Faculty and Executive Leadership Directory

Robert Goldstein

Visiting Associate Professor
Haas Accounting Group
Email: click on the envelope icon below for full email address
Academic Status: On duty
Office Hours:
Personal Homepage: http://webpages.csom.umn.edu/finance/rgoldstein/index.html
Academic Group Homepage: http://groups.haas.berkeley.edu/accounting/
Curriculum Vitae

Education

PhD, finance, University of California, Berkeley
PhD, physics, University of Illinois, Urbana-Champaign
MS, physics, Simon Fraser University, British Columbia
BS, physics, University of Illinois, Urbana-Champaign

Current Research and Interests

Term Structure of Interest Rates
Credit Risk
Capital Structure Theory

Selected Papers and Publications

"Identification of Maximal Affine Term Structure Models," Pierre Collin-Dufresne, Robert Goldstein, and Christopher Jones, Journal of Finance (forthcoming).
"Portfolio Choice over the Life Cycle when the Stock and Labor Markets are Cointegrated," Luca Benzoni, Pierre Collin-Dufresne, and Robert Goldstein, Journal of Finance (forthcoming).
"A General Formula for Valuing Defaultable Securities," Pierre Collin-Dufresne, Robert Goldstein, and Julien Hugonnier, Econometrica (2004).
"Do Bonds Span the Fixed Income Markets? Theory and Evidence for Unspanned Stochastic Volatility," Pierre Collin-Dufresne and Robert Goldstein, Journal of Finance (2002).
"Do Credit Spreads Reflect Stationary Leverage Ratios?" Pierre Collin-Dufresne and Robert Goldstein, Journal of Finance (2001). (This article was nominated for the Smith Breeden Award.)
"An EBIT-Based Model of Dynamic Capital Structure," Robert Goldstein, Nengjiu Ju, and Hayne Leland, Journal of Business (2001).
"The Determinants of Credit Spread Changes," Pierre Collin-Dufresne, Robert Goldstein, and J. Spencer Martin, Journal of Finance (2001). (This article was nominated for the Smith Breeden Award.)
"The Term Structure of Interest Rates as a Random Field," Robert Goldstein, Review of Financial Studies (2000).

External Service and Assignments

National Bureau of Economic Research Associate, 2005-present
Journal of Investment Management, 2004-present
Journal of Financial and Quantitative Ananlysis, 2003-present
Financial Analysts Journal, 2002-03

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