Lubin School of Business
- @New York City
One Pace Plaza W488
New York City
PhD , Rutgers University , New Brunswick, New Jersey , 2002
MA , New Economic School , Moscow, Russia , 1997
MSc , Moscow Institute of Physics and Technology , Moscow, Russia , 1996
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
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.
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.
Regimes and long memory in realized volatility.
Studies in Nonlinear Dynamics & Econometrics.
, 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.
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
EFaB Bayes 250.
Dynamic Analysis of Too Big to Fail Risks.
Duke University, Durham, NC
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
Summer research grant.
Pace University , Pace University , $2,500.00 . Funded,
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.
Bayesian Analysis of Systemic Risk using Generalized Threshold GARCH Model.
Summer research grant , Pace University , $2,500.00 . Funded,
International Society for Bayesian Analysis
American Finance Assotiation
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
New York Faculty Council Public Relations Committee
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.
Desc: I wrote letters of recommendations for several students and alumni.
Open houses, graduation, award ceremonies
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.