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A shrinkage approach to model uncertainty and asset allocation
Wang, Zhenyu - In: The review of financial studies 18 (2005) 2, pp. 673-705
Persistent link: https://www.econbiz.de/10002882106
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Robustness and pricing with uncertain growth
Cagetti, Marco; Hansen, Lars Peter; Sargent, Thomas J.; … - In: The review of financial studies 15 (2002) 2, pp. 363-404
Persistent link: https://www.econbiz.de/10001688775
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Implementing statistical criteria to select return forecasting models : what do we learn?
Bossaerts, Peter L.; Hillion, Pierre Henri - In: The review of financial studies 12 (1999) 2, pp. 405-428
Persistent link: https://www.econbiz.de/10001421811
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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
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Testing beta-pricing models using large cross-sections
Raponi, Valentina; Robotti, Cesare; Zaffaroni, Paolo - In: The review of financial studies 33 (2020) 6, pp. 2796-2842
Persistent link: https://www.econbiz.de/10012244829
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public company accounting oversight board
Gipper, Brandon; Leuz, Christian; Maffett, Mark - In: The review of financial studies 33 (2020) 10, pp. 4532-4579
Persistent link: https://www.econbiz.de/10012387389
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Model uncertainty, limited market participation, and asset prices
Cao, H. Henry; Wang, Tan; Zhang, Harold H. - In: The review of financial studies 18 (2005) 4, pp. 1219-1251
Persistent link: https://www.econbiz.de/10003352816
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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
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Treating measurement error in Tobin's q
Erickson, Timothy; Whited, Toni Marion - In: The review of financial studies 25 (2012) 4, pp. 1286-1329
Persistent link: https://www.econbiz.de/10009520086
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Nonparametric specification testing for continuous-time models with applications to term structure of interest rates
Hong, Yongmiao; Li, Haitao - In: The review of financial studies 18 (2005) 1, pp. 37-84
Persistent link: https://www.econbiz.de/10002646532