Lisa Goldberg
University of California, Berkeley
H-index: 27
North America-United States
Top articles of Lisa Goldberg
Title | Journal | Author(s) | Publication Date |
|---|---|---|---|
A resampling approach for causal inference on novel two-point time-series with application to identify risk factors for type-2 diabetes and cardiovascular disease | Statistics in Biosciences | Xiaowu Dai Saad Mouti Marjorie Lima do Vale Sumantra Ray Jeffrey Bohn | 2023/10/16 |
Custom portfolio construction with James-Stein for eigenvectors | Lisa Goldberg | 2023/8/2 | |
James–Stein for the leading eigenvector | Proceedings of the National Academy of Sciences | Lisa R Goldberg Alec N Kercheval | 2023/1/10 |
Is Index Concentration An Inevitable Consequence Of Market-Capitalization Weighting? | Journal Of Investment Management | Lisa R Goldberg Ananth Madhavan Harrison Selwitz Alexander Shkolnik | 2023 |
Ownership of ESG characteristics | Journal of Asset Management | Mark E Bateman Lisa R Goldberg | 2023/12 |
Portfolio optimization via strategy-specific eigenvector shrinkage | Lisa R Goldberg Hubeyb Gurdogan Alec Kercheval | 2023 | |
A synthesis of pathways linking diet, metabolic risk and cardiovascular disease: a framework to guide further research and approaches to evidence-based practice | Marjorie Rafaela Lima do Vale Luke Buckner Claudia Gabriela Mitrofan Claudia Raulino Tramontt Sento Kai Kargbo | 2023/12 | |
Portfolio Responsibility for ESG Characteristics | Mark Bateman Lisa R Goldberg | 2022/8/8 | |
Tax-Efficient Diversification of a Concentrated Portfolio through Margin and Shorting. | Journal of Beta Investment Strategies | Lisa R Goldberg Taotao Cai Harrison Selwitz | 2022/6/1 |
Sustainable investing from a practitioner’s viewpoint: What’s in your ESG portfolio | Journal of Investment Management | Jeffrey Bohn Lisa R Goldberg Simge Ulucam | 2022 |
The dispersion bias | SIAM Journal on Financial Mathematics | Lisa R Goldberg Alex Papanicolaou Alex Shkolnik | 2022 |
Sustainable investing and the cross-section of returns and maximum drawdown | The Journal of Finance and Data Science | Lisa R Goldberg Saad Mouti | 2022/11/1 |
Tax-Rate Arbitrage: Realization of Long-Term Gains to Enable Short-Term Loss Harvesting | Available at SSRN 3805216 | Lisa R Goldberg Taotao Cai Pete Hand | 2021/3/15 |
The Implied Futures Financing Rate | Available at SSRN 3804068 | Nicholas Gunther Robert Anderson Lisa R Goldberg Alex Papanicolaou | 2021/2/20 |
Tax Rate Arbitrage | LR Goldberg Taotao Cai Pete Hand | 2021 | |
The Inherent Complexity of ESG Investing | Jeffrey Bohn Lisa R Goldberg Simge Ulucam | 2021/8/31 | |
Hot or Not? A Nonparametric Formulation of the Hot Hand in Baseball | A Nonparametric Formulation of the Hot Hand in Baseball (March 18, 2020) | Amanda Glazer Lisa R Goldberg | 2020/3/18 |
Co-Authors
