Raymond Kan

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List of research outcomes

Publication	Date of Publication	Type
Further Results on the Limiting Distribution of GMM Sample Moment Conditions	2025-01-20	Paper
PROPERTIES OF THE INVERSE OF A NONCENTRAL WISHART MATRIX	2022-12-23	Paper
Asymptotic variance approximations for invariant estimators in uncertain asset-pricing models	2022-03-09	Paper
The densities and distributions of the largest eigenvalue and the trace of a Beta–Wishart matrix	2021-11-19	Paper
On computing Schur functions and series thereof	2019-11-21	Paper
Densities of the extreme eigenvalues of Beta–MANOVA matrices	2019-09-23	Paper
Spurious Inference in Reduced-Rank Asset-Pricing Models	2019-02-01	Paper
Chi-squared tests for evaluation and comparison of asset pricing models	2017-05-12	Paper
On the distribution of the sample autocorrelation coefficients	2016-07-25	Paper
On distributions of ratios	2016-04-05	Paper
Generating functions and short recursions, with applications to the moments of quadratic forms in noncentral normal vectors	2014-09-05	Paper
On the moments of ratios of quadratic forms in normal random variables	2014-01-10	Paper
Generating functions and short recursions, with applications to the moments of quadratic forms in noncentral normal vectors	2013-10-17	Paper
On the moments of ratios of quadratic forms in normal random variables	2013-05-01	Paper
The Distribution of the Sample Minimum-Variance Frontier	2012-02-29	Paper
Evaluation of Asset Pricing Models Using Two-Pass Cross-Sectional Regressions	2012-01-10	Paper
On the estimation of asset pricing models using univariate betas	2011-03-22	Paper
COMPUTATIONALLY EFFICIENT RECURSIONS FOR TOP-ORDER INVARIANT POLYNOMIALS WITH APPLICATIONS	2010-04-08	Paper
From moments of sum to moments of product	2008-03-11	Paper

Research outcomes over time

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