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拉尔斯·汉森(Lars Peter Hansen)

拉尔斯·汉森简介 编辑本段回目录

  拉尔斯彼得汉森是芝加哥大学的一位经济学家。他1952年出生于香槟伊利诺州。毕业后,于1974年在犹他州立大学(Utah State University0获得数学学士学位, 1978年在明尼苏达大学(University of Minnesota)获得经济学博士学位,于1981年转到芝加哥大学

  拉尔斯·汉森是芝加哥大学经济和社会科学资深讲座教授。他最主要的贡献在于发现了在经济和金融研究中极为重要的广义矩方法。目前,汉森正利用稳定控制理论和递归经济学理论研究风险在定价决策中的作用。

Lars Peter Hansen 编辑本段回目录

  Lars Peter Hansen is an economist at the University of Chicago. He was born in 1952 in Champaign, Illinois. After graduating from Utah State University (B.S. Mathematics, 1974) and the University of Minnesota (Ph.D. Economics, 1978) he served as assistant professor at Carnegie Mellon University before moving to University of Chicago in 1981. He is the co-winner of the Frisch Medal with Kenneth Singleton in 1984, was awarded the Erwin Plein Nemmers Prize in Economics in 2006, and the CME Group-MSRI Prize In Innovative Quantitative Applications in 2008.

  Hansen is best known as the developer of the econometric technique GMM or Generalized method of moments and has written and co-authored papers applying GMM to analyze economic models in numerous fields including labor economics, international finance, finance and macroeconomics. He has written books with Thomas J. Sargent and is the co-editor of "Advances in Economics and Econometrics," and the "Handbook of Financial Econometrics." Together with Ravi Jagannathan he derived bounds which provide a way to use security market data to investigate the range of volatility of the stochastic discount factor, which is a measure of investor impatience and attitudes toward risk.

  His current research interests include pricing long run macroeconomic risk, and incorporating beliefs, doubts and learning into representative agent models and developing implications for empirical macroeconomics and finance.

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标签: 拉尔斯·汉森 Stochastic discount factor University of Minnesota 决策 定价 明尼苏达大学 经济 经济学家 芝加哥大学

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