Valentina Raponi

Imperial College Business School

South Kensington Campus

Exhibition Road

London SW7 2AZ, SW7 2AZ

United Kingdom

IESE Business School

Avenida Pearson 21

Barcelona, 08034

Spain

SCHOLARLY PAPERS

3

DOWNLOADS

464

SSRN CITATIONS
Rank 10,423

SSRN RANKINGS

Top 10,423

in Total Papers Citations

114

CROSSREF CITATIONS

5

Scholarly Papers (3)

1.

Testing Beta-Pricing Models Using Large Cross-Sections

Number of pages: 58 Posted: 28 Feb 2017
Valentina Raponi, Valentina Raponi, Cesare Robotti and Paolo Zaffaroni
IESE Business SchoolImperial College Business School, Imperial College Business School and Imperial College Business School
Downloads 292 (136,138)
Citation 13

Abstract:

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beta-pricing models, ex-post risk premia, two-pass cross-sectional regression, large $N$ asymptotics, specification test; unbalanced panel

2.

Robust Portfolio Choice

Number of pages: 63 Posted: 01 Oct 2021 Last Revised: 03 Nov 2021
Valentina Raponi, Valentina Raponi, Raman Uppal and Paolo Zaffaroni
IESE Business SchoolImperial College Business School, EDHEC Business School and Imperial College Business School
Downloads 157 (244,103)

Abstract:

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Model misspecification, factor models, factor investing, alpha, beta, latent asset demand

3.

Short Term Forecasts of Economic Activity: Are Fortnightly Factors Useful?

Bank of Italy Temi di Discussione (Working Paper) No. 1177
Number of pages: 40 Posted: 12 Jul 2018
Libero Monteforte, Valentina Raponi and Valentina Raponi
Bank of Italy and IESE Business SchoolImperial College Business School
Downloads 15 (695,446)
Citation 83

Abstract:

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factor models, Kalman filter, temporal disaggregation, mixed frequency data, forecasting