11,851 research outputs found
Mark Hansen on Strategy and the Benefits of Adversity
No full textInterested in pursuing a career in business but not sure which emphasis is right for you? Join Dr. Mark Hansen of the Strategic Management program and Jake Conlin as they discuss what business strategy is all about, what types of people thrive in the strategy program, and how companies are adapting their strategies during the pandemic
Correspondence from Mark N. Tuttle to James Hansen, April 16, 1990
No full textCorrespondence from Mark N. Tuttle to James Hansen, April 16, 1990, expressing Tuttle's disappointment in Hansen's support of the conversion of Highway 89
Movable Type [installation]
No full textCentral corridor of lobby showing two grids of seven rows and 40 columns each on opposing walls; Moveable Type, by New York artist Ben Rubin and UCLA associate professor (in statistics) Mark Hansen, is an artwork commissioned for the ground-floor lobby of The New York Times Building in New York City. It is a dynamic portrait of The Times. Statistical methods and natural-language processing algorithms are used to parse the daily output of the paper (news, features, editorials) and the archives, as well as the activity of visitors to the NYTimes.com website (browsing, searching, commenting). The resulting refracted view of The Times is displayed on 560 vacuum-fluorescent display screens installed in the lobby. Each screen is 4 1/4 inches tall and 8 1/2 inches long. Their resolution is 128 x 256 pixels. The design was coordinated with the architects, Renzo Piano Building Workshop. Source: New York Times [online archive]; http://www.nytimes.com/ref/membercenter/nytarchive.html (accessed 7/10/2012
Re:Reading piece on author Gunnar Hansen of Northeast Harbor. Hansen wrote I
No full textRe:Reading piece on author Gunnar Hansen of Northeast Harbor. Hansen wrote Islands at the Edge of Time, and recently worked on the screenplay for a documentary produced by the Penobscot Nation
Recommended from our members
You Exist
No full textMockingbird|InteractivePhilip Begel & Mark Hansen~~~~~~~~~~~~~~~~~~~~~~~~YOU EXIST~~~~~~~~~~~~~~~~~~~~~~~~~===========CONTROLS============Move
Evaluating Asset-Pricing Models Using The Hansen-Jagannathan Bound: A Monte Carlo Investigation
No full textWe conduct Monte Carlo experiments to examine whether the bound proposed by Hansen and Jagannathan (1991) is a useful device for evaluating asset pricing models. Specifically, we use recently developed statistical tests, which are based on a 'distance' between the model and the Hansen-Jagannathan bound, to compute the rejection rates of true models. We provide finite-sample critical values for asset pricing models with time separable preferences, and show how they depend upon nuisance parameters—risk aversion and the rate of time preference. Further, we show that the finite-sample distribution of the test statistic associated with the risk-neutral case is extreme, in the sense that critical values based on this distribution will deliver type I errors no larger than intended—regardless of risk aversion or the rate of time preference. Extending the analysis to accommodate other preferences, we show that in the state non-separable case, the small-sample distributions of the test statistics are influenced significantly by the degree of intertemporal substitution, but not by attitudes toward risk. For habit formation preferences, the small-sample distributions are strongly influenced by the habit parameter. However, the maximal-size critical values for time-separable preferences are appropriate for habit formation as well as state non-separable preferences. We conclude that with these critical values the HJ bound is indeed a useful evaluation device. We then use the critical values to evaluate three asset pricing models using U.S. data. We find evidence against the time-separable model and mixed evidence on the remaining two models.
Solution of Macromodels with Hansen-Sargent Robust Policies: Some Extensions
No full textWe summarize some methods useful in formulating and solving Hansen-Sargent robust control problems, and suggest extensions to discretion and simple rules. Matlab, Octave, and Gauss software is provided. We illustrate these extensions with applications to the term structure of interest rates, the time inconsistency of optimal monetary policy, the effects of expectations on the variances of inflation and output, and on whether central banks should make their forecasts public.robustness; model uncertainty; discretion; simple rules
STEVEN MARK HANSEN, Plaintiff and Respondent, -vs- TONY DONNELLY, Defendant and Appellant : Reply Brief
No full textSTEVEN MARK HANSEN, Plaintiff and Respondent, -vs- TONY DONNELLY, Defendant and Appellant.
REPLY BRIEF Lower Court Civil No. 920902292 Case No. 93 0121 CA Priority No. 1
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