Browsing All of EconStor by Author Kan, Raymond


Showing results 1 to 17 of 17
Year of PublicationTitleAuthor(s)
2006Specification tests of asset pricing models using excess returnsKan, Raymond; Robotti, Cesare
2007Model comparison using the Hansen-Jagannathan distanceKan, Raymond; Robotti, Cesare
2008Computationally efficient recursions for top-order invariant polynomials with applicationsHillier, Grant; Kan, Raymond; Wang, Xiaolu
2008Generating functions and short recursions, with applications to the moments of quadratic forms in noncentral normal vectorsHillier, Grant; Kan, Raymond; Wang, Xiaolu
2008The exact distribution of the Hansen-Jagannathan boundKan, Raymond; Robotti, Cesare
2009A note on the estimation of asset pricing models using simple regression betasKan, Raymond; Robotti, Cesare
2009Pricing model performance and the two-pass cross-sectional regression methodologyKan, Raymond; Robotti, Cesare; Shanken, Jay
2010On the Hansen-Jagannathan distance with a no-arbitrage constraintGospodinov, Nikolay; Kan, Raymond; Robotti, Cesare
2010Further results on the limiting distribution of GMM sample moment conditionsGospodinov, Nikolay; Kan, Raymond; Robotti, Cesare
2011Chi-squared tests for evaluation and comparison of asset pricing modelsGospodinov, Nikolay; Kan, Raymond; Robotti, Cesare
2012Analytical solution for the constrained Hansen-Jagannathan distance under multivariate ellipticityGospodinov, Nikolay; Kan, Raymond; Robotti, Cesare
2012Robust iInference in linear asset pricing modelsGospodinov, Nikolay; Kan, Raymond; Robotti, Cesare
2013Misspecification-robust inference in linear asset pricing models with irrelevant risk factorsGospodinov, Nikolay; Kan, Raymond; Robotti, Cesare
2014Spurious inference in unidentified asset-pricing modelsGospodinov, Nikolay; Kan, Raymond; Robotti, Cesare
2014On Distributions of RatiosBroda, Simon A.; Kan, Raymond
2015Asymptotic variance approximations for invariant estimators in uncertain asset-pricing modelsGospodinov, Nikolay; Kan, Raymond; Robotti, Cesare
2017Too good to be true? Fallacies in evaluating risk factor modelsGospodinov, Nikolaj; Kan, Raymond; Robotti, Cesare