Asset pricing, Econometrics, Volatility modeling, Options
Joshua Rosenberg is a Research Officer at the Federal Reserve Bank of New York. Recent papers include: Stock Returns and Volatility: Pricing the Short-Run and Long-Run Components of Market Risk forthcoming in the Journal of Finance (co-authored with with Tobias Adrian), and A General Approach to Integrated Risk Management with Skewed, Fat-tailed Risks in the Journal of Financial Economics (co-authored with Til Schuermann). Dr. Rosenberg was previously an assistant professor of finance at the Stern School of Business - New York University. Prior to receiving his PhD in economics from the University of California, San Diego; Dr. Rosenberg managed the equity models group at BARRA. His undergraduate degree is from Oberlin College, in mathematics and religion.
Joshua Rosenberg's CV 
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