Articles
Articles
Goldberg, R.S., Sedighi-Maman, Z. & Torras, M. Modelling the Effects of Exogenous Changes on the Social Problem of Capital Allocation. Int Adv Econ Res (2024). https://doi.org/10.1007/s11294-024-09906-0
Goldberg and Ronn. "The Critical Role of the Magnitude and the Sign of the Interest Rate Term Premium in Optimal Asset Allocation," Journal of Fixed Income. 2024, forthcoming
Goldberg, R.S., Torras, M. A New Measure of Monetary Accommodation. Int Adv Econ Res30, 223–225 (2024). https://doi.org/10.1007/s11294-024-09895-0
Goldberg and Torras (2023) Our Response to Van Lear’s “Reflections” on our Article, Journal of Economic Issues, 57:4, 1365-1366, DOI:
Goldberg and Torras. "A National Balance Sheet Approach to the Natural Rate of Interest." Journal of Fixed Income. 2023.
Goldberg and LeClair. "A Proposal For A New Type of Charitable-Business Structure: The Donor-Investor Organization" Journal of Sustainable Finance & Investment. Accepted for Publication, 2022
Goldberg and Torras. “Explaining Stagnant Living Standards in a Generalized Asset Growth Context”. Journal of Economic Issues. 2021
Goldberg, Ronn and Xu. "Valuation of Callable/Putable Corporate Bonds in a One-Factor LogNormal Interest-Rate Model" Journal of Fixed Income. 2021
Goldberg and Torras. “Managing Climate Change: The Case for a Climate Security Fund”. Journal of Managerial Issues. 2020
Goldberg and Ronn. “Intra-Market Correlations in the Bond Markets: Extending Empirical Regularities from the Equity Markets”. Journal of Fixed Income, 2017
Goldberg and Prottas. “Capital Investment Analytical Techniques in Higher Education: A Factor in the Cost Growth?”. Journal of Managerial Issues, 2017
Goldberg. 2013. “A Methodology for Computing and Comparing Implied Equity and Corporate Debt Sharpe Ratios” Review of Quantitative Finance and Accounting, Dec. 2013
Goldberg and Ronn. "Quantifying and Explaining the New Issue Premium in the Post Glass-Steagall Corporate Bond Market" Journal of Fixed Income, June 2013
Doran, Ronn and Goldberg. A Simple Model for Time-Varying Expected Returns on the S&P 500 Index. Journal of Investment Management.(2009)