5 Result(s)

within Lisa R. Goldberg

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  1. No Access


    Drawdown: from practice to theory and back again

    Maximum drawdown, the largest cumulative loss from peak to trough, is one of the most widely used indicators of risk in the fund management industry, but one of the least developed in the context of measures o...

    Lisa R. Goldberg, Ola Mahmoud in Mathematics and Financial Economics (2017)

  2. No Access


    Volatility of the short rate in the rational lognormal model

    A recent article of Flesaker and Hughston introduces a one factor interest rate model called the rational lognormal model. This model has a lot to recommend it including guaranteed finite positive interest ra...

    Lisa R. Goldberg in Finance and Stochastics (1998)

  3. No Access


    On the multiplier of a repelling fixed point

    We estimate the multiplier λ of a repelling fixed point with rational rotation number for a polynomial in one complex variable. We show that a canonical branch of the logarithm of λ lies in a small disk tangen...

    Lisa R. Goldberg in Inventiones mathematicae (1994)

  4. No Access


    The mapping class group of a generic quadratic rational map and automorphisms of the 2-shift

    Lisa R. Goldberg, Linda Keen in Inventiones mathematicae (1990)

  5. No Access

    Chapter and Conference Paper

    The nonconjugacy of certain exponential functions

    The exponential family Eλ(z) = λ exp z where λ is a nonzero complex number has been studied extensively (see [D], [DK], [DG], [DGH]). It is known that either

  6. The stable set...

  7. Adrien Douady, Lisa R. Goldberg in Holomorphic Functions and Moduli I (1988)