Our Faculty

Elena Goldman

Associate Professor

Lubin School of Business

Finance

Location
  • @New York City
    One Pace Plaza W488

Education


PhD , Rutgers University , New Brunswick, New Jersey , 2002
Economics

MA , New Economic School , Moscow, Russia , 1997
Economics

MSc , Moscow Institute of Physics and Technology , Moscow, Russia , 1996
Physics

Awards and Honors

  • Lubin School of Business, Pace University, September 2014 - Excellence in Research
  • Pace University, 2006
  • Pace University, 2004
  • Rutgers University, 1999
  • Moscow Institute of Physics and Technology, 1996

Publications


Goldman, E. Bayesian Analysis of Systemic Risks Distributions. Journal of Financial Econometrics.

Goldman, E. & Viswanath, P. Internal Capital Markets and Dividend Policy Evidence from Indian Corporates. Journal of Financial Research.

Goldman, E. & Viswanath, P. (2015, February). Export intensity and dividend policy of Indian Firms. Reviving Growth in India. Cambridge University Press.

Goldman, E. & Viswanath, P. Dividend Policies of Exporting Firms in India.

Goldman, E. Sustainability of Regimes in Fiscal Policy, Monetary Policy and the Financial Sector using Threshold VAR models.

Goldman, E., Nam, J., Tsurumi, H. & Wang, J. (2013, December). Regimes and long memory in realized volatility. Studies in Nonlinear Dynamics & Econometrics. Vol 17 (Issue 5) , pages 521–549.

Goldman, E. Threshold GARCH Models and Risk Management.

Goldman, E. & Viswanath, P. Dividend Policies of Exporting Firms in India. .

Goldman, E. & Agbeyegbe, T. The Index of Happiness and Economic Growth. The American Economist.

Goldman, E. & Tsurumi, H. Bayesian Comparison of Long Memory and Threshold Nonlinearity in Time Series Models. Bayesian Analysis.

Goldman, E. Bayesian analysis of multiple threshold models. Journal of Financial Econometrics.

Goldman, E. Predictive Densities Approach for Computation of Value at Risk. Journal of Empirical Finance.

PRESENTATIONS


Goldman, E. (2015, June). Seminar. Bayesian Analysis of Systemic Risks Distributions. New Economics School, Skolkovo, Moscow, Russia

Goldman, E. (2014, July). World Finance Conference. Dynamic Analysis of Too Big to Fail Risks. Ca' Foscari University, Italy

Goldman, E. (2013, December). EFaB Bayes 250. Dynamic Analysis of Too Big to Fail Risks. Duke University, Durham, NC

Goldman, E. (2013, June). 7th Rimini Bayesian Econometrics Workshop. Bayesian Analysis of the Systemic Risk Ratings using Generalized Threshold GARCH Volatility Model. University of Bologna, Rimini

Grants, Contracts and Sponsored Research

Goldman, E. (2015, June). Summer research grant.
Pace University , Pace University , $2,500.00 . Funded,

Goldman, E. (2012). Released Time Award.
Pace University . Funded,This award is to support a grant proposal for the Sustainability of Regimes in Fiscal Policy, Monetary Policy and Financial Sector using Threshold VAR models.

Goldman, E. (2012, June). Bayesian Analysis of Systemic Risk using Generalized Threshold GARCH Model.
Summer research grant , Pace University , $2,500.00 . Funded,

PROFESSIONAL MEMBERSHIPS

  • International Society for Bayesian Analysis 2000
  • American Finance Assotiation 2003
  • Econometric Society 2002

COLLEGE SERVICE

  • LFC - Student Relations - Graduate [Committee Member]
    Desc: discussed with members of the committee ways to improve graduate programs and use Bloomberg resources.
  • Analytics Task Force [Committee Member]
    Desc: reviewed analytics coverage in all finance courses and suggested recommendation for topics/methods to be covered in quantitative courses in Lubin. Submitted my recommendations to committee chairs.
    Committee's Key Accomplishments: Analytics report was submitted to the Dean. After serving on this committee I introduced R software for teaching data related courses in finance department
  • LFC - Curriculum - Undergraduate [Committee Member]
  • LFC - Faculty Scholarship [Committee Member]

UNIVERSITY SERVICE

  • New York Faculty Council Public Relations Committee [Committee Chair]
    Desc: Organized and co-chaired meetings (with Larry Chiagouris) for the committee and administration. Developed goals for the committee to help improve Pace visibility.
    Committee's Key Accomplishments: A list of suggestions for administration PR office was developed and discussed during Fall 2015.
  • Recommendation Letters [Other]
    Desc: I wrote letters of recommendations for several students and alumni.
  • Open houses, graduation, award ceremonies [Faculty Advisor]
    Desc: In Pleasantville I participated in open houses. In NYC I held advisement sessions for all finance students explaining which finance electives and regular courses will be offered and advised many students during registration periods.
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