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Information about:
Cesare Robotti

Personal Details | Affiliation | Works
This is information that was supplied by Cesare Robotti in registering through RePEc. If you are Cesare Robotti , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

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Personal Details

First Name: Cesare
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Last Name: Robotti
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RePEc Short-ID: pro442

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Affiliation

(in no particular order)

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Raymond Kan & Cesare Robotti, 2009. "A note on the estimation of asset pricing models using simple regression betas," Working Paper 2009-12, Federal Reserve Bank of Atlanta. [Downloadable!]

  2. Raymond Kan & Cesare Robotti & Jay Shanken, 2009. "Pricing model performance and the two-pass cross-sectional regression methodology," Working Paper 2009-11, Federal Reserve Bank of Atlanta. [Downloadable!]

  3. Raymond Kan & Cesare Robotti, 2008. "The exact distribution of the Hansen-Jagannathan bound," Working Paper 2008-09, Federal Reserve Bank of Atlanta. [Downloadable!]

  4. Raymond Kan & Cesare Robotti, 2007. "Model comparison using the Hansen-Jagannathan distance," Working Paper 2007-04, Federal Reserve Bank of Atlanta. [Downloadable!]

  5. Raymond Kan & Cesare Robotti, 2006. "Specification tests of asset pricing models using excess returns," Working Paper 2006-10, Federal Reserve Bank of Atlanta. [Downloadable!]
    Published as:

  6. Pierluigi Balduzzi & Cesare Robotti, 2005. "Mimicking portfolios, economic risk premia, and tests of multi-beta models," Working Paper 2005-04, Federal Reserve Bank of Atlanta. [Downloadable!]
    Published as:

  7. Pierluigi Balduzzi & Cesare Robotti, 2005. "Asset-pricing models and economic risk premia: a decomposition," Working Paper 2005-13, Federal Reserve Bank of Atlanta. [Downloadable!]

  8. Anna Krivelyova & Cesare Robotti, 2003. "Playing the field: Geomagnetic storms and international stock markets," Working Paper 2003-5a, Federal Reserve Bank of Atlanta. [Downloadable!]

  9. Cesare Robotti, 2003. "Dynamic strategies, asset pricing models, and the out-of-sample performance of the tangency portfolio," Working Paper 2003-6, Federal Reserve Bank of Atlanta. [Downloadable!]

  10. Pierluigi Balduzzi & Cesare Robotti, 2001. "Minimum-variance kernels, economic risk premia, and tests of multi-beta models," Working Paper 2001-24, Federal Reserve Bank of Atlanta. [Downloadable!]

  11. Cesare Robotti, 2001. "The price of inflation and foreign exchange risk in international equity markets," Working Paper 2001-26, Federal Reserve Bank of Atlanta. [Downloadable!]

  12. Cesare Robotti & Pierluigi Balduzzi, 1999. "Minimum-Variance Kernels and Economic Risk Premia," Computing in Economics and Finance 1999 953, Society for Computational Economics. [Downloadable!]

Articles

  1. 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. [Downloadable!] (restricted)
    Other versions:

  2. 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. [Downloadable!] (restricted)
    Other versions:

  3. Ramon P. DeGennaro & Cesare Robotti, 2007. "Financial market frictions," Economic Review, Federal Reserve Bank of Atlanta, issue Q 3, pages 1-16. [Downloadable!]

  4. Gerald P. Dwyer & Cesare Robotti, 2004. "The news in financial asset returns," Economic Review, Federal Reserve Bank of Atlanta, issue Q 1, pages 1 - 23.

  5. Cesare Robotti, 2002. "Asset returns and economic risk," Economic Review, Federal Reserve Bank of Atlanta, issue Q2, pages 13-25. [Downloadable!]

NEP Fields

12 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CFN: Corporate Finance (1) 1999-07-12
  2. NEP-ECM: Econometrics (5) 2005-05-23 2006-09-16 2007-03-31 2008-04-12 2009-04-05 Author is listed
  3. NEP-FIN: Finance (4) 1999-07-12 2003-05-08 2003-05-08 2005-05-23 Author is listed
  4. NEP-FMK: Financial Markets (5) 2002-02-15 2002-02-15 2003-05-08 2005-09-11 2006-09-16 Author is listed
  5. NEP-IFN: International Finance (1) 2002-02-15
  6. NEP-KNM: Knowledge Management & Knowledge Economy (1) 2006-09-16
  7. NEP-PKE: Post Keynesian Economics (2) 2002-02-15 2002-02-15
  8. NEP-RMG: Risk Management (2) 2005-05-23 2007-03-31
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This page was last updated on 2009-11-5.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.