logo
CanyamAI summaries for academic research
language
MobileMobile
  • Phone FeatureWeChat Mini Program
EnglishEnglish
noticeNotice
BlogBlog
delete
arrow
Back
R

Raymond Kan

university of toronto

26H-index
115Paper Count
3.7KCitation Count
Published Papers 17
Publication Date
logo
Optimal Portfolio Choice with Fat Tails and Parameter Uncertainty
errJOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS
IF2.8
err2025-08-01
err1
PREAI
errKan, Raymond; Lassance, Nathan
errShare
errSave
Stock Return Autocorrelations and Expected Option Returns
errMANAGEMENT SCIENCE
IF4.9
err2024-09-23
err0
PREAI
errJeon, Yoontae; Kan, Raymond; Li, Gang
errShare
errSave
Model Comparison with Sharpe Ratios
errJOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS
IF2.8
err2019-08-09
err59
PREAI
errBarillas, Francisco; Kan, Raymond; Robotti, Cesare; Shanken, Jay
errShare
errSave
What Will the Likely Range of My Wealth Be?: Author Response
errFINANCIAL ANALYSTS JOURNAL
IF2.2
err2019-04-04
err0
PREAI
errKan, Raymond; Zhou, Guofu
errShare
errSave
What Will the Likely Range of My Wealth Be?
errFINANCIAL ANALYSTS JOURNAL
IF2.2
err2018-12-31
err4
PREAI
errKan, Raymond; Zhou, Guofu
errShare
errSave
Spurious Inference in Reduced-Rank Asset-Pricing Models
errECONOMETRICA
IF7.1
err2017-01-01
err31
errOAAI
errGospodinov, Nikolay; Kan, Raymond; Robotti, Cesare
errShare
errSave
Misspecification-Robust Inference in Linear Asset-Pricing Models with Irrelevant Risk Factors
errREVIEW OF FINANCIAL STUDIES
IF5.4
err2014-01-29
err67
PREAI
errGospodinov, Nikolay; Kan, Raymond; Robotti, Cesare
errShare
errSave
Pricing Model Performance and the Two-Pass Cross-Sectional Regression Methodology
errJOURNAL OF FINANCE
IF9.5
err2013-11-12
err168
errOAAI
errKan, Raymond; Robotti, Cesare; Shanken, Jay
errShare
errSave
Chi-squared tests for evaluation and comparison of asset pricing models
errJOURNAL OF ECONOMETRICS
IF4
err2013-03-01
err37
errOAAI
errGospodinov, Nikolay; Kan, Raymond; Robotti, Cesare
errShare
errSave
On the distribution of the sample autocorrelation coefficients
errJOURNAL OF ECONOMETRICS
IF4
err2010-02-01
err21
PREAI
errKan, Raymond; Wang, Xiaolu
errShare
errSave
Optimal portfolio choice with parameter uncertainty
errJOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS
IF2.8
err2009-04-06
err377
PREAI
errKan, Raymond; Zhou, Guofu
errShare
errSave
Model Comparison Using the Hansen-Jagannathan Distance
errREVIEW OF FINANCIAL STUDIES
IF5.4
err2008-11-01
err63
errOAAI
errKan, Raymond; Robotti, Cesare
errShare
errSave
Two-pass tests of asset pricing models with useless factors
errJOURNAL OF FINANCE
IF9.5
err2003-05-06
err147
PREAI
errKan, R; Zhang, C
errShare
errSave
A critique of the stochastic discount factor methodology
errJOURNAL OF FINANCE
IF9.5
err2002-12-17
err36
errOAAI
errKan, R; Zhou, GF
errShare
errSave
Tests of the relations among marketwide factors, firm-specific variables, and stock returns using a conditional asset pricing model
errJOURNAL OF FINANCE
IF9.5
err1996-12-01
err23
PREAI
errHe, J; Kan, R; Ng, LL; Zhang, C
errShare
errSave
ARE THE DISCOUNTS ON CLOSED-END FUNDS A SENTIMENT INDEX
errJOURNAL OF FINANCE
IF9.5
err1993-06-01
err104
PREAI
errCHEN, NF; KAN, R; MILLER, MH
errShare
errSave
YES, DISCOUNTS ON CLOSED-END FUNDS ARE A SENTIMENT INDEX - A REJOINDER
errJOURNAL OF FINANCE
IF9.5
err1993-06-01
err10
PREAI
errCHEN, NF; KAN, R; MILLER, MH
errShare
errSave

Research Directions

No research directions
Co-authors
Cooperation Journals
G
Guofu Zhou
H-index: 53 · Papers: 301
J
Jay Shanken
H-index: 38 · Papers: 78
N
Nai‐Fu Chen
H-index: 24 · Papers: 94
N
Nikolay Gospodinov
H-index: 23 · Papers: 149
C
Chu Zhang
H-index: 22 · Papers: 117
View more