Access Statistics for Cesare Robotti

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
A note on the estimation of asset pricing models using simple regression betas	4	7	24	24	9	15	35	35
Asset-pricing models and economic risk premia: a decomposition	2	4	16	130	6	14	58	479
Dynamic strategies, asset pricing models, and the out-of-sample performance of the tangency portfolio	2	4	16	207	5	17	89	885
Mimicking portfolios, economic risk premia, and tests of multi-beta models	4	7	19	103	7	11	43	259
Minimum-Variance Kernels and Economic Risk Premia	1	2	6	154	4	12	40	658
Minimum-variance kernels, economic risk premia, and tests of multi-beta models	0	0	5	141	2	8	32	480
Model comparison using the Hansen-Jagannathan distance	1	6	20	67	2	12	56	164
Playing the field: Geomagnetic storms and international stock markets	3	8	32	243	13	28	101	763
Pricing model performance and the two-pass cross-sectional regression methodology	5	16	31	31	14	43	83	83
Specification tests of asset pricing models using excess returns	2	6	13	78	9	21	62	254
The exact distribution of the Hansen-Jagannathan bound	1	7	22	39	13	36	87	124
The price of inflation and foreign exchange risk in international equity markets	2	4	13	219	4	10	38	840
Total Working Papers	27	71	217	1,436	88	227	724	5,024

Journal Article	File Downloads				Abstract Views
Journal Article	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
Asset returns and economic risk	2	3	9	19	4	12	34	69
Financial market frictions	1	1	10	20	1	1	28	52
Mimicking Portfolios, Economic Risk Premia, and Tests of Multi-Beta Models	0	4	9	9	0	9	23	23
Model Comparison Using the Hansen-Jagannathan Distance	0	1	1	1	5	11	11	11
Specification tests of asset pricing models using excess returns	2	3	8	8	4	11	28	28
The news in financial asset returns	0	0	0	6	2	4	26	110
Total Journal Articles	5	12	37	63	16	48	150	293

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Statistics updated 2009-12-07