Job title:
Professor of the Practice of Economics
Research area:
Bio:
Visiting Department of Mathematics: 2025-2028
Other Department: Economics
Selected Publications:
1. Lisa Goldberg, Hubeyb Gurdogan and Alec Kercheval (2025), Portfolio optimisation via strategy-specific eigenvector shrinkage
2. Alex Shkolnik, Alec Kercheval, Hubeyb Gurdogan, Lisa R. Goldberg and Haim Bar (2025), Portfolio Selection Revisited
3. Lisa R. Goldberg and Alec N. Kercheval (2023), James-Stein for the Leading Eigenvector
4. Lisa R. Goldberg, Alex Papanicolaou, and Alex Shkolnik (2022), The Dispersion Bias
For more publications, see Consortium for Data Analytics in Risk webpage.
Research interests:
High dimensional statistics with applications to optimization and machine learning.
