WorldCat Identities

Goldberg, Lisa R.

Works: 3 works in 23 publications in 1 language and 1,238 library holdings
Genres: Conference proceedings 
Roles: Editor
Classifications: HG4529.5, 332.6
Publication Timeline
Publications about  Lisa R Goldberg Publications about Lisa R Goldberg
Publications by  Lisa R Goldberg Publications by Lisa R Goldberg
Most widely held works by Lisa R Goldberg
Portfolio risk analysis by Gregory Connor ( )
11 editions published in 2010 in English and held by 1,065 WorldCat member libraries worldwide
Portfolio risk forecasting has been and continues to be an active research field for both academics and practitioners. Almost all institutional investment management firms use quantitative models for their portfolio forecasting, and researchers have explored models' econometric foundations, relative performance, and implications for capital market behavior and asset pricing equilibrium. Portfolio Risk Analysis provides an insightful and thorough overview of financial risk modeling, with an emphasis on practical applications, empirical reality, and historical perspective. Beginning with mean-variance analysis and the capital asset pricing model, the authors give a comprehensive and detailed account of factor models, which are the key to successful risk analysis in every economic climate. Topics range from the relative merits of fundamental, statistical, and macroeconomic models, to GARCH and other time series models, to the properties of the VIX volatility index. The book covers both mainstream and alternative asset classes, and includes in-depth treatments of model integration and evaluation. Credit and liquidity risk and the uncertainty of extreme events are examined in an intuitive and rigorous way. An extensive literature review accompanies each topic. The authors complement basic modeling techniques with references to applications, empirical studies, and advanced mathematical texts. --From publisher's description
Topological methods in modern mathematics : a symposium in honor of John Milnor's sixtieth birthday ( Book )
7 editions published in 1993 in English and held by 164 WorldCat member libraries worldwide
Audience Level
Audience Level
  Kids General Special  
Audience level: 0.45 (from 0.39 for Portfolio ... to 0.81 for Topologica ...)
English (23)