| Optimal portfolio choice with parameter uncertainty R Kan, G Zhou Journal of Financial and Quantitative Analysis 42 (3), 621-656, 2007 | 803 | 2007 |
| Pricing model performance and the two‐pass cross‐sectional regression methodology R Kan, C Robotti, J Shanken The Journal of Finance 68 (6), 2617-2649, 2013 | 405 | 2013 |
| Two‐pass tests of asset pricing models with useless factors R Kan, C Zhang the Journal of Finance 54 (1), 203-235, 1999 | 399 | 1999 |
| Are the discounts on closed-end funds a sentiment index? NF Chen, R Kan, MH Miller The Journal of Finance 48 (2), 795-800, 1993 | 373 | 1993 |
| Tests of mean-variance spanning R Kan, GF Zhou AFA 2001 New Orleans Meetings, OLIN Working Paper, 2008 | 261 | 2008 |
| Model comparison using the Hansen-Jagannathan distance R Kan, C Robotti The Review of Financial Studies 22 (9), 3449-3490, 2009 | 169 | 2009 |
| Misspecification-robust inference in linear asset-pricing models with irrelevant risk factors N Gospodinov, R Kan, C Robotti The Review of Financial Studies 27 (7), 2139-2170, 2014 | 145 | 2014 |
| From moments of sum to moments of product R Kan Journal of Multivariate Analysis 99 (3), 542-554, 2008 | 144 | 2008 |
| The distribution of the sample minimum-variance frontier R Kan, DR Smith Management Science 54 (7), 1364-1380, 2008 | 143 | 2008 |
| Model comparison with Sharpe ratios F Barillas, R Kan, C Robotti, J Shanken Journal of Financial and Quantitative Analysis 55 (6), 1840-1874, 2020 | 132 | 2020 |
| A critique of the stochastic discount factor methodology R Kan, G Zhou The Journal of finance 54 (4), 1221-1248, 1999 | 130 | 1999 |
| GMM tests of stochastic discount factor models with useless factors R Kan, C Zhang Journal of Financial Economics 54 (1), 103-127, 1999 | 127 | 1999 |
| Specification tests of asset pricing models using excess returns R Kan, C Robotti Journal of Empirical Finance 15 (5), 816-838, 2008 | 106 | 2008 |
| On moments of folded and truncated multivariate normal distributions R Kan, C Robotti Journal of Computational and Graphical Statistics 26 (4), 930-934, 2017 | 92 | 2017 |
| Expected return and the bid-ask spread NF Chen, R Kan Center for Research in Security Prices, Graduate School of Business …, 1989 | 92 | 1989 |
| Modeling non-normality using multivariate t: implications for asset pricing R Kan, G Zhou China Finance Review International 7 (1), 2-32, 2017 | 84 | 2017 |
| Tests of the relations among marketwide factors, firm‐specific variables, and stock returns using a conditional asset pricing model J He, R Kan, L Ng, C Zhang The Journal of Finance 51 (5), 1891-1908, 1996 | 80 | 1996 |
| Chi-squared tests for evaluation and comparison of asset pricing models N Gospodinov, R Kan, C Robotti Journal of Econometrics 173 (1), 108-125, 2013 | 75 | 2013 |
| Spurious inference in reduced‐rank asset‐pricing models N Gospodinov, R Kan, C Robotti Econometrica 85 (5), 1613-1628, 2017 | 60 | 2017 |
| Tests of mean-variance spanning R Kan, G Zhou CEMA Working Papers, 2001 | 59 | 2001 |
Nikolay GospodinovFederal Reserve Bank of AtlantaVerified email at atl.frb.org
