Cesare Robotti

Continuously-Updated GMM Estimation of the Beta-Pricing Model

Nikolay Gospodinov, Raymond Kan, Cesare Robotti, 2016 .

The Exact Distribution of the Hansen-Jagannathan Bound

Raymond Kan, Cesare Robotti, Raymond Kan, 2015, Manag. Sci..

Chi-Squared Tests for Evaluation and Comparison of Asset Pricing Models

Nikolay Gospodinov, Raymond Kan, Cesare Robotti, 2012 .

Evaluation of Asset Pricing Models Using Two-Pass Cross-Sectional Regressions

Raymond Kan, Cesare Robotti, Raymond Kan, 2012 .

On Moments of Folded and Truncated Multivariate Normal Distributions

Raymond Kan, Cesare Robotti, Raymond Kan, 2016 .

Pricing Model Performance and the Two-Pass Cross-Sectional Regression Methodology

Raymond Kan, Cesare Robotti, Raymond Kan, 2009 .

WORKING PAPER SERIESFEDERAL RESERVE BANK of ATLANTA WORKING PAPER SERIES Model Comparison Using the Hansen-Jagannathan Distance

Raymond Kan, Cesare Robotti, Raymond Kan, 2007 .

Model Comparison with Sharpe Ratios

Raymond Kan, Cesare Robotti, Francisco Barillas, 2019, Journal of Financial and Quantitative Analysis.

Testing Beta-Pricing Models Using Large Cross-Sections

Cesare Robotti, Paolo Zaffaroni, Valentina Raponi, 2017, The Review of Financial Studies.