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

Working Papers

2016

1. 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

2. Do Heterogeneous Beliefs Matter for Asset Pricing?
   Econometric Society 2004 North American Summer Meetings, Econometric Society View citations (3)
   See also Journal Article Do Heterogeneous Beliefs Matter for Asset Pricing?, The Review of Financial Studies, Society for Financial Studies (2005) View citations (105) (2005)

1995

3. On the mechanics of forming and estimating dynamic linear economies
   Staff Report, Federal Reserve Bank of Minneapolis View citations (12)
   See also Chapter Mechanics of forming and estimating dynamic linear economies, Handbook of Computational Economics, Elsevier (1996) View citations (143) (1996)

Undated

4. Perturbation Methods for Risk-Sensitive Economies
   Computing in Economics and Finance 1996, Society for Computational Economics View citations (1)

Journal Articles

2016

1. Robust Bayesian Portfolio Choices
   The Review of Financial Studies, 2016, 29, (5), 1330-1375 View citations (14)

2012

2. Small noise methods for risk-sensitive/robust economies
   Journal of Economic Dynamics and Control, 2012, 36, (4), 468-500 View citations (22)

2009

3. The impact of risk and uncertainty on expected returns
   Journal of Financial Economics, 2009, 94, (2), 233-263 View citations (151)

2005

4. Do Heterogeneous Beliefs Matter for Asset Pricing?
   The Review of Financial Studies, 2005, 18, (3), 875-924 View citations (105)
   See also Working Paper Do Heterogeneous Beliefs Matter for Asset Pricing?, Econometric Society 2004 North American Summer Meetings (2004) View citations (3) (2004)
5. The dynamics of risk-sensitive allocations
   Journal of Economic Theory, 2005, 125, (2), 93-150 View citations (43)

2003

6. 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 (299)

Chapters

1996

1. Mechanics of forming and estimating dynamic linear economies
   Chapter 04 in Handbook of Computational Economics, 1996, vol. 1, pp 171-252 View citations (143)
   See also Working Paper On the mechanics of forming and estimating dynamic linear economies, Federal Reserve Bank of Minneapolis (1995) View citations (12) (1995)

Software Items

1995

1. Matlab code for ordered real generalized Schur decomposition
   QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles