 
EducationPhD, 1996, finance, University of California, Berkeley PhD, 1992, physics, University of Illinois, Urbana-Champaign MS, 1987, physics, Simon Fraser University, British Columbia BS, 1985, physics, University of Illinois, Urbana-Champaign Major Publications - "Identification of Maximal Affine Term Structure Models," Pierre Collin-Dufresne, Robert Goldstein, and Christopher Jones, Journal of Finance (forthcoming).
- "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).
- "A General Formula for Valuing Defaultable Securities," Pierre Collin-Dufresne, Robert Goldstein, and Julien Hugonnier, Econometrica (2004).
- "Do Bonds Span the Fixed Income Markets? Theory and Evidence for Unspanned Stochastic Volatility," Pierre Collin-Dufresne and Robert Goldstein, Journal of Finance (2002).
- "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.)
- "An EBIT-Based Model of Dynamic Capital Structure," Robert Goldstein, Nengjiu Ju, and Hayne Leland, Journal of Business (2001).
- "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.)
- "The Term Structure of Interest Rates as a Random Field," Robert Goldstein, Review of Financial Studies (2000).
  |
Courses - Spring, 2010
- FINA 6121 Debt Markets, Interest Rates, and Hedging Sec. 001
- FINA 6121 Debt Markets, Interest Rates, and Hedging Sec. 060
Scholarly Service and Honors - National Bureau of Economic Research Associate, 2005-present
- Journal of Investment Management, 2004-present
- Journal of Financial and Quantitative Ananlysis, 2003-present
- Financial Analysts Journal, 2002-03
|
