IDEAS home Printed from https://ideas.repec.org/f/pro442.html
   My authors  Follow this author

Cesare Robotti

Personal Details

First Name:Cesare
Middle Name:
Last Name:Robotti
Suffix:
RePEc Short-ID:pro442
Terminal Degree:2002 Department of Economics; Boston College (from RePEc Genealogy)

Affiliation

Federal Reserve Bank of Atlanta

Atlanta, Georgia (United States)
http://www.frbatlanta.org/

: 404-521-8500

1000 Peachtree St., N.E., Atlanta, Georgia 30309
RePEc:edi:frbatus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Nikolay Gospodinov & Raymond Kan & Cesare Robotti, 2017. "Too Good to Be True? Fallacies in Evaluating Risk Factor Models," FRB Atlanta Working Paper 2017-9, Federal Reserve Bank of Atlanta.
  2. Nikolay Gospodinov & Raymond Kan & Cesare Robotti, 2015. "Asymptotic variance approximations for invariant estimators in uncertain asset-pricing models," FRB Atlanta Working Paper 2015-9, Federal Reserve Bank of Atlanta.
  3. Nikolay Gospodinov & Raymond Kan & Cesare Robotti, 2014. "Spurious Inference in Unidentified Asset-Pricing Models," FRB Atlanta Working Paper 2014-12, Federal Reserve Bank of Atlanta.
  4. Nikolay Gospodinov & Raymond Kan & Cesare Robotti, 2013. "Misspecification-robust inference in linear asset pricing models with irrelevant risk factors," FRB Atlanta Working Paper 2013-09, Federal Reserve Bank of Atlanta.
  5. Raymond Kan & Cesare Robotti & Jay Shanken, 2009. "Pricing model performance and the two-pass cross-sectional regression methodology," FRB Atlanta Working Paper 2009-11, Federal Reserve Bank of Atlanta.
  6. Raymond Kan & Cesare Robotti, 2009. "A note on the estimation of asset pricing models using simple regression betas," FRB Atlanta Working Paper 2009-12, Federal Reserve Bank of Atlanta.
  7. Raymond Kan & Cesare Robotti, 2008. "The exact distribution of the Hansen-Jagannathan bound," FRB Atlanta Working Paper 2008-09, Federal Reserve Bank of Atlanta.
  8. Raymond Kan & Cesare Robotti, 2007. "Model comparison using the Hansen-Jagannathan distance," FRB Atlanta Working Paper 2007-04, Federal Reserve Bank of Atlanta.
  9. Raymond Kan & Cesare Robotti, 2006. "Specification tests of asset pricing models using excess returns," FRB Atlanta Working Paper 2006-10, Federal Reserve Bank of Atlanta.
  10. Pierluigi Balduzzi & Cesare Robotti, 2005. "Asset-pricing models and economic risk premia: a decomposition," FRB Atlanta Working Paper 2005-13, Federal Reserve Bank of Atlanta.
  11. Pierluigi Balduzzi & Cesare Robotti, 2005. "Mimicking portfolios, economic risk premia, and tests of multi-beta models," FRB Atlanta Working Paper 2005-04, Federal Reserve Bank of Atlanta.
  12. Cesare Robotti, 2003. "Dynamic strategies, asset pricing models, and the out-of-sample performance of the tangency portfolio," FRB Atlanta Working Paper 2003-6, Federal Reserve Bank of Atlanta.
  13. Anya Krivelyova & Cesare Robotti, 2003. "Playing the field: Geomagnetic storms and international stock markets," FRB Atlanta Working Paper 2003-5, Federal Reserve Bank of Atlanta.
  14. Pierluigi Balduzzi & Cesare Robotti, 2001. "Minimum-variance kernels, economic risk premia, and tests of multi-beta models," FRB Atlanta Working Paper 2001-24, Federal Reserve Bank of Atlanta.
  15. Cesare Robotti, 2001. "The price of inflation and foreign exchange risk in international equity markets," FRB Atlanta Working Paper 2001-26, Federal Reserve Bank of Atlanta.
  16. Cesare Robotti & Pierluigi Balduzzi, 1999. "Minimum-Variance Kernels and Economic Risk Premia," Computing in Economics and Finance 1999 953, Society for Computational Economics.

Articles

  1. Raymond Kan & Cesare Robotti, 2009. "Model Comparison Using the Hansen-Jagannathan Distance," Review of Financial Studies, Society for Financial Studies, vol. 22(9), pages 3449-3490, September.
  2. Balduzzi, Pierluigi & Robotti, Cesare, 2008. "Mimicking Portfolios, Economic Risk Premia, and Tests of Multi-Beta Models," Journal of Business & Economic Statistics, American Statistical Association, vol. 26, pages 354-368.
  3. Kan, Raymond & Robotti, Cesare, 2008. "Specification tests of asset pricing models using excess returns," Journal of Empirical Finance, Elsevier, vol. 15(5), pages 816-838, December.
  4. Cesare Robotti & Ramon P. DeGennaro, 2007. "Financial market frictions," Economic Review, Federal Reserve Bank of Atlanta, issue q3, pages 1-16.
  5. Cesare Robotti & Gerald P. Dwyer, 2004. "The news in financial asset returns," Economic Review, Federal Reserve Bank of Atlanta, issue q1, pages 1-23.
  6. Cesare Robotti, 2002. "Asset returns and economic risk," Economic Review, Federal Reserve Bank of Atlanta, issue q2, pages 13-25.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Co-authorship network on CollEc

Featured entries

This author is featured on the following reading lists, publication compilations or Wikipedia entries:
  1. Items authored by Boston College Economics alumni

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 13 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (8) 2005-05-23 2006-09-16 2007-03-31 2008-04-12 2009-04-05 2013-11-09 2015-11-07 2018-01-22. Author is listed
  2. NEP-FMK: Financial Markets (5) 2002-02-15 2002-02-15 2003-05-08 2005-09-11 2006-09-16. Author is listed
  3. NEP-PKE: Post Keynesian Economics (2) 2002-02-15 2002-02-15
  4. NEP-RMG: Risk Management (2) 2005-05-23 2007-03-31
  5. NEP-CFN: Corporate Finance (1) 1999-07-12
  6. NEP-IFN: International Finance (1) 2002-02-15
  7. NEP-KNM: Knowledge Management & Knowledge Economy (1) 2006-09-16
  8. NEP-ORE: Operations Research (1) 2015-11-07

Corrections

All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Cesare Robotti should log into the RePEc Author Service.

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.

IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.