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Lisa Goldberg
Lisa Goldberg is a financial economist and statistician who serves at the University of California, Berkeley as director of research at the Center for Risk Management Research and as Adjunct Professor of Statistics. She is also the Co-Director for the Consortium for Data Analytics in Risk at UC Berkeley. Research In the 1980s, Goldberg studied properties of dynamical systems generated by rational maps of the Riemann sphere. In 1993, Goldberg left academia to pursue a career in quantitative finance at Barra (now MSCI), and she has been a proponent of research that combines best practices from industry and the university. Early in the 2000s, in collaboration with Kay Giesecke, she developed a top down methodology based on point processes that is used to assess complex credit derivatives. Beginning in 2006, Goldberg, in collaboration with Guy Miller and Jared Weinstein, developed a patented extension of quantitative risk management tools to extreme events and market turbulence.. ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Mathematical Finance
Mathematical finance, also known as quantitative finance and financial mathematics, is a field of applied mathematics, concerned with mathematical modeling of financial markets. In general, there exist two separate branches of finance that require advanced quantitative techniques: derivatives pricing on the one hand, and risk and portfolio management on the other. Mathematical finance overlaps heavily with the fields of computational finance and financial engineering. The latter focuses on applications and modeling, often by help of stochastic asset models, while the former focuses, in addition to analysis, on building tools of implementation for the models. Also related is quantitative investing, which relies on statistical and numerical models (and lately machine learning) as opposed to traditional fundamental analysis when managing portfolios. French mathematician Louis Bachelier's doctoral thesis, defended in 1900, is considered the first scholarly work on mathematical fina ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Risk Parity
Risk parity (or risk premia parity) is an approach to investment management which focuses on allocation of risk, usually defined as volatility, rather than allocation of capital. The risk parity approach asserts that when asset allocations are adjusted (leveraged or deleveraged) to the same risk level, the risk parity portfolio can achieve a higher Sharpe ratio and can be more resistant to market downturns than the traditional portfolio. Risk parity is vulnerable to significant shifts in correlation regimes, such as observed in Q1 2020, which led to the significant underperformance of risk-parity funds in the Covid-19 sell-off. Roughly speaking, the approach of building a risk parity portfolio is similar to creating a minimum-variance portfolio subject to the constraint that each asset (or asset class, such as bonds, stocks, real estate, etc.) contributes equally to the portfolio overall volatility. Some of its theoretical components were developed in the 1950s and 1960s but the ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
University Of Rochester Alumni
A university () is an institution of higher (or tertiary) education and research which awards academic degrees in several academic disciplines. Universities typically offer both undergraduate and postgraduate programs. In the United States, the designation is reserved for colleges that have a graduate school. The word ''university'' is derived from the Latin ''universitas magistrorum et scholarium'', which roughly means "community of teachers and scholars". The first universities were created in Europe by Catholic Church monks. The University of Bologna (''Università di Bologna''), founded in 1088, is the first university in the sense of: *Being a high degree-awarding institute. *Having independence from the ecclesiastic schools, although conducted by both clergy and non-clergy. *Using the word ''universitas'' (which was coined at its foundation). *Issuing secular and non-secular degrees: grammar, rhetoric, logic, theology, canon law, notarial law.Hunt Janin: "The university ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
American Women Mathematicians
American(s) may refer to: * American, something of, from, or related to the United States of America, commonly known as the "United States" or "America" ** Americans, citizens and nationals of the United States of America ** American ancestry, people who self-identify their ancestry as "American" ** American English, the set of varieties of the English language native to the United States ** Native Americans in the United States, indigenous peoples of the United States * American, something of, from, or related to the Americas, also known as "America" ** Indigenous peoples of the Americas * American (word), for analysis and history of the meanings in various contexts Organizations * American Airlines, U.S.-based airline headquartered in Fort Worth, Texas * American Athletic Conference, an American college athletic conference * American Recordings (record label), a record label previously known as Def American * American University, in Washington, D.C. Sports teams Soccer * B ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Sloan Research Fellows
Sloan may refer to: *Sloan (surname) *MIT Sloan School of Management at the Massachusetts Institute of Technology, United States *Sloan (band), a Canadian rock band *Sloan Digital Sky Survey, a major astronomical survey **Sloan Great Wall, a galactic filament discovered by the Sloan Digital Sky Survey *Sloan Fellowship, a research grant to young scientists and scholars *Sloan Research Fellowship, a mid-career master's degree program in general management * Sloan Valve Company, a manufacturer of plumbing systems *''Urania sloanus'' or Sloan's urania, a species of moth * Alfred P. Sloan Foundation, a large philanthropic organization Places * Sloan, Indiana, an extinct town in Warren County * Sloan, Iowa, a city in Woodbury County * Sloan, Nevada, an unincorporated community in Clark County * Sloan, New York, a village in Erie County * Sloan Creek (other) * Sloan Lake (Minnesota), a lake in Minnesota * Mount Sloan, a mountain in British Columbia * Sloan Peak, a mountain in ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Living People
Related categories * :Year of birth missing (living people) / :Year of birth unknown * :Date of birth missing (living people) / :Date of birth unknown * :Place of birth missing (living people) / :Place of birth unknown * :Year of death missing / :Year of death unknown * :Date of death missing / :Date of death unknown * :Place of death missing / :Place of death unknown * :Missing middle or first names See also * :Dead people * :Template:L, which generates this category or death years, and birth year and sort keys. : {{DEFAULTSORT:Living people 21st-century people People by status ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Women Statisticians
A woman is an adult female human. Prior to adulthood, a female human is referred to as a girl (a female child or adolescent). The plural ''women'' is sometimes used in certain phrases such as "women's rights" to denote female humans regardless of age. Typically, women inherit a pair of X chromosomes, one from each parent, and are capable of pregnancy and giving birth from puberty until menopause. More generally, sex differentiation of the female fetus is governed by the lack of a present, or functioning, SRY-gene on either one of the respective sex chromosomes. Female anatomy is distinguished from male anatomy by the female reproductive system, which includes the ovaries, fallopian tubes, uterus, vagina, and vulva. A fully developed woman generally has a wider pelvis, broader hips, and larger breasts than an adult man. Women have significantly less facial and other body hair, have a higher body fat composition, and are on average shorter and less muscular than men. Througho ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
American Statisticians
American(s) may refer to: * American, something of, from, or related to the United States of America, commonly known as the "United States" or "America" ** Americans, citizens and nationals of the United States of America ** American ancestry, people who self-identify their ancestry as "American" ** American English, the set of varieties of the English language native to the United States ** Native Americans in the United States, indigenous peoples of the United States * American, something of, from, or related to the Americas, also known as "America" ** Indigenous peoples of the Americas * American (word), for analysis and history of the meanings in various contexts Organizations * American Airlines, U.S.-based airline headquartered in Fort Worth, Texas * American Athletic Conference, an American college athletic conference * American Recordings (record label), a record label previously known as Def American * American University, in Washington, D.C. Sports teams Soccer * B ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
University Of California, Berkeley Faculty
A university () is an institution of higher (or tertiary) education and research which awards academic degrees in several academic disciplines. Universities typically offer both undergraduate and postgraduate programs. In the United States, the designation is reserved for colleges that have a graduate school. The word ''university'' is derived from the Latin ''universitas magistrorum et scholarium'', which roughly means "community of teachers and scholars". The first universities were created in Europe by Catholic Church monks. The University of Bologna (''Università di Bologna''), founded in 1088, is the first university in the sense of: *Being a high degree-awarding institute. *Having independence from the ecclesiastic schools, although conducted by both clergy and non-clergy. *Using the word ''universitas'' (which was coined at its foundation). *Issuing secular and non-secular degrees: grammar, rhetoric, logic, theology, canon law, notarial law.Hunt Janin: "The university i ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Financial Analysts Journal
The ''Financial Analysts Journal'' is a quarterly peer-reviewed academic journal covering investment management, published by Routledge on behalf of the CFA Institute. It was established in 1945 and , the editor-in-chief is William N. Goetzmann. History In 1945, the New York Society of Security Analysts established ''The Analysts Journal'', which in 1960 was renamed the ''Financial Analysts Journal'' when the society was merged into the CFA Institute. From 1960 to 2016, the journal appeared bimonthly; from 2017 onwards it has been published quarterly. Since 1960, the journal has been published by Routledge. Starting in 1960, the journal has awarded the annual "Graham and Dodd Awards of Excellence" to "recognize excellence in research and financial writing in the ''Financial Analysts Journal''". As of August 2022, the editor-in-chief is William N. Goetzmann. Reception In a 2011 study of academic business and financial journals, the School of Management of Cranfield University gav ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Journal Of Investment Management
''The Journal of Investment Management (JOIM)'' is a quarterly refereed journal which seeks to be a nexus of theory and practice of investment management. ''The Journal of Investment Management'' offers in-depth research with practical significance utilising concepts from the economics and accounting disciplines. The editor is Gifford H. Fong, founder of Gifford Fong Associates, a boutique bond and equity analysis firm. The journal is published by Stallion Press and has an ISSN An International Standard Serial Number (ISSN) is an eight-digit serial number used to uniquely identify a serial publication, such as a magazine. The ISSN is especially helpful in distinguishing between serials with the same title. ISSNs ... of 1545-9144. References {{reflist External linksJOIM Economics journals Finance journals English-language journals Publications established in 2003 Quarterly journals ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Princeton University Press
Princeton University Press is an independent publisher with close connections to Princeton University. Its mission is to disseminate scholarship within academia and society at large. The press was founded by Whitney Darrow, with the financial support of Charles Scribner, as a printing press to serve the Princeton community in 1905. Its distinctive building was constructed in 1911 on William Street in Princeton. Its first book was a new 1912 edition of John Witherspoon's ''Lectures on Moral Philosophy.'' History Princeton University Press was founded in 1905 by a recent Princeton graduate, Whitney Darrow, with financial support from another Princetonian, Charles Scribner II. Darrow and Scribner purchased the equipment and assumed the operations of two already existing local publishers, that of the ''Princeton Alumni Weekly'' and the Princeton Press. The new press printed both local newspapers, university documents, ''The Daily Princetonian'', and later added book publishing to it ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
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