EconPapers    
Economics at your fingertips  
 

Details about Evan W. Anderson

Workplace:Department of Economics, Northern Illinois University, (more information at EDIRC)

Access statistics for papers by Evan W. Anderson.

Last updated 2018-02-08. Update your information in the RePEc Author Service.

Short-id: pan577


Jump to Journal Articles Chapters Software Items

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 Downloads

2004

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

1995

  1. On the mechanics of forming and estimating dynamic linear economies
    Staff Report, Federal Reserve Bank of Minneapolis Downloads View citations (12)

Undated

  1. Perturbation Methods for Risk-Sensitive Economies
    Computing in Economics and Finance 1996, Society for Computational Economics Downloads

Journal Articles

2016

  1. Robust Bayesian Portfolio Choices
    Review of Financial Studies, 2016, 29, (5), 1330-1375 Downloads View citations (2)

2012

  1. Small noise methods for risk-sensitive/robust economies
    Journal of Economic Dynamics and Control, 2012, 36, (4), 468-500 Downloads View citations (15)

2009

  1. The impact of risk and uncertainty on expected returns
    Journal of Financial Economics, 2009, 94, (2), 233-263 Downloads View citations (65)

2005

  1. Do Heterogeneous Beliefs Matter for Asset Pricing?
    Review of Financial Studies, 2005, 18, (3), 875-924 Downloads View citations (46)
    See also Working Paper (2004)
  2. The dynamics of risk-sensitive allocations
    Journal of Economic Theory, 2005, 125, (2), 93-150 Downloads View citations (26)

2003

  1. 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 Downloads View citations (136)

Chapters

1996

  1. Mechanics of forming and estimating dynamic linear economies
    Chapter 04 in Handbook of Computational Economics, 1996, vol. 1, pp 171-252 Downloads View citations (74)

Software Items

1995

  1. Matlab code for ordered real generalized Schur decomposition
    QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles Downloads
 
Page updated 2018-12-13