Cesare Robotti - Publications, H-index & Citations

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Cesare Robotti

University of Warwick

20H-index

88Paper Count

1.7KCitation Count

Published Papers 9

Publication Date

Priced risk in corporate bonds *

JOURNAL OF FINANCIAL ECONOMICS

IF12

2023-11-01

PREAI

Dickerson, Alexander; Mueller, Philippe; Robotti, Cesare

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Model Comparison with Sharpe Ratios

JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS

IF2.8

2019-08-09

PREAI

Barillas, Francisco; Kan, Raymond; Robotti, Cesare; Shanken, Jay

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Testing Beta-Pricing Models Using Large Cross-Sections

REVIEW OF FINANCIAL STUDIES

IF5.4

2019-07-01

OAAI

Raponi, Valentina; Robotti, Cesare; Zaffaroni, Paolo

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Too good to be true? Fallacies in evaluating risk factor models

JOURNAL OF FINANCIAL ECONOMICS

IF12

2019-05-01

OAAI

Gospodinov, Nikolay; Kan, Raymond; Robotti, Cesare

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Spurious Inference in Reduced-Rank Asset-Pricing Models

ECONOMETRICA

IF7.1

2017-01-01

OAAI

Gospodinov, Nikolay; Kan, Raymond; Robotti, Cesare

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Misspecification-Robust Inference in Linear Asset-Pricing Models with Irrelevant Risk Factors

REVIEW OF FINANCIAL STUDIES

IF5.4

2014-01-29

PREAI

Gospodinov, Nikolay; Kan, Raymond; Robotti, Cesare

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Pricing Model Performance and the Two-Pass Cross-Sectional Regression Methodology

JOURNAL OF FINANCE

IF9.5

2013-11-12

168

OAAI

Kan, Raymond; Robotti, Cesare; Shanken, Jay

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Chi-squared tests for evaluation and comparison of asset pricing models

JOURNAL OF ECONOMETRICS

IF4

2013-03-01

OAAI

Gospodinov, Nikolay; Kan, Raymond; Robotti, Cesare

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Model Comparison Using the Hansen-Jagannathan Distance

REVIEW OF FINANCIAL STUDIES

IF5.4

2008-11-01

OAAI

Kan, Raymond; Robotti, Cesare

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Research Directions