Cesare Robotti

Names

Contact

Affiliations

• Federal Reserve Bank of Atlanta
  • website
  • location: Atlanta, Georgia (United States)

Research profile

author of:

• Specification tests of asset pricing models using excess returns
  by Raymond Kan & Cesare Robotti
• Asset-pricing models and economic risk premia: a decomposition
  by Pierluigi Balduzzi & Cesare Robotti
• Model comparison using the Hansen-Jagannathan distance
  by Raymond Kan & Cesare Robotti
• Financial market frictions
  by Ramon P. DeGennaro & Cesare Robotti
• Minimum-variance kernels, economic risk premia, and tests of multi-beta models
  by Pierluigi Balduzzi & Cesare Robotti
• Minimum-Variance Kernels and Economic Risk Premia
  by Cesare Robotti & Pierluigi Balduzzi
• The news in financial asset returns
  by Gerald P. Dwyer & Cesare Robotti
• Dynamic strategies, asset pricing models, and the out-of-sample performance of the tangency portfolio
  by Cesare Robotti
• Playing the field: Geomagnetic storms and international stock markets
  by Anya Krivelyova & Cesare Robotti
• The price of inflation and foreign exchange risk in international equity markets
  by Cesare Robotti
• Mimicking portfolios, economic risk premia, and tests of multi-beta models
  by Pierluigi Balduzzi & Cesare Robotti
• The exact distribution of the Hansen-Jagannathan bound
  by Raymond Kan & Cesare Robotti
• Asset returns and economic risk
  by Cesare Robotti
• Specification tests of asset pricing models using excess returns
  by Kan, Raymond & Robotti, Cesare
• A note on the estimation of asset pricing models using simple regression betas
  by Raymond Kan & Cesare Robotti
• Mimicking Portfolios, Economic Risk Premia, and Tests of Multi-Beta Models
  by Balduzzi, Pierluigi & Robotti, Cesare
• Pricing model performance and the two-pass cross-sectional regression methodology
  by Raymond Kan & Cesare Robotti & Jay Shanken
• Model Comparison Using the Hansen-Jagannathan Distance
  by Raymond Kan & Cesare Robotti
• Misspecification-robust inference in linear asset pricing models with irrelevant risk factors
  by Nikolay Gospodinov & Raymond Kan & Cesare Robotti
• Spurious Inference in Unidentified Asset-Pricing Models
  by Nikolay Gospodinov & Raymond Kan & Cesare Robotti
• Asymptotic variance approximations for invariant estimators in uncertain asset-pricing models
  by Nikolay Gospodinov & Raymond Kan & Cesare Robotti
• Too Good to Be True? Fallacies in Evaluating Risk Factor Models
  by Nikolay Gospodinov & Raymond Kan & Cesare Robotti
• On the Hansen-Jagannathan distance with a no-arbitrage constraint
  by Nikolay Gospodinov & Raymond Kan & Cesare Robotti
• Further results on the limiting distribution of GMM sample moment conditions
  by Nikolay Gospodinov & Raymond Kan & Cesare Robotti
• Chi-squared tests for evaluation and comparison of asset pricing models
  by Nikolay Gospodinov & Raymond Kan & Cesare Robotti
• Robust inference in linear asset pricing models
  by Nikolay Gospodinov & Raymond Kan & Cesare Robotti
• Analytical solution for the constrained Hansen-Jagannathan distance under multivariate ellipticity
  by Nikolay Gospodinov & Raymond Kan & Cesare Robotti