E-LIB Suche - Ergebnisse für: Robotti, Cesare

1

Priced risk in corporate bonds:

Dickerson, Alexander ; Mueller, Philippe ; Robotti, Cesare
Journal of Financial Economics. 150 (2023) 2 - p. 103707 , 2023

Link: https://doi.org/10.1016/..

2

Common pricing across asset classes: Empirical evidence rev..:

Gospodinov, Nikolay ; Robotti, Cesare
Journal of Financial Economics. 140 (2021) 1 - p. 292-324 , 2021

Link: https://doi.org/10.1016/..

3

Comment on: Pseudo-True SDFs in Conditional Asset Pricing M..:

Kan, Raymond ; Robotti, Cesare
Journal of Financial Econometrics. 18 (2020) 4 - p. 729-735 , 2020

Link: https://doi.org/10.1093/..

4

Too good to be true? Fallacies in evaluating risk factor mo..:

Gospodinov, Nikolay ; Kan, Raymond ; Robotti, Cesare
Journal of Financial Economics. 132 (2019) 2 - p. 451-471 , 2019

Link: https://doi.org/10.1016/..

5

Testing Beta-Pricing Models Using Large Cross-Sections:

Zaffaroni, Paolo ; Robotti, Cesare ; Raponi, Valentina.
The Review of Financial Studies. 33 (2019) 6 - p. 2796-2842 , 2019

Link: https://doi.org/10.1093/..

6

Model Comparison with Sharpe Ratios:

Barillas, Francisco ; Kan, Raymond ; Robotti, Cesare.
Journal of Financial and Quantitative Analysis. 55 (2019) 6 - p. 1840-1874 , 2019

Link: https://doi.org/10.1017/..

7

Spurious Inference in Reduced-Rank Asset-Pricing Models:

Gospodinov, Nikolay ; Kan, Raymond ; Robotti, Cesare
Econometrica. 85 (2017) 5 - p. 1613-1628 , 2017

Link: https://doi.org/10.3982/..

8

On Moments of Folded and Truncated Multivariate Normal Dist..:

Kan, Raymond ; Robotti, Cesare
Journal of Computational and Graphical Statistics. 26 (2017) 4 - p. 930-934 , 2017

Link: https://www.jstor.org/st..

9

SPURIOUS INFERENCE IN REDUCED-RANK ASSET-PRICING MODELS:

Gospodinov, Nlkolay ; Kan, Raymond ; Robotti, Cesare
Econometrica. 85 (2017) 5 - p. 1613-1628 , 2017

Link: https://www.jstor.org/st..

10

On Moments of Folded and Truncated Multivariate Normal Dist..:

Kan, Raymond ; Robotti, Cesare
Journal of Computational and Graphical Statistics. 26 (2017) 4 - p. 930-934 , 2017

Link: https://doi.org/10.1080/..

11

On the properties of the constrained Hansen–Jagannathan dis..:

Gospodinov, Nikolay ; Kan, Raymond ; Robotti, Cesare
Journal of Empirical Finance. 36 (2016) - p. 121-150 , 2016

Link: https://doi.org/10.1016/..

12

The Exact Distribution of the Hansen–Jagannathan Bound:

Kan, Raymond ; Robotti, Cesare
Management Science. 62 (2016) 7 - p. 1915-1943 , 2016

Link: http://www.jstor.org/sta..

13

Asymptotic variance approximations for invariant estimators..:

Gospodinov, Nikolay ; Kan, Raymond ; Robotti, Cesare
Econometric Reviews. 37 (2016) 7 - p. 695-718 , 2016

Link: https://doi.org/10.1080/..

14

Misspecification-Robust Inference in Linear Asset-Pricing M..:

Gospodinov, Nikolay ; Kan, Raymond ; Robotti, Cesare
Review of Financial Studies. 27 (2014) 7 - p. 2139-2170 , 2014

Link: https://doi.org/10.1093/..

15

Misspecification-Robust Inference in Linear Asset-Pricing M..:

Gospodinov, Nikolay ; Kan, Raymond ; Robotti, Cesare
The Review of Financial Studies. 27 (2014) 7 - p. 2139-2170 , 2014

Link: https://www.jstor.org/st..