Robust Inference in Linear Asset Pricing Models

2012 ◽  
Author(s):  
Nikolay Gospodinov ◽  
Raymond Kan ◽  
Cesare Robotti
Keyword(s):  
Asset Pricing ◽  
Robust Inference ◽  
Pricing Models ◽  
Asset Pricing Models

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

2014 ◽  
Vol 27 (7) ◽  
pp. 2139-2170 ◽  
Author(s):  
Nikolay Gospodinov ◽  
Raymond Kan ◽  
Cesare Robotti
Keyword(s):  
Risk Factors ◽  
Asset Pricing ◽  
Robust Inference ◽  
Pricing Models ◽  
Asset Pricing Models

Implications of Predictability Across Horizons for Asset Pricing Models

2012 ◽  
Author(s):  
Carlo A. Favero ◽  
Fulvio Ortu ◽  
Andrea Tamoni ◽  
Haoxi Yang
Keyword(s):  
Asset Pricing ◽  
Pricing Models ◽  
Asset Pricing Models

Asset Pricing Models? - A Different Approach!

2013 ◽  
Author(s):  
Vladislav Vacek ◽  
Robert Gottfried Kuklik
Keyword(s):  
Asset Pricing ◽  
Pricing Models ◽  
Asset Pricing Models
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