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The price of inflation and foreign exchange risk in international equity markets
Robotti, Cesare - 2001
Persistent link: https://www.econbiz.de/10001638680
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Minimum-variance kernels, economic risk premia, and tests of multi-beta models
Balduzzi, Pierluigi; Robotti, Cesare - 2001
Persistent link: https://www.econbiz.de/10001630681
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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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Tests of mean-variance spanning
Kan, Raymond; Zhou, Guofu - In: Annals of economics and finance 13 (2012) 1, pp. 139-187
Persistent link: https://www.econbiz.de/10009558304
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Tests of mean-variance spanning
Kan, Raymond (contributor); Zhou, Guofu (contributor) - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001681234
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Two-pass tests of asset pricing models with useless factors
Kan, Raymond; Zhang, Chu - In: The journal of finance : the journal of the American … 54 (1999) 1, pp. 203-235
Persistent link: https://www.econbiz.de/10001355207