Concepedia

Cesare Robotti

CR

Statistics

Publications

31

Citations

1.5K

H-Index

20

Active since

2001

Affiliations

University of Toronto(Current)

Federal Reserve Bank of Atlanta

University of Warwick

National Bureau of Economic Research

Cesare Robotti is an author at University of Toronto specializing in finance, business, and economics.

Top concepts

FinanceBusinessAsset PricingEconomicsFinancial EconomicsEconomic AnalysisEmpirical FinanceStatisticsEconometricsManagement

Publications per year

2001–2023

30

Publications

31

Pricing Model Performance and the Two‐Pass Cross‐Sectional Regression Methodology

Raymond Kan, Cesare Robotti, Jay Shanken · The Journal of Finance · 2013 · 306 citations

Empirical Finance, Economics, Financial Economics +15

Model Comparison with Sharpe Ratios

Francisco Barillas, Raymond Kan, Cesare Robotti et al. · Journal of Financial and Quantitative Analysis · 2019 · 146 citations

Empirical Finance, Economics, Asset Pricing +14

Misspecification-Robust Inference in Linear Asset-Pricing Models with Irrelevant Risk Factors

Nikolay Gospodinov, Raymond Kan, Cesare Robotti · Review of Financial Studies · 2014 · 124 citations

Empirical Finance, Misspecification-robust Inference, Financial Mathematics +17

Priced risk in corporate bonds

Alexander Dickerson, Philippe Mueller, Cesare Robotti · Journal of Financial Economics · 2023 · 97 citations · Full text

On Moments of Folded and Truncated Multivariate Normal Distributions

Raymond Kan, Cesare Robotti · Journal of Computational and Graphical Statistics · 2017 · 87 citations

Engineering, Integrable Probability, Gaussian Process +7

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