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Robert M. Anderson - Publications

Affiliations: 
Mathematics University of California, Berkeley, Berkeley, CA, United States 
Area:
Mathematical economics, Nonstandard analysis, Probability theory
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8 high-probability publications. We are testing a new system for linking publications to authors. You can help! If you notice any inaccuracies, please sign in and mark papers as correct or incorrect matches. If you identify any major omissions or other inaccuracies in the publication list, please let us know.

Year Citation  Score
2015 Anderson RM, Bianchi SW, Goldberg LR. In search of statistically valid risk factors Quantitative Finance. 15: 385-393. DOI: 10.2139/Ssrn.2189866  0.654
2014 Anderson RM, Bianchi SW, Goldberg LR. Determinants of levered portfolio performance Financial Analysts Journal. 70: 53-72. DOI: 10.2139/Ssrn.2292557  0.65
2013 Anderson RM, Bianchi SW, Goldberg LR. "Will my risk parity strategy outperform?": Author response Financial Analysts Journal. 69: 15-16. DOI: 10.2469/Faj.V69.N2.9  0.641
2012 Anderson RM, Bianchi SW, Goldberg LR. Will my risk parity strategy outperform? Financial Analysts Journal. 68: 75-93. DOI: 10.2139/Ssrn.2101898  0.671
2009 Daveson AJM, Jones D, Mcsorley H, Gaze S, Mccarthy J, Clouston A, Pascoe A, Macdonald G, Speare R, Anderson R, Loukas A, Croese J. A phase 2A randomized double blinded placebo controlled study evaluating immunity and gluten sensitivity by inoculating coeliac disease patients with the human hookworm necator americanus Journal of Gastroenterology and Hepatology. 24. PMID 19807831 DOI: 10.1111/J.1440-1746.2009.06050.X  0.429
2008 Anderson RM, Raimondo RC. Equilibrium in continuous-time financial markets: Endogenously dynamically complete markets Econometrica. 76: 841-907. DOI: 10.1111/j.1468-0262.2008.00861.x  0.607
2007 Anderson RM, Raimondo RC. Incomplete markets with no Hart points Theoretical Economics. 2: 115-133.  0.582
2005 Anderson RM, Raimondo RC. Market clearing and derivative pricing Economic Theory. 25: 21-34. DOI: 10.1007/s00199-004-0468-6  0.61
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