Born: October 26, 1952. Champaign, Illinois. American economist. He received his bachelor's degree in mathematics and political economy from Utah State University in 1974 and his doctorate in economics from the University of Minnesota in 1978. He was an associate professor at Carnegie Mellon University from 1978 to 1981 before moving to the University of Chicago, where he became a professor in the Department of Economics in 1984. In 2010, he was named David Rockefeller Distinguished Professor at the university. He developed statistical methods to test theories of asset pricing based on empirical data. His methods for testing whether stock-market correlations can be used to predict future market profits revealed that other factors, such as the market capitalization of a company or its book value as a part of its market value, were more important. In 1982, he developed the generalized method of moments (GMM) and used it to analyze the properties of asset pricing data. In 2013, he was awarded the Nobel Prize in Economic Sciences along with Eugene F. Fama and Robert J. Shiller for their contributions to the empirical analysis of asset prices. The results of their research and analysis led to the discovery of new methods for studying the prices of financial assets such as stocks, bonds, and real estate, and the factors that drive those prices. Hansen |
[生]1952.10.26. イリノイ,シャンペーン アメリカ合衆国の経済学者。1974年にユタ州立大学で数学と政治経済学の学士号を,1978年にミネソタ大学で経済学の博士号を取得した。1978~81年カーネギーメロン大学で准教授を務めたのちシカゴ大学に移り,1984年経済学部の教授となる。2010年に同大学デービッド・ロックフェラー特別教授職につく。資産価格決定の理論を実証データに基づき検証する統計的手法を開発した。株式と市場の相互関係が,市場の将来の利益を予測するのに使えるかどうかを検証する手法は,株式会社の時価総額や市場価値の一部としての簿価など,それ以外の要因のほうが重要であることを明らかにした。1982年に一般化モーメント法 GMMを開発し,これを使って資産価格データの特性分析を行なった。2013年,「資産価格の実証分析」への貢献により,ユージン・F.ファーマ,ロバート・J.シラーとともにノーベル経済学賞を受賞した。3人の研究と分析の成果は,株式や債券,不動産などの金融資産の価格と,それらの価格を動かす要因を研究する新たな手法を見出すことにつながった。 ハンセン
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