Peter G. Hansen
Economics, Econometrics and Finance · Purdue University West Lafayette
Publications
10
Citations
62
Est. group size
—
Recurring co-author estimate
Active years
18
Publishing since 2007
Peter G. Hansen works in economics and finance, focusing on how investors and firms make decisions when they face uncertainty about probabilities or beliefs (sometimes called 'ambiguity'), rather than assuming everyone knows exact odds of future outcomes. His work includes methods for statistically testing economic models under weaker assumptions, applications to entrepreneurial and long-term corporate financing, and analysis of investor belief formation and financial market rules such as stock tick-size policy.
Publication output has been low and uneven over the past decade, with occasional gaps (e.g., 2019, 2023, 2025) and a modest 5-year average of roughly one publication every two to three years.
Generated by claude-sonnet-5 from public bibliographic data · Jul 20, 2026
- Robust inference for moment condition models without rational expectations
Journal of Econometrics · 2024
- Valuation Uncertainty and Dynamic Entrepreneurial Finance
SSRN Electronic Journal · 2022
- New formulations of ambiguous volatility with an application to optimal dynamic contracting
Journal of Economic Theory · 2021
- Robust Inference for Moment Condition Models without Rational Expectations
SSRN Electronic Journal · 2021
- New Formulations of Ambiguous Volatility with an Application to Optimal\n Dynamic Contracting
arXiv (Cornell University) · 2021
- Robust identification of investor beliefs
Proceedings of the National Academy of Sciences · 2020
- Robust Identification of Investor Beliefs
SSRN Electronic Journal · 2020
- Optimal long-term financing under ambiguous volatility
DSpace@MIT (Massachusetts Institute of Technology) · 2018
- Mind the Gap : An Early Empirical Analysis of SEC's “Tick Size Pilot Program”
Lancaster EPrints (Lancaster University) · 2017
- SSRN Electronic Journal×3
- Proceedings of the National Academy of Sciences×1
- Journal of Econometrics×1
- Lancaster EPrints (Lancaster University)×1
- Journal of Economic Theory×1
- Shaojun Zhang
Economics, Econometrics and Finance · The Ohio State University
- Svetlana Bryzgalova
Economics, Econometrics and Finance · Indiana University
- Andreas Neuhierl
Economics, Econometrics and Finance · Purdue University West Lafayette
- Christian Heyerdahl-Larsen
Economics, Econometrics and Finance · Indiana University
- Adem Atmaz
Economics, Econometrics and Finance · Purdue University West Lafayette
This profile was generated automatically from public scholarly data (OpenAlex). Group size and activity levels are estimates derived from co-authorship patterns.
Last updated Jul 20, 2026.
Claim or correct this profile