Imperial College London

DrCesareRobotti

Business School

Associate Professor of Finance
 
 
 
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Contact

 

+44 (0)20 7594 2682c.robotti CV

 
 
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Location

 

5.0853 Prince's GateSouth Kensington Campus

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Summary

 

Summary

Cesare Robotti is an Associate Professor of Finance at Imperial College Business School. Before joining Imperial College London, Dr Robotti was a financial economist with the financial group of the research department of the Federal Reserve Bank of Atlanta. Dr Robotti concentrates his research on empirical asset pricing and portfolio management.

Dr Robotti has been an Affiliate Professor at EDHEC Business School, a teaching fellow at Boston College and an adjunct faculty member at Brandeis University. He has also worked in the dealing room of Novara International Bank in Luxembourg and as a financial analyst at Cariplo Bank in Milan, Italy.

He has published works in several mainstream academic journals such as the Journal of Finance, the Review of Financial Studies, Management Science, the Journal of Econometrics,  the Journal of Business and Economic Statistics, Econometric Reviews, and the Journal of Empirical Finance, and has presented his research at a number of professional conferences and academic institutions. He received a bachelor's degree in economic and social sciences and a master's of science in economics from L. Bocconi University of Milan. He earned a Master's degree and his Doctorate in economics from Boston College.

Selected Publications

Journal Articles

Robotti C, Gospodinov N, Kan R, Asymptotic Variance Approximations for Invariant Estimators in Uncertain Asset-Pricing Models, Econometric Reviews, ISSN:1532-4168

Gospodinov N, Kan R, Robotti C, 2016, On the properties of the constrained Hansen-Jagannathan distance, Journal of Empirical Finance, Vol:36, ISSN:0927-5398, Pages:121-150

Kan R, Robotti C, 2015, The Exact Distribution of the Hansen–Jagannathan Bound, Management Science, ISSN:0025-1909

Gospodinov N, Kan R, Robotti C, 2014, Misspecification-Robust Inference in Linear Asset-Pricing Models with Irrelevant Risk Factors, Review of Financial Studies, Vol:27, ISSN:0893-9454, Pages:2139-2170

Kan R, Robotti C, Shanken J, 2013, Pricing Model Performance and the Two-Pass Cross-Sectional Regression Methodology, Journal of Finance, Vol:68, ISSN:0022-1082, Pages:2617-2649

Gospodinov N, Kan R, Robotti C, 2012, Further Results on the Limiting Distribution of GMM Sample Moment Conditions, Journal of Business & Economic Statistics, Vol:30, ISSN:0735-0015, Pages:494-504

Gospodinov N, Kan R, Robotti C, 2013, Chi-squared tests for evaluation and comparison of asset pricing models, Journal of Econometrics, Vol:173, ISSN:0304-4076, Pages:108-125

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