Access Statistics for Fabio Trojani

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Geometric Approach to Multiperiod Mean Variance Optimization of Assets and Liabilities 1 1 7 415 1 8 40 1,707
A general multivariate threshold GARCH model with dynamic conditional correlations 0 0 0 211 0 6 13 467
A general multivariate threshold GARCH model with dynamic conditional correlations 0 0 0 336 0 5 12 788
Accurate Short-Term Yield Curve Forecasting using Functional Gradient Descent 0 1 2 166 0 4 12 518
Accurate Yield Curve Scenarios Generation using Functional Gradient Descent 0 0 1 207 0 6 10 701
Ambiguity Aversion and the Term Structure of Interest Rates 0 0 2 22 0 1 7 101
Ambiguity Aversion and the Term Structure of Interest Rates 0 0 1 115 0 4 12 321
Ambiguity and Reality 1 1 5 18 4 12 26 32
Equilibrium Asset Pricing with Time-Varying Pessimism 0 0 0 0 0 0 0 0
GENERAL ANALYTICAL SOLUTIONS FOR MERTONS'S-TYPE CONSUMPTION-INVESTMENT PROBLEMS 0 0 1 104 0 2 7 365
Infinitesimal Robustness for Diffusions 0 0 1 50 0 5 9 125
Learning and Asset Prices under Ambiguous Information 0 0 0 177 0 0 12 541
Optimal Conditionally Unbiased Bounded-Influence Inference in Dynamic Location and Scale Models 0 0 0 40 0 7 21 259
Optimal Conditionally Unbiased Bounded-Influence Inference in Dynamic Location and Scale Models 0 1 1 26 0 2 6 138
Robust GMM Estimators and Tests for Models of the Term Structure of Interest Rates 0 0 0 2 0 0 5 515
Robust Resampling Methods for Time Series 0 1 3 49 0 7 12 117
Robust Subsampling 0 2 2 48 0 10 21 172
Robust Value at Risk Prediction 0 0 2 113 0 6 10 255
Robust Value at Risk Prediction 0 0 0 106 1 7 9 210
Taking Ambiguity to Reality: Robust Agents Cannot Trust the Data Too Much 0 0 1 8 2 10 20 54
Variance Covariance Orders and Median Preserving 0 0 1 27 0 2 10 137
Total Working Papers 2 7 30 2,240 8 104 274 7,523


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A General Multivariate Threshold GARCH Model With Dynamic Conditional Correlations 0 0 1 1 0 1 6 8
A General Multivariate Threshold GARCH Model With Dynamic Conditional Correlations 0 0 1 75 2 8 17 171
A Note on the Three-Portfolios Matching Problem 0 0 1 5 0 1 5 66
A geometric approach to multiperiod mean variance optimization of assets and liabilities 0 0 1 106 0 1 2 428
A note on robustness in Merton's model of intertemporal consumption and portfolio choice 0 0 1 99 0 0 6 289
Accurate Short-Term Yield Curve Forecasting using Functional Gradient Descent 0 0 0 6 0 0 1 54
Ambiguity Aversion and the Term Structure of Interest Rates 0 0 7 83 1 2 19 198
Asset prices with locally constrained-entropy recursive multiple-priors utility 0 0 0 31 0 1 4 99
Correlation Risk and Optimal Portfolio Choice 0 1 7 149 0 5 21 399
Equilibrium impact of value-at-risk regulation 0 0 0 50 0 1 2 161
Estimating and predicting multivariate volatility thresholds in global stock markets 0 0 0 83 2 2 5 262
Infinitesimal Robustness for Diffusions 0 0 0 5 0 1 2 20
Learning and Asset Prices Under Ambiguous Information 0 1 3 68 0 2 15 153
Optimal Conditionally Unbiased Bounded-Influence Inference in Dynamic Location and Scale Models 0 0 0 15 0 0 2 49
Robust GMM analysis of models for the short rate process 0 0 1 84 0 1 7 261
Robust GMM tests for structural breaks 0 0 3 77 0 0 15 181
Robust Value at Risk Prediction 0 0 1 29 0 0 5 88
Robust efficient method of moments 0 0 0 57 0 1 5 172
Robust inference with GMM estimators 0 1 2 135 0 2 6 282
Robust subsampling 1 1 2 19 1 8 14 71
Robustness and Ambiguity Aversion in General Equilibrium 0 0 2 99 0 0 4 315
Semiparametric Regression for the Applied Econometrician. Adonis Yatchew 0 0 3 99 0 0 8 203
When Uncertainty Blows in the Orchard: Comovement and Equilibrium Volatility Risk Premia 1 1 4 8 4 6 22 35
Total Journal Articles 2 5 40 1,383 10 43 193 3,965


Statistics updated 2016-04-02