Cesare Robotti

Finance · 2012–2019

A researcher in the Science corpus: 3 papers; trusts 8 researchers and is trusted by 4 researchers here, as inferred from the citation graph.

Subfields

• Finance — 17 citations into it; #6,487 of 10,518 by trust here, #7,251 by citations
• Economics and Econometrics — 15 citations into it; #14,087 of 23,481 by trust here, #17,346 by citations
• Accounting — 7 citations into it
• Statistics and Probability — 7 citations into it
• Management Science and Operations Research — 5 citations into it

Whom Cesare Robotti trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Eugene F. Fama
2. Halbert White
3. Q. Vuong
4. P. R. Hansen
5. Christoph Memmel
6. Jonathan A. Parker
7. Kenneth R. French
8. J. Robin

Who trusts Cesare Robotti overall

1. F. Kleibergen
2. Francisco Barillas
3. Zhaoguo Zhan

Papers from Cesare Robotti's perspective

Ordered by how strongly the researchers Cesare Robotti trusts endorse each paper. Same corpus, a different order for every researcher.

1. A Reality Check for Data Snooping
2. CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*
3. Consumption Risk and the Cross Section of Expected Returns (Journal of Political Economy)
4. Performance Hypothesis Testing with the Sharpe Ratio
5. TESTS OF RANK (Econometric Theory)
6. Likelihood Ratio Tests for Model Selection and Non-Nested Hypotheses
7. Comparing Asset Pricing Models
8. A five-factor asset pricing model
9. Nonlinear Statistical Models
10. A Test for Superior Predictive Ability

Their papers

• Pricing Model Performance and the Two-Pass Cross-Sectional Regression Methodology (2012) — 290 citations
• Model Comparison with Sharpe Ratios (2019) — 102 citations
• Chi-Squared Tests for Evaluation and Comparison of Asset Pricing Models (2013) — 54 citations