//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~type:"article"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Playing the field : geomagneti...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
CAPM
18
Theorie
11
Theory
11
Modellierung
8
Scientific modelling
8
Risikoprämie
7
Risk premium
7
Estimation theory
5
Portfolio selection
5
Portfolio-Management
5
Risk
5
Schätztheorie
5
USA
5
United States
5
Risiko
4
Asset pricing
3
Method of moments
3
Momentenmethode
3
Statistical test
3
Statistischer Test
3
Beta risk
2
Betafaktor
2
Börsenkurs
2
Capital income
2
Efficient frontier
2
Financial markets
2
Kapitaleinkommen
2
Model misspecification
2
Model misspecification and identification
2
Risikomaß
2
Risk measure
2
Share price
2
Sharpe ratio
2
model misspecification
2
1948-2003
1
1959-2012
1
1960-1996
1
1966-2013
1
Aktienmarkt
1
Ankündigungseffekt
1
more ...
less ...
Online availability
All
Undetermined
19
Free
2
Type of publication
All
Article
Book / Working Paper
94
Type of publication (narrower categories)
All
Article in journal
24
Aufsatz in Zeitschrift
24
Language
All
English
26
Undetermined
20
Author
All
Robotti, Cesare
42
Kan, Raymond
27
Gospodinov, Nikolaj
8
Balduzzi, Pierluigi
6
Gospodinov, Nikolay
4
Krivelyova, Anna
3
Shanken, Jay
3
Antoine, Bertille
2
DeGennaro, Ramon P.
2
Proulx, Kevin
2
Renault, Eric
2
Barillas, Francisco
1
Dickerson, Alexander
1
Dwyer, Gerald P.
1
Dwyer, Gerald P. <jun.>
1
Foster, E. Michael
1
Gagliardini, Patrick
1
Gamfi, Phyllis
1
Hansen, Lars Peter
1
KAN, RAYMOND
1
LeSage, James P.
1
Lesage, James P.
1
Ludvigson, Sydney C.
1
Mueller, Philippe
1
ROBOTTI, CESARE
1
Raponi, Valentina
1
Ronchetti, Diego
1
SHANKEN, JAY
1
Stephens, Robert
1
Zaffaroni, Paolo
1
more ...
less ...
Published in...
All
Journal of empirical finance
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
The review of financial studies
4
Economic Review
3
Economic review
3
Journal of financial economics
3
Economics letters
2
Journal of Business & Economic Statistics
2
Journal of Empirical Finance
2
Journal of econometrics
2
Journal of financial econometrics
2
Journal of regional science
2
Children and Youth Services Review
1
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
1
Journal of Econometrics
1
Journal of Finance
1
Journal of financial and quantitative analysis : JFQA
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Review of Financial Studies
1
The journal of finance : the journal of the American Finance Association
1
Working paper / National Bureau of Economic Research, Inc
1
more ...
less ...
Source
All
ECONIS (ZBW)
24
RePEc
12
OLC EcoSci
10
Showing
1
-
10
of
46
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Asset returns and economic risk
Robotti, Cesare
- In:
Economic review
87
(
2002
)
2
,
pp. 13-25
Persistent link: https://www.econbiz.de/10001697024
Saved in:
2
Asymptotic variance approximations for invariant estimators in uncertain asset-pricing models
Gospodinov, Nikolaj
;
Kan, Raymond
;
Robotti, Cesare
- In:
Econometric reviews
37
(
2018
)
6/10
,
pp. 695-718
Persistent link: https://www.econbiz.de/10012040404
Saved in:
3
On the properties of the constrained Hansen-Jagannathan distance
Gospodinov, Nikolaj
;
Kan, Raymond
;
Robotti, Cesare
- In:
Journal of empirical finance
36
(
2016
),
pp. 121-150
Persistent link: https://www.econbiz.de/10011662813
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
Spurious inference in reduced-rank asset-pricing models
Gospodinov, Nikolaj
;
Kan, Raymond
;
Robotti, Cesare
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
5
,
pp. 1613-1628
Persistent link: https://www.econbiz.de/10011791596
Saved in:
6
The exact distribution of the Hansen-Jagannathan bound
Kan, Raymond
;
Robotti, Cesare
- In:
Management science : journal of the Institute for …
62
(
2016
)
7
,
pp. 1915-1943
Persistent link: https://www.econbiz.de/10011518611
Saved in:
7
Pricing model performance and the two-pass cross-sectional regression methodology
Kan, Raymond
;
Robotti, Cesare
;
Shanken, Jay
- In:
The journal of finance : the journal of the American …
68
(
2013
)
6
,
pp. 2617-2649
Persistent link: https://www.econbiz.de/10010237376
Saved in:
8
The news in financial asset returns
Dwyer, Gerald P. <jun.>
;
Robotti, Cesare
- In:
Economic review
89
(
2004
)
1
,
pp. 1-23
Persistent link: https://www.econbiz.de/10002034872
Saved in:
9
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/10003776354
Saved in:
10
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:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->