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Kan, Raymond
30
Robotti, Cesare
15
Gospodinov, Nikolaj
7
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6
Hillier, Grant H.
4
Wang, Xiaolu
4
Antoine, Bertille
2
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2
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2
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2
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2
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2
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1
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1
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1
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1
Properties of the inverse of a noncentral wishart matrix
Hillier, Grant H.
;
Kan, Raymond
- In:
Econometric theory
38
(
2022
)
6
,
pp. 1092-1116
Persistent link: https://www.econbiz.de/10013539293
Saved in:
2
Optimal portfolio choice with estimation risk : no risk-free asset case
Kan, Raymond
;
Wang, Xiaolu
;
Zhuo, Guofu
- In:
Management science : journal of the Institute for …
68
(
2022
)
3
,
pp. 2047-2068
Persistent link: https://www.econbiz.de/10013262911
Saved in:
3
Moments of a Wishart matrix
Hillier, Grant H.
;
Kan, Raymond
- In:
Journal of quantitative economics
19
(
2021
),
pp. 141-162
Persistent link: https://www.econbiz.de/10013441714
Saved in:
4
Comment on: pseudo-true SDFs in conditional asset pricing models
Kan, Raymond
;
Robotti, Cesare
- In:
Journal of financial econometrics
18
(
2020
)
4
,
pp. 729-735
Persistent link: https://www.econbiz.de/10012405518
Saved in:
5
Rejoinder on: pseudo-true SDFs in conditional asset pricing models
Antoine, Bertille
;
Proulx, Kevin
;
Renault, Eric
- In:
Journal of financial econometrics
18
(
2020
)
4
,
pp. 776-790
Persistent link: https://www.econbiz.de/10012405523
Saved in:
6
Model comparison with sharpe ratios
Barillas, Francisco
;
Kan, Raymond
;
Robotti, Cesare
; …
- In:
Journal of financial and quantitative analysis : JFQA
55
(
2020
)
6
,
pp. 1840-1874
Persistent link: https://www.econbiz.de/10012307548
Saved in:
7
Too good to be true? Fallacies in evaluating risk factor models
Gospodinov, Nikolaj
;
Kan, Raymond
;
Robotti, Cesare
- In:
Journal of financial economics
132
(
2019
)
2
,
pp. 451-471
Persistent link: https://www.econbiz.de/10012136929
Saved in:
8
Asymptotic variance approximations for invariant estimators in uncertain asset-pricing models
Gospodinov, Nikolaj
;
Kan, Raymond
;
Robotti, Cesare
- In:
Econometric reviews
37
(
2018
)
6/10
,
pp. 695-718
Persistent link: https://www.econbiz.de/10012040404
Saved in:
9
Spurious inference in reduced-rank asset-pricing models
Gospodinov, Nikolaj
;
Kan, Raymond
;
Robotti, Cesare
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
5
,
pp. 1613-1628
Persistent link: https://www.econbiz.de/10011791596
Saved in:
10
Modeling non-normality using multivariate t : implications for asset pricing
Kan, Raymond
;
Zhou, Guofu
- In:
China finance review international
7
(
2017
)
1
,
pp. 2-32
Persistent link: https://www.econbiz.de/10011797735
Saved in:
11
On the properties of the constrained Hansen-Jagannathan distance
Gospodinov, Nikolaj
;
Kan, Raymond
;
Robotti, Cesare
- In:
Journal of empirical finance
36
(
2016
),
pp. 121-150
Persistent link: https://www.econbiz.de/10011662813
Saved in:
12
The exact distribution of the Hansen-Jagannathan bound
Kan, Raymond
;
Robotti, Cesare
- In:
Management science : journal of the Institute for …
62
(
2016
)
7
,
pp. 1915-1943
Persistent link: https://www.econbiz.de/10011518611
Saved in:
13
Misspecification-robust inference in linear asset-pricing models with irrelevant risk factors
Gospodinov, Nikolaj
;
Kan, Raymond
;
Robotti, Cesare
- In:
The review of financial studies
27
(
2014
)
7
,
pp. 2139-2170
Persistent link: https://www.econbiz.de/10010443073
Saved in:
14
Generating functions and short recursions, with applications to the moments of quadratic forms in noncentral normal vectors
Hillier, Grant H.
;
Kan, Raymond
;
Wang, Xiaolu
- In:
Econometric theory
30
(
2014
)
2
,
pp. 436-473
Persistent link: https://www.econbiz.de/10010399754
Saved in:
15
Pricing model performance and the two-pass cross-sectional regression methodology
Kan, Raymond
;
Robotti, Cesare
;
Shanken, Jay
- In:
The journal of finance : the journal of the American …
68
(
2013
)
6
,
pp. 2617-2649
Persistent link: https://www.econbiz.de/10010237376
Saved in:
16
Chi-squared tests for evaluation and comparison of asset pricing models
Gospodinov, Nikolaj
;
Kan, Raymond
;
Robotti, Cesare
- In:
Journal of econometrics
173
(
2013
)
1
,
pp. 108-125
Persistent link: https://www.econbiz.de/10009719628
Saved in:
17
Further results on the limiting distribution of GMM sample moment conditions
Gospodinov, Nikolaj
;
Kan, Raymond
;
Robotti, Cesare
- In:
Journal of business & economic statistics : JBES ; a …
30
(
2012
)
4
,
pp. 494-504
Persistent link: https://www.econbiz.de/10009667053
Saved in:
18
Tests of mean-variance spanning
Kan, Raymond
;
Zhou, Guofu
- In:
Annals of economics and finance
13
(
2012
)
1
,
pp. 139-187
Persistent link: https://www.econbiz.de/10009558304
Saved in:
19
On the estimation of asset pricing models using univariate betas
Kan, Raymond
;
Robotti, Cesare
- In:
Economics letters
110
(
2011
)
2
,
pp. 117-121
Persistent link: https://www.econbiz.de/10009241683
Saved in:
20
On the distribution of the sample autocorrelation coefficients
Kan, Raymond
;
Wang, Xiaolu
- In:
Journal of econometrics
154
(
2010
)
2
,
pp. 101-121
Persistent link: https://www.econbiz.de/10003940080
Saved in:
21
Computationally efficient recursions for top-order invariant polynomials with applications
Hillier, Grant H.
;
Kan, Raymond
;
Wang, Xiaolu
- In:
Econometric theory
25
(
2009
)
1
,
pp. 211-242
Persistent link: https://www.econbiz.de/10003816226
Saved in:
22
What will the likely range of my wealth be?
Kan, Raymond
;
Zhou, Guofu
- In:
Financial analysts' journal : FAJ
65
(
2009
)
4
,
pp. 68-77
Persistent link: https://www.econbiz.de/10003867783
Saved in:
23
Model comparison using the Hansen-Jagannathan distance
Kan, Raymond
;
Robotti, Cesare
- In:
The review of financial studies
22
(
2009
)
9
,
pp. 3449-3490
Persistent link: https://www.econbiz.de/10003885706
Saved in:
24
Specification tests of asset pricing models using excess returns
Kan, Raymond
;
Robotti, Cesare
- In:
Journal of empirical finance
15
(
2008
)
5
,
pp. 816-838
Persistent link: https://www.econbiz.de/10003776354
Saved in:
25
The distribution of the sample minimum-variance frontier
Kan, Raymond
;
Smith, Daniel R.
- In:
Management science : journal of the Institute for …
54
(
2008
)
7
,
pp. 1364-1380
Persistent link: https://www.econbiz.de/10003755064
Saved in:
26
Optimal portfolio choice with parameter uncertainty
Kan, Raymond
;
Zhou, Guofu
- In:
Journal of financial and quantitative analysis : JFQA
42
(
2007
)
3
,
pp. 621-656
Persistent link: https://www.econbiz.de/10003527792
Saved in:
27
A new variance bound on the stochastic discount factor
Kan, Raymond
;
Zhou, Guofu
- In:
The journal of business : B
79
(
2006
)
2
,
pp. 941-961
Persistent link: https://www.econbiz.de/10003310426
Saved in:
28
GMM tests of stochastic doscount factor models with useless factors
Kan, Raymond
;
Zhang, Chu
- In:
Journal of financial economics
54
(
1999
)
1
,
pp. 103-127
Persistent link: https://www.econbiz.de/10001407070
Saved in:
29
Two-pass tests of asset pricing models with useless factors
Kan, Raymond
;
Zhang, Chu
- In:
The journal of finance : the journal of the American …
54
(
1999
)
1
,
pp. 203-235
Persistent link: https://www.econbiz.de/10001355207
Saved in:
30
A critique of the stochastic discount factor methodology
Kan, Raymond
;
Zhou, Guofu
- In:
The journal of finance : the journal of the American …
54
(
1999
)
4
,
pp. 1221-1248
Persistent link: https://www.econbiz.de/10001395748
Saved in:
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