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 0 2 9 408 2 9 32 1,669
A general multivariate threshold GARCH model with dynamic conditional correlations 0 0 1 211 2 2 11 456
A general multivariate threshold GARCH model with dynamic conditional correlations 0 0 2 336 1 2 6 777
Accurate Short-Term Yield Curve Forecasting using Functional Gradient Descent 0 0 4 164 1 3 20 507
Accurate Yield Curve Scenarios Generation using Functional Gradient Descent 0 0 4 206 0 2 14 691
Ambiguity Aversion and the Term Structure of Interest Rates 0 1 4 20 0 2 11 94
Ambiguity Aversion and the Term Structure of Interest Rates 0 0 1 114 1 1 5 310
GENERAL ANALYTICAL SOLUTIONS FOR MERTONS'S-TYPE CONSUMPTION-INVESTMENT PROBLEMS 1 1 3 104 1 1 9 359
Infinitesimal Robustness for Diffusions 0 0 0 49 0 0 2 116
Learning and Asset Prices under Ambiguous Information 0 1 2 177 2 4 13 531
Optimal Conditionally Unbiased Bounded-Influence Inference in Dynamic Location and Scale Models 0 0 0 25 1 1 1 133
Optimal Conditionally Unbiased Bounded-Influence Inference in Dynamic Location and Scale Models 0 0 0 40 3 4 14 241
Robust GMM Estimators and Tests for Models of the Term Structure of Interest Rates 0 0 0 2 1 1 6 511
Robust Resampling Methods for Time Series 0 0 10 46 2 4 21 107
Robust Subsampling 0 0 2 46 1 3 7 152
Robust Value at Risk Prediction 1 1 1 112 1 1 6 246
Robust Value at Risk Prediction 0 0 2 106 0 0 7 201
Taking Ambiguity to Reality: Robust Agents Cannot Trust the Data Too Much 0 2 4 7 2 13 24 36
Variance Covariance Orders and Median Preserving 0 0 1 26 0 2 7 127
Total Working Papers 2 8 50 2,199 21 55 216 7,264
1 registered items for which data could not be found


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 4 74 1 1 13 155
A Note on the Three-Portfolios Matching Problem 0 0 0 4 0 0 5 61
A geometric approach to multiperiod mean variance optimization of assets and liabilities 0 0 3 105 0 0 6 426
A note on robustness in Merton's model of intertemporal consumption and portfolio choice 0 0 2 98 1 1 7 284
Accurate Short-Term Yield Curve Forecasting using Functional Gradient Descent 0 0 1 6 0 0 4 53
Ambiguity Aversion and the Term Structure of Interest Rates 2 6 13 78 3 8 26 182
Asset prices with locally constrained-entropy recursive multiple-priors utility 0 2 5 31 1 3 9 96
Correlation Risk and Optimal Portfolio Choice 0 1 6 142 2 4 22 380
Equilibrium impact of value-at-risk regulation 0 1 2 50 0 1 9 159
Estimating and predicting multivariate volatility thresholds in global stock markets 0 0 2 83 0 0 7 257
Infinitesimal Robustness for Diffusions 0 0 0 5 0 0 1 18
Learning and Asset Prices Under Ambiguous Information 0 1 6 65 3 4 11 141
Optimal Conditionally Unbiased Bounded-Influence Inference in Dynamic Location and Scale Models 0 0 0 15 0 0 1 47
Robust GMM analysis of models for the short rate process 1 1 2 84 5 6 10 259
Robust GMM tests for structural breaks 1 1 7 75 3 4 16 169
Robust Value at Risk Prediction 0 3 11 28 1 5 21 84
Robust efficient method of moments 0 0 0 57 0 0 0 167
Robust inference with GMM estimators 0 0 8 133 0 0 13 276
Robust subsampling 0 2 6 17 1 3 14 58
Robustness and Ambiguity Aversion in General Equilibrium 0 0 2 97 0 0 10 311
Semiparametric Regression for the Applied Econometrician. Adonis Yatchew 0 1 2 96 2 3 10 197
Total Journal Articles 4 19 82 1,343 23 43 215 3,780


Statistics updated 2015-05-02