BIDS Open Table with the Consortium for Data Analytics in Risk (CDAR)

Robert M. Anderson is a Co-Director of the Consortium for Data Analytics in Risk at UC Berkeley. He is also Professor of the Graduate School, Coleman Fung Professor Emeritus of Risk Management, and Professor Emeritus of Economics and Mathematics at UC Berkeley. He received his B.Sc. in Mathematics from the University of Toronto in 1973 and his Ph.D. from Yale University in Mathematics in 1977, under the supervision of Shizuo Kakutani. He spent a year as McMaster Fellow at McMaster University in 1977-78, and then went to Princeton as Assistant Professor of Economics of Mathematics from 1978 to 1982 and Associate Professor of Economics in 1982-83. He has been at Berkeley since 1983. He was named an Alfred P. Sloan Research Fellow in 1982 and a Fellow of the Econometric Society in 1988. His research has ranged from the intersection between probability theory and logic, to general equilibrium theory, to mathematical finance. His current research focuses on the determination of portfolio returns. He has been active in University governance, having served as President of the Student’s Administrative Council at the University of Toronto in 1973-74, as Chair of the Economics Department at Berkeley, and as Parliamentarian of the Berkeley Division of the Academic Senate. He has taken on numerous assignments for the University of California system Academic Senate, including Vice Chair and Chair of the UC Academic Senate and Faculty Representative to the Board of Regents in 2010-12. He received the Berkeley Faculty Service Award in 2009 and the Berkeley Social Science Service Award in 2013.

Lisa R. Goldberg is Co-Director of the Consortium for Data Analytics in Risk and Adjunct Professor of Economics and Statistics at University of California, Berkeley. She serves as Director of Research at Aperio Group. Lisa received a B.A. in Mathematics from University of Rochester in 1978 and a Ph.D. in Mathematics from Brandeis University in 1984, under the supervision of Edgar Brown, Jr. Lisa was Einstein Assistant Professor, Associate Professor and Professor of Mathematics at City University of New York between 1982 and 1993. She was a Post-Doctoral Fellow at the Mathematical Sciences Research Institute in Berkeley in 1986 and a Member of the Institute for Advanced Study in Princeton from 1986 to 1987. In 1991-1992, Lisa was a Visiting Professor of Mathematics at University of California, Berkeley, and in 1992-1993, she returned to the Mathematical Sciences Research Institute as a Research Professor.

In 1993, Lisa left academia to join Barra, the leading provider of quantitative risk management tools to the financial services industry. At Barra, Lisa was principal scientist for industry standard fixed income and multi-asset class risk models, mentor to junior researchers, and corporate spokesperson to clients, to the media and to the research community. In 2004, Barra merged with MSCI and Lisa became Executive Director of Research. After the merger, Lisa’s research focused on credit, risk due to extreme events and asset allocation.

Lisa has been awarded numerous research grants including an Alfred P. Sloan Fellowship and an NSF Visiting Professorship for Women. Lisa is an inventor on five patents; she is the author of more than forty articles in peer-reviewed journals and a book, Portfolio Risk Analysis, which was published by Princeton University Press in 2010. Lisa is on the Editorial Board of Financial Analysts Journal and she is an Associate Editor for the Journal of Investment Strategies. She is an expert judge for the Moskowitz Prize for Socially Responsible Investing.