Robert M. Anderson

University of California, Berkeley - Department of Economics

Professor

530 Evans Hall #3880

Berkeley, CA 94720-3880

United States

SCHOLARLY PAPERS

5

DOWNLOADS
Rank 30,003

SSRN RANKINGS

Top 30,003

in Total Papers Downloads

2,040

SSRN CITATIONS
Rank 46,194

SSRN RANKINGS

Top 46,194

in Total Papers Citations

13

CROSSREF CITATIONS

2

Scholarly Papers (5)

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 890 (33,107)
Citation 15

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 594 (56,917)
Citation 3

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.

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 232 (164,110)

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

4.

Location Choice in Two-Sided Markets with Indivisible Agents

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 178 (209,342)
Citation 5

Abstract:

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5.

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 146 (247,312)

Abstract:

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