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DateTitle Authors
2009 A note on the estimation of asset pricing models using simple regression betasKan, Raymond / Robotti, Cesare
2009 Pricing model performance and the two-pass cross-sectional regression methodologyKan, Raymond / Robotti, Cesare / Shanken, Jay
2012 Analytical solution for the constrained Hansen-Jagannathan distance under multivariate ellipticityGospodinov, Nikolay / Kan, Raymond / Robotti, Cesare
2010 Blockholder dispersion and firm valueKonijn, Sander J. J. / Kräussl, Roman / Lucas, André
2010 Risk and expected returns of private equity investments: Evidence based on market pricesJegadeesh, Narasimhan / Kräussl, Roman / Pollet, Joshua
2005 Stock returns and expected business conditions: Half a century of direct evidenceCampbell, Sean D. / Diebold, Francis X.
2005 A framework for exploring the macroeconomic determinants of systematic riskAndersen, Torben G. / Bollerslev, Tim / Diebold, Francis X. / Wu, Jin
2006 Einflussfaktoren von Immobilienpreisen bei RenditeobjektenFest, Martin / Gürtler, Marc / Heithecker, Dirk
2007 Model comparison using the Hansen-Jagannathan distanceKan, Raymond / Robotti, Cesare
2006 Specification tests of asset pricing models using excess returnsKan, Raymond / Robotti, Cesare

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