Details about Evan W. Anderson
Access statistics for papers by Evan W. Anderson.
Last updated 2018-02-08. Update your information in the RePEc Author Service.
Short-id: pan577
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Working Papers
2016
- Robust Consumption and Energy Decisions
2017 Allied Social Sciences Association (ASSA) Annual Meeting, January 6-8, 2017, Chicago, Illinois, Agricultural and Applied Economics Association
2004
- Do Heterogeneous Beliefs Matter for Asset Pricing?
Econometric Society 2004 North American Summer Meetings, Econometric Society View citations (3)
See also Journal Article in Review of Financial Studies (2005)
1995
- On the mechanics of forming and estimating dynamic linear economies
Staff Report, Federal Reserve Bank of Minneapolis View citations (12)
See also Chapter (1996)
Undated
- Perturbation Methods for Risk-Sensitive Economies
Computing in Economics and Finance 1996, Society for Computational Economics View citations (1)
Journal Articles
2016
- Robust Bayesian Portfolio Choices
Review of Financial Studies, 2016, 29, (5), 1330-1375 View citations (7)
2012
- Small noise methods for risk-sensitive/robust economies
Journal of Economic Dynamics and Control, 2012, 36, (4), 468-500 View citations (22)
2009
- The impact of risk and uncertainty on expected returns
Journal of Financial Economics, 2009, 94, (2), 233-263 View citations (134)
2005
- Do Heterogeneous Beliefs Matter for Asset Pricing?
Review of Financial Studies, 2005, 18, (3), 875-924 View citations (99)
See also Working Paper (2004)
- The dynamics of risk-sensitive allocations
Journal of Economic Theory, 2005, 125, (2), 93-150 View citations (41)
2003
- A Quartet of Semigroups for Model Specification, Robustness, Prices of Risk, and Model Detection
Journal of the European Economic Association, 2003, 1, (1), 68-123 View citations (258)
Chapters
1996
- Mechanics of forming and estimating dynamic linear economies
Chapter 04 in Handbook of Computational Economics, 1996, vol. 1, pp 171-252 View citations (142)
See also Working Paper (1995)
Software Items
1995
- Matlab code for ordered real generalized Schur decomposition
QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles
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