Peter G. Hansen Assistant Professor of Finance · Purdue University

Working Papers
Valuation Uncertainty and the Optimality of Staged Equity Financing
Under Review
Individual Factor Risk Premia Can Be Identified When the Vector Cannot
with Maziar Kazemi
Under Review
Publications
Robust Inference for Moment Condition Models without Rational Expectations
Journal of Econometrics, 2024
with Xiaohong Chen and Lars Peter Hansen
New Formulations of Ambiguous Volatility with an Application to Optimal Dynamic Contracting
Journal of Economic Theory, 2022
Robust Identification of Investor Beliefs
Proceedings of the National Academy of Sciences, 2020
with Xiaohong Chen and Lars Peter Hansen
Work in Progress
  • Uncertainty about Volatility and Real Options Exercise
  • Statistically Conservative Hedging of Derivative Claims
  • A Simple Adjustment to the Gordon Growth Formula when Interest Rates are Time-Varying