Robert Goldstein

Robert Goldstein

Professor
Finance

Contact

Education:

  • BS 1985
    Physics University of Illinois, Urbana-Champaign
  • MS 1987
    Physics Simon Fraser University, British Columbia
  • PhD 1992
    Physics University of Illinois, Urbana-Champaign
  • PhD 1996
    Finance University of California, Berkeley

Biography

Robert Goldstein earned a PhD in finance from the University of California, Berkeley in 1996 and a PhD in physics from the University of Illinois, Urbana Champaign in 1992. Prior to the Carlson School, he served as an associate professor at Washington University, St. Louis and an assistant professor at Ohio State University.  His areas of interest include the term structure of interest rates, credit risk, capital structure theory, and general equilibrium. He serves on the editorial board of the Journal of Financial and Quantitative Analysis and the Journal of Investment Management. He has been published in Econometrica, the Journal of Finance, the Review of Financial Studies, and the Journal of Business.

Selected Works & Activities

  • Journal Articles
    "Identification of Maximal Affine Term Structure Models," Pierre Collin-Dufresne, Robert Goldstein, and Christopher Jones, Journal of Finance (forthcoming).
  • Journal Articles
    "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).
  • Journal Articles
    "A General Formula for Valuing Defaultable Securities," Pierre Collin-Dufresne, Robert Goldstein, and Julien Hugonnier, Econometrica (2004).
  • Journal Articles
    "Do Bonds Span the Fixed Income Markets? Theory and Evidence for Unspanned Stochastic Volatility," Pierre Collin-Dufresne and Robert Goldstein, Journal of Finance (2002).
  • Journal Articles
    "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.)
  • Journal Articles
    "An EBIT-Based Model of Dynamic Capital Structure," Robert Goldstein, Nengjiu Ju, and Hayne Leland, Journal of Business (2001).
  • Journal Articles
    "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.)
  • Journal Articles
    "The Term Structure of Interest Rates as a Random Field," Robert Goldstein, Review of Financial Studies (2000).

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