Evan Anderson, Associate Professor
Professor Anderson received his PhD from the University of Chicago in 1998. Prior to joining Northern Illinois University, he held a position at the University of North Carolina at Chapel Hill.
Current Research: Recent research has focused on risk sharing when agents have risk-sensitive preferences, and on the implications of heterogeneous beliefs for asset pricing.
Areas of Specialization: Financial Economics, Macroeconomics, Computational Economics
- “The Dynamics of Risk-Sensitive Allocations," Journal of Economic Theory, 2005, v. 125, iss. 2, pp. 93-150.
- “Do Heterogeneous Beliefs Matter for Asset Pricing?" Review of Financial Studies, 2005, v. 18, iss. 3, pp. 875-924 (with E. Ghysels and J.L. Juergens).
- "A Quartet of Semigroups for Model Specification, Robustness, Prices of Risk, and Model Detection," Journal of the European Economic Association, March 2003, v.1, iss.1, pp. 68-123 (with L.P. Hansen and T.J. Sargent).
- "Mechanics of Forming and Estimating Dynamic Linear Economies" in the Handbook of Computational Economics (1996), edited by H.M. Amman, D.A. Kendrick, and J. Rust, Elsevier, pp. 171-252 (with L.P. Hansen, E.R. McGrattan, and T.J. Sargent).
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