2

Model Comparison with Sharpe Ratios

Barillas, Francisco, Kan, Raymond, Robotti, Cesare, Shanken, Jay
Journal:
Journal of Financial and Quantitative Analysis
Year:
2019
Language:
english
File:
PDF, 618 KB
english, 2019
5

Asset pricing models and economic risk premia: A decomposition

Pierluigi Balduzzi, Cesare Robotti
Journal:
Journal of Empirical Finance
Year:
2010
Language:
english
File:
PDF, 483 KB
english, 2010
9

The Exact Distribution of the Hansen–Jagannathan Bound

Kan, Raymond, Robotti, Cesare
Journal:
Management Science
Year:
2016
Language:
english
File:
PDF, 786 KB
english, 2016
10

Model Comparison with Sharpe Ratios

Barillas, Francisco, Kan, Raymond, Robotti, Cesare, Shanken, Jay A.
Journal:
SSRN Electronic Journal
Year:
2017
Language:
english
File:
PDF, 404 KB
english, 2017
11

Testing Beta-Pricing Models Using Large Cross-Sections

Raponi, Valentina, Robotti, Cesare, Zaffaroni, Paolo
Journal:
Review of Financial Studies
Year:
2019
Language:
english
File:
PDF, 954 KB
english, 2019
12

On the estimation of asset pricing models using univariate betas

Raymond Kan, Cesare Robotti
Journal:
Economics Letters
Year:
2011
Language:
english
File:
PDF, 183 KB
english, 2011
13

Specification tests of asset pricing models using excess returns

Raymond Kan, Cesare Robotti
Journal:
Journal of Empirical Finance
Year:
2008
Language:
english
File:
PDF, 437 KB
english, 2008
15

AMANTADINE FOR PARKINSON'S DISEASE

Fieschi, Cesare, Nardini, Marcello, Casacchia, Massimo, Tedone, M.Elisabetta, Robotti, Ermanno
Journal:
The Lancet
Year:
1970
Language:
english
File:
PDF, 350 KB
english, 1970
16

Model Comparison Using the Hansen-Jagannathan Distance

Kan, Raymond, Robotti, Cesare
Journal:
Review of Financial Studies
Year:
2009
Language:
english
File:
PDF, 304 KB
english, 2009
20

Model Comparison Using the Hansen-Jagannathan Distance

Raymond Kan and Cesare Robotti
Journal:
Review of Financial Studies
Year:
2009
Language:
english
File:
PDF, 3.41 MB
english, 2009
22

Spurious Inference in Reduced-Rank Asset-Pricing Models

Gospodinov, Nikolay, Kan, Raymond, Robotti, Cesare
Journal:
Econometrica
Year:
2017
Language:
english
File:
PDF, 236 KB
english, 2017
23

Robust Inference in Linear Asset Pricing Models

Gospodinov, Nikolay, Kan, Raymond, Robotti, Cesare
Journal:
SSRN Electronic Journal
Year:
2012
Language:
english
File:
PDF, 596 KB
english, 2012
24

Asset-Pricing Models and Economic Risk Premia: A Decomposition

Robotti, Cesare, Balduzzi, Pierluigi
Journal:
SSRN Electronic Journal
Year:
2006
Language:
english
File:
PDF, 444 KB
english, 2006
26

Too good to be true? Fallacies in evaluating risk factor models

Gospodinov, Nikolay, Kan, Raymond, Robotti, Cesare
Journal:
Journal of Financial Economics
Year:
2018
Language:
english
File:
PDF, 3.85 MB
english, 2018
27

On Moments of Folded and Truncated Multivariate Normal Distributions

Kan, Raymond, Robotti, Cesare
Journal:
SSRN Electronic Journal
Year:
2016
Language:
english
File:
PDF, 372 KB
english, 2016
28

The Exact Distribution of the Hansen-Jagannathan Bound

Robotti, Cesare, Kan, Raymond
Journal:
SSRN Electronic Journal
Year:
2008
Language:
english
File:
PDF, 861 KB
english, 2008
29

Spurious Inference in Unidentified Asset-Pricing Models

Gospodinov, Nikolay, Kan, Raymond, Robotti, Cesare
Journal:
SSRN Electronic Journal
Year:
2014
Language:
english
File:
PDF, 466 KB
english, 2014
30

Mimicking Portfolios, Economic Risk Premia, and Tests of Multi-beta Models

Robotti, Cesare, Balduzzi, Pierluigi
Journal:
SSRN Electronic Journal
Year:
2005
Language:
english
File:
PDF, 383 KB
english, 2005