Research

Titlesort descending Author Year
Static Models of Central Counterparty Risk Samim Ghamami 2015
Stochastic Intensity Models of Wrong Way Risk: Wrong Way CVA Need Not Exceed Independent CVA Lisa Goldberg 2014
Submodular Risk Allocation Samim Ghamami; Paul Glasserman 2019
Sustainable Investing From a Practitioner's Viewpoint: What's in Your ESG Porfolio? Jeffrey Bohn; Lisa Goldberg; Simge Ulucam 2021
Tax-Rate Arbitrage: Realization of Long-Term Gains to Enable Short-Term Loss Harvesting Lisa Goldberg; Taotao Cai; Pete Hand 2021
The Dispersion Bias Lisa Goldberg; Alex Papanicolaou; Alex Shkolnik 2022
The Dynamics of Rising Interest Rates Robert Anderson; Stephen Bianchi; Lisa Goldberg 2013
The Equity Risk Premium for Securitized Real Estate: The Case for U.S. Real Estate Investment Trusts Robert H. Edelstein; Konstantin Magin 2013
The Impact of Estimation Error on Latent Factor Model Forecasts of Portfolio Risk Stephen Bianchi; Lisa Goldberg; Allan Rosenberg 2017
The Implied Futures Financing Rate Nick Gunther; Robert Anderson; Lisa Goldberg 2017
The Implied Futures Financing Rate Nick Gunther; Robert Anderson; Lisa Goldberg; Alex Papanicolaou 2021
The Temporal Dimension of Risk Ola Mahmoud 2016
The U.S. Equity Return Premium: Past, Present, and Future J. Bradford DeLong; Konstantin Magin 2009
Using the CCAPM with Stochastic Taxation and Money Supply to Examine U.S. REITs Pricing Bubbles Robert H. Edelstein; Konstantin Magin 2017
Why Liberals Should Enthusiastically Support Social Security Personal Accounts Konstantin Magin 2007
Will My Risk Parity Strategy Outperform? Robert Anderson; Stephen Bianchi; Lisa Goldberg 2012