Cesare Robotti

发表

Playing the Field: Geomagnetic Storms and the Stock Market

Cesare Robotti, A. Krivelyova, 2003 .

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

Nikolay Gospodinov, Raymond Kan, Cesare Robotti, 2012 .

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

Raymond Kan, Cesare Robotti, Raymond Kan, 2007 .

Common pricing across asset classes: Empirical evidence revisited

Nikolay Gospodinov, Cesare Robotti, 2020, Journal of Financial Economics.

Model Comparison with Sharpe Ratios Abstract

Raymond Kan, Cesare Robotti, Jay Shanken, 2018 .

Minimum-Variance Kernels and Economic Risk Premia

Pierluigi Balduzzi, Cesare Robotti, 1999 .

Analytical Solution for the Constrained Hansen-Jagannathan Distance Under Multivariate Ellipticity

Raymond Kan, Nikolay Gospodinov, Cesare Robotti, 2012 .

Misspecification-Robust Inference in Linear Asset Pricing Models with Irrelevant Risk Factors

Raymond Kan, Nikolay Gospodinov, Cesare Robotti, 2013 .

On Moments of Folded and Truncated Multivariate Normal Distributions

Raymond Kan, Cesare Robotti, Raymond Kan, 2016 .

Dynamic Strategies, Asset Pricing Models, and the Out-of-Sample Performance of the Tangency Portfolio

Cesare Robotti, 2003 .

On the Hansen-Jagannathan Distance with a No-Arbitrage Constraint

Raymond Kan, Nikolay Gospodinov, Cesare Robotti, 2012 .

The Exact Distribution of the Hansen-Jagannathan Bound

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

The news in financial asset returns

G. Dwyer, Cesare Robotti, 2004 .

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

Raymond Kan, Cesare Robotti, Raymond Kan, 2009 .

Playing the field: Geomagnetic storms and international stock markets

Cesare Robotti, A. Krivelyova, 2003 .

Asset Returns and Economic Risk

Cesare Robotti, 2002 .

Asset Returns and Economic Risk CESARE ROBOTTI

Cesare Robotti, 2002 .

One-Factor Asset Pricing

Marcin T. Kacperczyk, Timothy R. Burch, Christian Schlag, 2016 .

Model Comparison with Sharpe Ratios

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

Asset Pricing Models and Economic Risk Premia: A Decomposition

Pierluigi Balduzzi, Cesare Robotti, 2006 .

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

Pierluigi Balduzzi, Cesare Robotti, 2005 .

Minimum-Variance Kernels, Economic Risk Premia, and Tests of Multi-Beta Models

Pierluigi Balduzzi, Cesare Robotti, 2001 .

Financial Market Frictions

Cesare Robotti, Ramon P. Degennaro, 2007 .

The Price of Inflation and Foreign Exchange Risk in International Equity Markets

Cesare Robotti, 2002 .

The Price of In fl ation and Foreign Exchange Risk in International Equity Markets by Cesare Robotti

Cesare Robotti, 2001 .

Testing Beta-Pricing Models Using Large Cross-Sections

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

Cash holdings , risk , and expected returns †

Cesare Robotti, Gianluca Violante, Cecilia Parlatore Siritto, 2011 .

Spurious Inference in Reduced‐Rank Asset‐Pricing Models

Raymond Kan, Nikolay Gospodinov, Cesare Robotti, 2017 .

Asymptotic variance approximations for invariant estimators in uncertain asset-pricing models

Raymond Kan, Nikolay Gospodinov, Cesare Robotti, 2015 .

Spurious Inference in Unidentified Asset-Pricing Models

Raymond Kan, Nikolay Gospodinov, Cesare Robotti, 2014 .

Continuously-Updated GMM Estimation of the Beta-Pricing Model

Nikolay Gospodinov, Raymond Kan, Cesare Robotti, 2016 .

Further Results on the Limiting Distribution of GMM Sample Moment Conditions

Raymond Kan, Nikolay Gospodinov, Cesare Robotti, 2012 .

WORKING PAPER SERIESFEDERAL RESERVE BANK of ATLANTA WORKING PAPER SERIES Specification Tests of Asset Pricing Models Using Excess Returns

Raymond Kan, Cesare Robotti, 2006 .

WORKING PAPER SERIESFEDERAL RESERVE BANK of ATLANTA WORKING PAPER SERIES Pricing Model Performance and the Two-Pass Cross-Sectional Regression Methodology

Raymond Kan, Cesare Robotti, Jay Shanken, 2009 .

Estimating the Equity Premium

Lisa A. Kramer, Jacob S. Sagi, Thomas H. McCurdy, 2008, Journal of Financial and Quantitative Analysis.

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

Raymond Kan, Cesare Robotti, Raymond Kan, 2012 .

On the properties of the constrained Hansen–Jagannathan distance

Raymond Kan, Nikolay Gospodinov, Cesare Robotti, 2016 .

Priced Risk in Corporate Bonds

Cesare Robotti, Philippe Mueller, Alexander Dickerson, 2023, SSRN Electronic Journal.

Playing the Field: Geomagnetic Storms and the Stock Market

Cesare Robotti, Anya Krivelyova, 2003 .

Playing the field: Geomagnetic storms and international stock markets

Cesare Robotti, Anya Krivelyova, 2003 .

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

Pierluigi Balduzzi, Cesare Robotti, 2005 .

Pricing Firms on the Basis of Fundamentals MARK KAMSTRA

Paula A. Tkac, Cesare Robotti, Mark Fisher, 2003 .

Speculation , Risk Premia and Expectations in the Yield Curve FRANCISCO BARILLAS and KRISTOFFER NIMARK

Cesare Robotti, Jay Shanken, Francisco Barillas, 2013 .