Lisa Goldberg

Adjunct Professor
Primary Research Area: 
Applied & Theoretical Statistics
Applied Statistics, Bayesian Statistics, Statistics in Social Sciences, Theory of Statistics
Research Interests: 
Financial economics, statistical evaluation of investment strategies, asset allocation, credit and counterparty risk, socially responsible investing
lrg [at] berkeley [dot] edu
Office / Location: 
339 Evans Hall

I am co-Director of the Consortium For Data Analytics In Risk (CDAR), which was launched in 2015 with a generous grant from State Street.  CDAR performs and disseminates research on the most important and pressing issues concerning financial markets and risk management. The Consortium supports a collaborative yet intellectually and geographically diverse group of researchers, and we aspire to integrate best practices from academia and industry. 

CDAR research pages discuss  the identification of financial risk factors via convex optimization, interest rates implied by futures markets, risk due to leverage,  drawdown riskcounterparty risk and streak shooting in basketball. More research can be found on my SSRN page.

I am Director of Research at Aperio Group, a Sausalito-based wealth management firm specializing in customized strategies and impact investing.

Check out my video on the Monty Hall Problem on youtube.  The video is part of Numberphile, which is a great place to learn mathematics.