) (0)
Tax-Efficient Diversification of a Concentrated Portfolio through Margin and Shorting (2022) (0)
Catching Fallen Angels (and Other Expensive Credit Events) (2005) (0)
6. Security Characteristics and Pervasive Risk Factors (2010) (0)
Minimizing Shortfall Minimizing Shortfall (0)
Opinion: Mathematical Software: Is It Mathematics or Is It Software? (2016) (0)
7. Measuring and Hedging Foreign Exchange Risk (2010) (0)
5. The Macroeconomy and Portfolio Risk (2010) (0)
Transparency and Best Practices are Essential for ESG Investing (2021) (0)
Mathematics awareness month: The future of prediction (2016) (0)
Harry Markowitz: Selected Works, edited by Harry M. Markowitz (2011) (0)
Minimizing Shortfall (revised) - eScholarship (2012) (0)
Center for Risk Management Research (2013) (0)
Hot or Not? A Nonparametric Formulation of the Hot Hand in Baseball (2020) (0)
Sustainable Investing and the Cross-Section of Returns and Maximum Drawdown (2022) (0)
The Barra Credit Series : Market Implied Ratings (2003) (0)
In Search of Statistically Valid Risk Factors Robert M. Anderson Stephen W. Bianchi y (2014) (0)
3. Industry and Country Risk (2010) (0)
Analyzing the Extreme Risk of a U.S Corporate Bond Portfolio, November 2009 (2009) (0)
The Decision to Lever (2013) (0)
Book Review: The Book of Why (2019) (0)
Practical Applications of A Guide to ESG Portfolio Construction (2019) (0)
Appendix E : Absolute Cumulative Returns (2012) (0)
The Book of Why A review (1969) (0)
James–Stein for the leading eigenvector (2023) (0)
Allocating Assests in Climates of Extreme Risk - eScholarship (2011) (0)
9. Dynamic Volatilities and Correlations (2010) (0)
11. Credit Risk (2010) (0)

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Other Resources About Lisa Goldberg

en.wikipedia.org

What Schools Are Affiliated With Lisa Goldberg?

Lisa Goldberg is affiliated with the following schools:

Lisa Goldberg's Academic­Influence.com Rankings

Lisa Goldberg's Degrees

Why Is Lisa Goldberg Influential?

Lisa Goldberg's Published Works

Published Works

Other Resources About Lisa Goldberg

What Schools Are Affiliated With Lisa Goldberg?

Lisa Goldberg's AcademicInfluence.com Rankings