Browsing All of EconStor by Author Kan, Raymond
Showing results 1 to 17 of 17
Year of Publication | Title | Author(s) |
2006 | Specification tests of asset pricing models using excess returns | Kan, Raymond; Robotti, Cesare |
2007 | Model comparison using the Hansen-Jagannathan distance | Kan, Raymond; Robotti, Cesare |
2008 | Computationally efficient recursions for top-order invariant polynomials with applications | Hillier, Grant; Kan, Raymond; Wang, Xiaolu |
2008 | Generating functions and short recursions, with applications to the moments of quadratic forms in noncentral normal vectors | Hillier, Grant; Kan, Raymond; Wang, Xiaolu |
2008 | The exact distribution of the Hansen-Jagannathan bound | Kan, Raymond; Robotti, Cesare |
2009 | A note on the estimation of asset pricing models using simple regression betas | Kan, Raymond; Robotti, Cesare |
2009 | Pricing model performance and the two-pass cross-sectional regression methodology | Kan, Raymond; Robotti, Cesare; Shanken, Jay |
2010 | On the Hansen-Jagannathan distance with a no-arbitrage constraint | Gospodinov, Nikolay; Kan, Raymond; Robotti, Cesare |
2010 | Further results on the limiting distribution of GMM sample moment conditions | Gospodinov, Nikolay; Kan, Raymond; Robotti, Cesare |
2011 | Chi-squared tests for evaluation and comparison of asset pricing models | Gospodinov, Nikolay; Kan, Raymond; Robotti, Cesare |
2012 | Analytical solution for the constrained Hansen-Jagannathan distance under multivariate ellipticity | Gospodinov, Nikolay; Kan, Raymond; Robotti, Cesare |
2012 | Robust iInference in linear asset pricing models | Gospodinov, Nikolay; Kan, Raymond; Robotti, Cesare |
2013 | Misspecification-robust inference in linear asset pricing models with irrelevant risk factors | Gospodinov, Nikolay; Kan, Raymond; Robotti, Cesare |
2014 | Spurious inference in unidentified asset-pricing models | Gospodinov, Nikolay; Kan, Raymond; Robotti, Cesare |
2014 | On Distributions of Ratios | Broda, Simon A.; Kan, Raymond |
2015 | Asymptotic variance approximations for invariant estimators in uncertain asset-pricing models | Gospodinov, Nikolay; Kan, Raymond; Robotti, Cesare |
2017 | Too good to be true? Fallacies in evaluating risk factor models | Gospodinov, Nikolaj; Kan, Raymond; Robotti, Cesare |