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~isPartOf:"Journal of financial economics"
~isPartOf:"Journal of political economy"
~isPartOf:"The journal of portfolio management : JPM"
~isPartOf:"The review of financial studies"
~person:"Robotti, Cesare"
~subject:"CAPM"
~subject:"Efficient market hypothesis"
~subject:"Kapitaleinkommen"
~type_genre:"Aufsatz in Zeitschrift"
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CAPM
Efficient market hypothesis
Kapitaleinkommen
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5
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4
Portfolio selection
3
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1959-2012
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Robotti, Cesare
Stambaugh, Robert F.
9
Zhang, Lu
9
Ferson, Wayne E.
8
Harvey, Campbell R.
8
Fama, Eugene F.
7
Shanken, Jay
7
Chordia, Tarun
6
French, Kenneth Ronald
6
Hansen, Lars Peter
6
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6
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6
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5
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5
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5
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5
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5
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Pástor, Ľuboš
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Santa-Clara, Pedro
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4
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4
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Hou, Kewei
4
Kan, Raymond
4
Kuehn, Lars-Alexander
4
Lo, Andrew W.
4
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4
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Journal of financial economics
Journal of political economy
The journal of portfolio management : JPM
The review of financial studies
Journal of empirical finance
3
Economic review
2
Journal of financial econometrics
2
Econometric reviews
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economics letters
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Journal of econometrics
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Management science : journal of the Institute for Operations Research and the Management Sciences
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ECONIS (ZBW)
5
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1
Priced risk in corporate bonds
Dickerson, Alexander
;
Mueller, Philippe
;
Robotti, Cesare
- In:
Journal of financial economics
150
(
2023
)
2
,
pp. 1-19
Persistent link: https://www.econbiz.de/10014462590
Saved in:
2
Common pricing across asset classes : empirical evidence revisited
Gospodinov, Nikolaj
;
Robotti, Cesare
- In:
Journal of financial economics
140
(
2021
)
1
,
pp. 292-324
Persistent link: https://www.econbiz.de/10013188701
Saved in:
3
Too good to be true? Fallacies in evaluating risk factor models
Gospodinov, Nikolaj
;
Kan, Raymond
;
Robotti, Cesare
- In:
Journal of financial economics
132
(
2019
)
2
,
pp. 451-471
Persistent link: https://www.econbiz.de/10012136929
Saved in:
4
Misspecification-robust inference in linear asset-pricing models with irrelevant risk factors
Gospodinov, Nikolaj
;
Kan, Raymond
;
Robotti, Cesare
- In:
The review of financial studies
27
(
2014
)
7
,
pp. 2139-2170
Persistent link: https://www.econbiz.de/10010443073
Saved in:
5
Model comparison using the Hansen-Jagannathan distance
Kan, Raymond
;
Robotti, Cesare
- In:
The review of financial studies
22
(
2009
)
9
,
pp. 3449-3490
Persistent link: https://www.econbiz.de/10003885706
Saved in:
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