Lars Peter Hansen – University of Chicago

larspeterhansen.org

Lars Peter Hansen is a leading expert in economic dynamics who works at the boundaries of macroeconomics, finance, and econometrics. His current collaborative research develops and applies methods for pricing the exposure to macroeconomic shocks over alternative investment horizons and investigates the implications of the pricing of long-term uncertainty.  Moreover, he studies the econometric challenges of identifying investor beliefs from observed asset prices.