Robert Anderson

University of California, Berkeley

SCHOLARLY PAPERS

3

DOWNLOADS

196

SSRN CITATIONS

1

CROSSREF CITATIONS

0

Scholarly Papers (3)

1.

Predicting Portfolio Return Volatility at Medium Horizons

Number of pages: 44 Posted: 03 Jan 2019
Dangxing Chen and Robert Anderson
UC Berkeley and University of California, Berkeley
Downloads 107 (319,636)
Citation 1

Abstract:

Loading...

long-term investors, risk, financial crisis

2.

The Implied Futures Financing Rate

Number of pages: 49 Posted: 15 Mar 2021
University of California, Berkeley, University of California, Berkeley, University of California, Berkeley and University of California, Berkeley
Downloads 72 (407,367)

Abstract:

Loading...

futures, financing, debt, rate, leverage, trading, stock, equity index, S&P 500, Wishart, estimation, point estimate, interval estimate, fiducial inference, LIBOR, Treasury, rates, time series, AR(1), Ornstein-Uhlenbeck, autoregressive

3.

Infinitesimal Methods in Mathematical Economics

Number of pages: 139 Posted: 25 Feb 2021
Robert Anderson
University of California, Berkeley
Downloads 17 (672,375)
Citation 1

Abstract:

Loading...

nonstandard analysis, mathematical econmomics