Robert M. Anderson is a Co-Director of the Consortium for Data Analytics in Risk at UC Berkeley. He is also Professor of the Graduate School, Coleman Fung Professor Emeritus of Risk Management, and Professor Emeritus of Economics and Mathematics at UC Berkeley. He received his B.Sc. in Mathematics from the University of Toronto in 1973 and his Ph.D. from Yale University in Mathematics in 1977, under the supervision of Shizuo Kakutani. He spent a year as McMaster Fellow at McMaster University in 1977-78, and then went to Princeton as Assistant Professor of Economics of Mathematics from 1978 to 1982 and Associate Professor of Economics in 1982-83. He has been at Berkeley since 1983. He was named an Alfred P. Sloan Research Fellow in 1982 and a Fellow of the Econometric Society in 1988. His research has ranged from the intersection between probability theory and logic, to general equilibrium theory, to mathematical finance. His current research focuses on the determination of portfolio returns. He has been active in University governance, having served as President of the Student’s Administrative Council at the University of Toronto in 1973-74, as Chair of the Economics Department at Berkeley, and as Parliamentarian of the Berkeley Division of the Academic Senate. He has taken on numerous assignments for the University of California system Academic Senate, including Vice Chair and Chair of the UC Academic Senate and Faculty Representative to the Board of Regents in 2010-12. He received the Berkeley Faculty Service Award in 2009 and the Berkeley Social Science Service Award in 2013.
Working Papers2017: Hyung Cheol Kang, Robert M. Anderson, Kyong Shik Eom, Sang Koo Kang, "Controlling shareholders' value, long-run firm value and short-term performance"
2016: Nicholas L. Gunther, Robert M. Anderson and Lisa R. Goldberg, "The Implied Futures Financing Rate"
2014: Robert M. Anderson, Stephen W. Bianchi, CFA, and Lisa R. Goldberg, "Determinants of Levered Portfolio Performance" (Copyright 2014, CFA Institute. Reproduced and republished from Financial Analysts Journal with permission from CFA Institute. All Rights Reserved.)
2013: Robert M. Anderson, Ph.D., Stephen W. Bianchi, CFA, and Lisa R. Goldberg, Ph.D, "The Dynamics of Rising Interest Rates" (Copyright 2013, Thomson Reuters. Reproduced and republished with permission from Thomson Reuters. All Rights Reserved.)
2012: Robert M. Anderson, Stephen W. Bianchi, CFA, and Lisa R. Goldberg, "Will My Risk Parity Strategy Outperform?" (Copyright 2012, CFA Institute. Reproduced and republished from Financial Analysts Journal with permission from CFA Institute. All Rights Reserved.)