Evan Anderson, Ph.D.
Education and Experience
Professor Anderson received his Ph.D. 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.
- Risk sharing when agents have risk-sensitive preferences
- Implications of heterogeneous beliefs for asset pricing
Areas of Specialization
- Financial Economics
- Computational Economics
Economics 743: Financial Economics II
- "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).