Lisa Goldberg is Executive Director of Applied Research at MSCI and Adjunct Professor of Statistics at UC Berkeley. Prior to joining MSCI in 1993, Dr Goldberg was a Professor of Mathematics at UC Berkeley and City University of New York, and she has held positions at The Institute for Advanced Study, Institut des Hautes Études Scientifiques and The Mathematical Sciences Research Institute.
Dr Goldberg received a PhD in Mathematics from Brandeis University in 1984 and has received numerous academic awards including the Sloan Fellowship. Dr Goldberg's research interests include financial risk analysis, stress testing and simulation, statistical evaluation of financial models, credit and green investing.
Dr Goldberg is the primary architect of MSCI's extreme risk models and she has been awarded four patents. Dr Goldberg publishes and lectures extensively in both financial economics and mathematics. She is Book Review Editor for Quantitative Finance and she serves on the Board of the Journal of Investment Management conference series, on the Editorial Board of two Springer book series, and as Moderator for arXiv Quantitative Finance. Dr. Goldberg is co-author of Portfolio Risk Analysis, published in 2010 by Princeton University Press.