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Chi-squared tests for evaluation and comparison of asset pricing models
Gospodinov, Nikolay; Kan, Raymond; Robotti, Cesare - In: Journal of econometrics 173 (2013) 1, pp. 108-125
Persistent link: https://www.econbiz.de/10010069897
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Further Results on the Limiting Distribution of GMM Sample Moment Conditions
Gospodinov, Nikolay; Kan, Raymond; Robotti, Cesare - In: Journal of business & economic statistics : JBES ; a … 30 (2012) 4, pp. 494-505
Persistent link: https://www.econbiz.de/10010033527
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PRICING MODEL PERFORMANCE AND THE TWO-PASS CROSS-SECTIONAL REGRESSION METHODOLOGY
Kan, Raymond; Robotti, Cesare; Shanken, Jay - 2009
Persistent link: https://www.econbiz.de/10008271533
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On the estimation of asset pricing models using univariate betas
Kan, Raymond; Robotti, Cesare - In: Economics letters 110 (2011) 2, pp. 117-122
Persistent link: https://www.econbiz.de/10008814752
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Model Comparison Using the Hansen-Jagannathan Distance
Kan, Raymond; Robotti, Cesare - In: The review of financial studies 22 (2013) 9, pp. 3449-3448
Persistent link: https://www.econbiz.de/10010113832
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Specification tests of asset pricing models using excess returns
Kan, Raymond; Robotti, Cesare - In: Journal of empirical finance 15 (2008) 5, pp. 816-838
Persistent link: https://www.econbiz.de/10008109036
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Specification tests of asset pricing models using excess returns
Kan, Raymond; Robotti, Cesare - In: Journal of empirical finance 15 (2008) 5, pp. 816-839
Persistent link: https://www.econbiz.de/10008880813
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GMM tests of stochastic discount factor models with useless factors
Kan, R.; Zhang, C. - In: Journal of financial economics 54 (1999) 1, pp. 103
Persistent link: https://www.econbiz.de/10006518748
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Strategic trading in the wrong direction by a large institutional insider
Balduzzi, Pierluigi; Robotti, Cesare - In: Journal of empirical finance 17 (2010) 1, pp. 1-23
Persistent link: https://www.econbiz.de/10008349681
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Mimicking Portfolios, Economic Risk Premia, and Tests of Multi-Beta Models
Balduzzi, Pierluigi; Robotti, Cesare - In: Journal of business & economic statistics : JBES ; a … 26 (2008) 3, pp. 354-368
Persistent link: https://www.econbiz.de/10008220948