Affine point processes and portfolio credit risk E Errais, K Giesecke, LR Goldberg SIAM Journal on Financial Mathematics 1 (1), 642-665, 2010 | 435 | 2010 |
A top-down approach to multiname credit K Giesecke, LR Goldberg, X Ding Operations Research 59 (2), 283-300, 2011 | 228 | 2011 |
Fixed points of polynomial maps. Part II. Fixed point portraits LR Goldberg, J Milnor Annales scientifiques de l'Ecole normale supérieure 26 (1), 51-98, 1993 | 224 | 1993 |
A finiteness theorem for a dynamical class of entire functions LR Goldberg, L Keen Ergodic theory and dynamical systems 6 (2), 183-192, 1986 | 208 | 1986 |
Portfolio risk analysis G Connor, LR Goldberg, RA Korajczyk Princeton University Press, 2010 | 172 | 2010 |
Will My Risk Parity Strategy Outperform? RM Anderson, SW Bianchi, LR Goldberg Financial Analysts Journal 68 (6), 75-93, 2012 | 154 | 2012 |
Forecasting default in the face of uncertainty K Giesecke, LR Goldberg The Journal of Derivatives 12 (1), 11-25, 2004 | 147 | 2004 |
Method and apparatus for an incomplete information model of credit risk K Giesecke, L Goldberg US Patent 7,536,329, 2004 | 137* | 2004 |
Pricing credit from the top down with affine point processes E Errais, K Giesecke, LR Goldberg Numerical Methods for Finance, 195-201, 2007 | 113 | 2007 |
Sequential defaults and incomplete information K Giesecke, LR Goldberg Journal of Risk 7, 1-26, 2004 | 95 | 2004 |
Method and apparatus for an integrative model of multiple asset classes D Stefek, LR Goldberg, SS Scheffler, KC Hui, NG Torre US Patent 7,024,388, 2006 | 77 | 2006 |
Drawdown: from practice to theory and back again LR Goldberg, O Mahmoud Mathematics and Financial Economics 11, 275-297, 2017 | 76* | 2017 |
Hairs for the complex exponential family C Bodelón, RL Devaney, M Hayes, G Roberts, LR Goldberg, JH Hubbard International Journal of Bifurcation and Chaos 9 (08), 1517-1534, 1999 | 72 | 1999 |
Catalan numbers and branched coverings by the Riemann sphere LR Goldberg Advances in Mathematics 85 (2), 129-144, 1991 | 72 | 1991 |
Uniformization of attracting basins for exponential maps RL Devaney, LR Goldberg | 71 | 1987 |
A dynamical approximation to the exponential map by polynomials RL Devaney, LR Goldberg, JH Hubbard Mathematical Sciences Research Institute, 1986 | 71 | 1986 |
The market price of credit risk: the impact of asymmetric information K Giesecke, LR Goldberg Available at SSRN 450120, 2008 | 70 | 2008 |
Fixed points of polynomial maps. I. Rotation subsets of the circles LR Goldberg Annales scientifiques de l'Ecole normale supérieure 25 (6), 679-685, 1992 | 56 | 1992 |
Market implied ratings LL Breger, LR Goldberg, O Cheyette Risk Magazine, July, 2003 | 48 | 2003 |
A guide to ESG portfolio construction M Branch, LR Goldberg, P Hand The Journal of Portfolio Management 45 (4), 61-66, 2019 | 44 | 2019 |