Lisa R. Goldberg

Finance · with Errais · 2008–2014

A researcher in the Science corpus: 4 papers; trusts 9 researchers and is trusted by 22 researchers here, as inferred from the citation graph.

Subfields

• Finance — 45 citations into it; #2,497 of 10,518 by trust here, #4,039 by citations
• Management Science and Operations Research — 23 citations into it
• Economics and Econometrics — 13 citations into it
• Accounting — 11 citations into it

Whom Lisa R. Goldberg trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. R. Tyrrell Rockafellar
2. Hans Föllmer
3. Stanislav Uryasev
4. Alexander Schied
5. Dirk Tasche
6. Michael Zabarankin
7. Edward Qian
8. Yves Choueifaty

Who trusts Lisa R. Goldberg overall

1. Yacine Aït-Sahalia
2. Thibault Jaisson
3. Kay Giesecke

Papers from Lisa R. Goldberg's perspective

Ordered by how strongly the researchers Lisa R. Goldberg trusts endorse each paper. Same corpus, a different order for every researcher.

1. Optimization of conditional value-at risk
2. Generalized deviations in risk analysis (Finance and Stochastics)
3. Convex measures of risk and trading constraints (Finance and Stochastics)
4. Coherent Risk Measures on General Probability Spaces
5. Common Failings: How Corporate Defaults are Correlated
6. Calibration of CDO Tranches with the Dynamical Generalized-Poisson Loss Model
7. CORRELATED DEFAULT WITH INCOMPLETE INFORMATION
8. Portfolio Credit Risk Models with Interacting Default Intensities: a Markovian Approach
9. Cyclical correlations, credit contagion, and portfolio losses
10. Good and bad credit contagion: Evidence from credit default swaps

Their papers

• ON A CONVEX MEASURE OF DRAWDOWN RISK (2014) — 48 citations
• Will My Risk Parity Strategy Outperform? (2012) — 120 citations
• Affine Point Processes and Portfolio Credit Risk (2010) — 383 citations
• Pricing Credit from the Top Down with Affine Point Processes (2008) — 84 citations