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