Tolga Cenesizoglu
Economics and Econometrics · 2012
A researcher in the Science corpus: 1 paper; trusts 3 researchers and is trusted by 0 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 12 citations into it
- Finance — 12 citations into it
Whom Tolga Cenesizoglu trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Papers from Tolga Cenesizoglu's perspective
Ordered by how strongly the researchers Tolga Cenesizoglu trusts endorse each paper. Same corpus, a different order for every researcher.
- A Comprehensive Look at the Empirical Performance of Equity Premium Prediction
- Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average?
- A note on some limitations of CRRA utility
- Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles
- A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
- In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use? (Social Science Research Network)
- The Equity Premium
- Illiquidity and Stock Returns: Cross-Section and Time-Series Effects
- Rare Disasters and Asset Markets in the Twentieth Century
- Contemporary Bayesian Econometrics and Statistics
Their papers
- Do Return Prediction Models Add Economic Value (2012) — 179 citations