Robert S. Goldstein

Latest Institution: None

All Institutions: Carlson School of Management, University of Minnesota; NA; University of Minnesota

Causal Claims Network Graph

Edges that are evidenced by causal inference methods are in orange, and the rest are in light blue.

Based on the Following Papers:

Can Interest Rate Volatility Be Extracted from the Cross Section of Bond Yields? An Investigation of Unspanned Stochastic Volatility

Year: 2004
Journal: Journal of Financial Economics
Authors: Pierre Collin-Dufresne; Robert S. Goldstein; Christopher S. Jones

Portfolio Choice Over the Lifecycle in the Presence of Trickle Down Labor Income

Year: 2005
Journal: Journal of Finance
Authors: Luca Benzoni; Pierre Collin-Dufresne; Robert S. Goldstein

Can Standard Preferences Explain the Prices of Out-of-the-Money SP 500 Put Options?

Year: 2005
Journal: No Journal Matched
Authors: Luca Benzoni; Pierre-Collin Dufresne; Robert S. Goldstein

On the Relative Pricing of Long Maturity SP 500 Index Options and CDX Tranches

Year: 2010
Journal: Journal of Finance
Authors: Pierre Collin-Dufresne; Robert S. Goldstein; Fan Yang

Is Credit Event Risk Priced? Modeling Contagion via the Updating of Beliefs

Year: 2010
Journal: No Journal Matched
Authors: Pierre Collin-Dufresne; Robert S. Goldstein; Jean Helwege

Endogenous Dividend Dynamics and the Term Structure of Dividend Strips

Year: 2012
Journal: Journal of Finance
Authors: Frederico Belo; Pierre Collin-Dufresne; Robert S. Goldstein

Author Disambiguation

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