Evan W. Anderson

Northern Illinois University

Assistant Professor

DeKalb, IL 60115

United States

http://www.math.niu.edu/~anderson

SCHOLARLY PAPERS

5

DOWNLOADS

313

SSRN CITATIONS
Rank 46,618

SSRN RANKINGS

Top 46,618

in Total Papers Citations

2

CROSSREF CITATIONS

8

Scholarly Papers (5)

1.

Robust Analytical and Computational Explorations of Coupled Economic-Climate Models with Carbon-Climate Response

RDCEP Working Paper No. 13-05
Number of pages: 48 Posted: 28 Dec 2013 Last Revised: 14 May 2014
Northern Illinois University, University of Wisconsin, Madison - Department of Economics, University of Chicago - Department of Economics and Lawrence Berkeley National Laboratory
Downloads 229 (134,034)
Citation 13

Abstract:

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Environment, Climate-Change, Model Uncertainty, Dynamic General Equilibrium

2.

Logarithmic Depreciation

Number of pages: 52 Posted: 23 Aug 2017 Last Revised: 26 Jun 2019
Evan W. Anderson and William A. Brock
Northern Illinois University and University of Wisconsin, Madison - Department of Economics
Downloads 53 (378,460)

Abstract:

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Adjustment costs, Bayesian, Capital, Investment, Robustness

3.

Robust Consumption and Energy Decisions

Number of pages: 44 Posted: 29 Sep 2016
Evan W. Anderson, William A. Brock and Alan Sanstad
Northern Illinois University, University of Wisconsin, Madison - Department of Economics and Lawrence Berkeley National Laboratory
Downloads 31 (467,535)
Citation 2

Abstract:

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Environment, Climate-Change, Model Uncertainty, Dynamic General Equilibrium

4.

Do Heterogeneous Beliefs Matter for Asset Pricing?

The Review of Financial Studies, Vol. 18, Issue 3, pp. 875-924, 2005
Posted: 29 Feb 2008
Evan W. Anderson, Eric Ghysels and Jennifer L. Juergens
Northern Illinois University, University of North Carolina Kenan-Flagler Business School and Cornerstone Research

Abstract:

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time optimal control problems, Neumann parabolic equations with an infinite number of variables, Dubovitskii-Milyutin theorem, conical approximations, optimality conditions, Weierstrass theorem

5.

The Impact of Risk and Uncertainty on Expected Returns

AFA 2007 Chicago Meetings Paper, EFA 2006 Zurich Meetings Paper, Journal of Financial Economics (JFE), Forthcoming
Posted: 21 Mar 2006 Last Revised: 18 Sep 2012
Evan W. Anderson, Eric Ghysels and Jennifer L. Juergens
Northern Illinois University, University of North Carolina Kenan-Flagler Business School and Cornerstone Research

Abstract:

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Conditional volatility, model uncertainty, disagreement, factor models