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THE MARKET - Modeling Credit Risk
Kercheval, Alec; Goldberg, Lisa; Breger, Ludovic - In: The journal of portfolio management : a publication of … 29 (2003) 2, pp. 90-100
Persistent link: https://www.econbiz.de/10006556763
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Ratings: Market-implied ratings - There has been much debate about the respective merits of credit ratings and market-based indicators. The authors present a new approach that tries to incorporate the benefits on both approaches.
Breger, Ludovic; Goldberg, Lisa; Cheyette, Oren - In: Risk : managing risk in the world's financial markets 16 (2003) 7, pp. 85-89
Persistent link: https://www.econbiz.de/10007031174
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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/10009910809
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Forecasting Default in the Face of Uncertainty
Giesecke, Kay; Goldberg, Lisa R. - In: The journal of derivatives : the official publication … 12 (2004) 1, pp. 11-25
Persistent link: https://www.econbiz.de/10005925113
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Volatility of the short rate in the rational lognormal model
Goldberg, Lisa R. - In: Finance and stochastics 2 (1998) 2, pp. 199
Persistent link: https://www.econbiz.de/10008218814
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IS THERE A GREEN FACTOR?
Chia, Chin-Ping; Goldberg, Lisa R.; Owyong, David T.; … - In: The journal of portfolio management : a publication of … 35 (2009) 3, pp. 34-40
Persistent link: https://www.econbiz.de/10008248684
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The long view of financial risk
Goldberg, Lisa R.; Hayes, Michael Y. - In: Journal of investment management : JOIM 8 (2010) 1, pp. 39-48
Persistent link: https://www.econbiz.de/10009910824
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A Top-Down Approach to Multiname Credit
Giesecke, Kay; Goldberg, Lisa R.; Ding, Xiaowei - In: Operations research : the journal of the Operations … 59 (2011) 2, pp. 283-301
Persistent link: https://www.econbiz.de/10009264540