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Drawdown : From Practice to Th...
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ECONIS (ZBW)
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1
Drawdown : from practice to theory and back again
Goldberg, Lisa
;
Mahmoud, Ola
- In:
Mathematics and financial economics
11
(
2017
)
3
,
pp. 275-297
Persistent link: https://www.econbiz.de/10011900560
Saved in:
2
Volatility of the short rate in the rational lognormal model
Goldberg, Lisa
- In:
Finance and stochastics
2
(
1998
)
2
,
pp. 199-211
Persistent link: https://www.econbiz.de/10001235405
Saved in:
3
Forecasting default in the face of uncertainty
Giesecke, Kay
;
Goldberg, Lisa
- In:
The journal of derivatives : the official publication …
12
(
2004
)
1
,
pp. 11-25
Persistent link: https://www.econbiz.de/10002210953
Saved in:
4
Credit risk modeling
Backshall, Tim
;
Giesecke, Kay
;
Goldberg, Lisa
- In:
The handbook of fixed income securities
,
(pp. 779-798)
.
2005
Persistent link: https://www.econbiz.de/10003054846
Saved in:
5
Measuring financial extremes
Giesecke, Kay
;
Goldberg, Lisa
- In:
Risk management : a modern perspective
,
(pp. 537-555)
.
2006
Persistent link: https://www.econbiz.de/10003271621
Saved in:
6
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/10003862666
Saved in:
7
Is there a green factor?
Chia, Chin-ping
;
Goldberg, Lisa
;
Owyong, David T.
; …
- In:
The journal of portfolio management : a publication of …
35
(
2008/09
)
3
,
pp. 34-40
Persistent link: https://www.econbiz.de/10009520429
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8
Stochastic intensity models of wrong way risk : wrong way CVA need not exceed independent CVA
Ghamami, Samim
;
Goldberg, Lisa
- In:
The journal of derivatives : the official publication …
21
(
2014
)
3
,
pp. 24-35
Persistent link: https://www.econbiz.de/10010387688
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9
Restoring value to minimum variance
Goldberg, Lisa
;
Leshem, Ran
;
Geddes, Patrick
- In:
Journal of investment management : JOIM
12
(
2014
)
2
,
pp. 32-39
Persistent link: https://www.econbiz.de/10010388909
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10
Allocating assets in climates of extreme risk : a new paradigm for stress testing portfolios
Cuffe, Stacy L.
;
Goldberg, Lisa
- In:
Financial analysts' journal : FAJ
68
(
2012
)
2
,
pp. 85-107
Persistent link: https://www.econbiz.de/10009561189
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