Robert M. Anderson

University of California, Berkeley - Department of Economics

Professor

530 Evans Hall #3880

Berkeley, CA 94720-3880

United States

SCHOLARLY PAPERS

6

DOWNLOADS
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Top 22,505

in Total Papers Downloads

2,059

CITATIONS
Rank 20,907

SSRN RANKINGS

Top 20,907

in Total Papers Citations

14

Scholarly Papers (6)

1.

Will My Risk Parity Strategy Outperform?

Number of pages: 30 Posted: 08 Jul 2012 Last Revised: 17 Aug 2012
Robert M. Anderson, Stephen Bianchi and Lisa R. Goldberg
University of California, Berkeley - Department of Economics, University of California, Berkeley and University of California, Berkeley
Downloads 753 (31,756)
Citation 21

Abstract:

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Risk parity, value weighting, fixed mix, leverage, turnover, trading costs, borrowing costs, market frictions, statistical significance, outperformance, Sharpe ratio

2.

Determinants of Levered Portfolio Performance

Financial Analysts Journal, Forthcoming
Number of pages: 36 Posted: 12 Jul 2013 Last Revised: 21 Apr 2014
Robert M. Anderson, Stephen Bianchi and Lisa R. Goldberg
University of California, Berkeley - Department of Economics, University of California, Berkeley and University of California, Berkeley
Downloads 556 (47,558)
Citation 6

Abstract:

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Dynamic leverage, source portfolio, transaction costs, borrowing excess return, pension funds, hedge funds, trading costs, volatility target, leverage rule

3.

The Implied Futures Financing Rate

Number of pages: 57 Posted: 01 Dec 2016 Last Revised: 20 Apr 2017
Nicholas Gunther, Robert M. Anderson and Lisa R. Goldberg
University of California, Berkeley, University of California, Berkeley - Department of Economics and University of California, Berkeley
Downloads 235 (127,905)

Abstract:

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futures, financing, leverage, futures implied rate, S&P 500 Index, Commodity Futures Modernization Act, CFMA, financial crisis, bootstrap confidence interval, mean reversion

4.

In Search of Statistically Valid Risk Factors

Number of pages: 20 Posted: 16 Dec 2012 Last Revised: 04 Aug 2014
Robert M. Anderson, Stephen Bianchi and Lisa R. Goldberg
University of California, Berkeley - Department of Economics, University of California, Berkeley and University of California, Berkeley
Downloads 223 (134,661)
Citation 1

Abstract:

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Factor volatility, variance, statistical significance, leverage point, beta, OLS regression, median regression, t-statistic, incremental explanatory power, outlier, VIX, FVIX

5.

Location Choice in Two-Sided Markets with Indivisible Agents

Harvard Institute of Economic Research Discussion Paper No. 2056
Number of pages: 29 Posted: 11 Jan 2005
Robert M. Anderson, Drew Fudenberg and Glenn Ellison
University of California, Berkeley - Department of Economics, Massachusetts Institute of Technology (MIT) and Massachusetts Institute of Technology (MIT) - Department of Economics
Downloads 169 (173,789)
Citation 3

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6.

Controlling Shareholders’ Value, Long-Run Firm Value and Short-Term Performance

Journal of Corporate Finance 43, (2017), 340-353
Number of pages: 51 Posted: 15 Dec 2014 Last Revised: 07 Jun 2017
Hyung Cheol Kang, Robert M. Anderson, Kyong Shik Eom and Sang Koo Kang
University of Seoul, College of Business Administration, University of California, Berkeley - Department of Economics, CRMR, University of California, Department of Economics and Korea University - Asia Institute of Corporate Governance (AICG)
Downloads 123 (224,932)

Abstract:

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Controlling shareholders’ value (CSV), Business group, Cash flow rights (CFR), Ownership structure, Chaebol, Limited attention