Concepedia

Robert M. Anderson

RM

36

Publications

1.7K

Citations

22

H-Index

1973

Active since

Affiliations

University of California, Berkeley(Current)

Yale University

Johns Hopkins University

Princeton University

University of Seoul

Robert M. Anderson is an author at University of California, Berkeley specializing in economics, business, and economic analysis.

Top concepts

BusinessEconomicsEconomic AnalysisFinanceGame TheoryAsset PricingMechanism DesignMarket EquilibriumEngineeringFinancial Economics

Publications per year

1973–2021

36

Publications

36

A non-standard representation for Brownian Motion and Itô integration

Robert M. Anderson · Israel Journal of Mathematics · 1976 · 190 citations

Engineering, Stochastic Processes, Stochastic Calculus +4

An Elementary Core Equivalence Theorem

Robert M. Anderson · Econometrica · 1978 · 144 citations

Engineering, Automated Reasoning, Classical Logic +3

Will My Risk Parity Strategy Outperform?

Robert M. Anderson, Stephen W. Bianchi, Lisa R. Goldberg · Financial Analysts Journal · 2012 · 111 citations · Full text

Fixed Mix, Financial Risk Management, Portfolio Management +16

Equilibrium in Continuous-Time Financial Markets: Endogenously Dynamically Complete Markets

Robert M. Anderson, Roberto Raimondo · Econometrica · 2008 · 108 citations

Dynamic Economic Model, Economics, Computational Finance +14

A nonstandard representation for Brownian motion and Itô integration

Robert M. Anderson · Bulletin of the American Mathematical Society · 1976 · 106 citations · Full text

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