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DateTitle Authors
2006 Specification tests of asset pricing models using excess returnsKan, Raymond / Robotti, Cesare
2012 Analytical solution for the constrained Hansen-Jagannathan distance under multivariate ellipticityGospodinov, Nikolay / Kan, Raymond / Robotti, Cesare
2009 Pricing model performance and the two-pass cross-sectional regression methodologyKan, Raymond / Robotti, Cesare / Shanken, Jay
2009 A note on the estimation of asset pricing models using simple regression betasKan, Raymond / Robotti, Cesare
2008 The exact distribution of the Hansen-Jagannathan boundKan, Raymond / Robotti, Cesare
2013 What do the Fama-French Factors Add to C-CAPM?Abhakorn, Pongrapeeporn / Smith, Peter N. / Wickens, Michael
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

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