Concepedia

Cesare Robotti

CR

31

Publications

1.5K

Citations

20

H-Index

2001

Active since

Affiliations

University of Toronto(Current)

Federal Reserve Bank of Atlanta

University of Warwick

Boston College

National Bureau of Economic Research

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

Top concepts

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

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Model Comparison with Sharpe Ratios

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

, , +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

, , +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

, , +7

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