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 3 13 402 2 7 48 1,644
A general multivariate threshold GARCH model with dynamic conditional correlations 1 1 7 211 2 5 21 450
A general multivariate threshold GARCH model with dynamic conditional correlations 0 1 5 335 0 2 11 773
Accurate Short-Term Yield Curve Forecasting using Functional Gradient Descent 0 3 7 163 1 9 23 496
Accurate Yield Curve Scenarios Generation using Functional Gradient Descent 0 3 5 205 0 5 19 682
Ambiguity Aversion and the Term Structure of Interest Rates 0 1 2 114 1 2 10 307
Ambiguity Aversion and the Term Structure of Interest Rates 0 1 5 17 0 3 17 86
Equilibrium Asset Pricing with Time-Varying Pessimism 0 0 1 42 0 2 4 156
GENERAL ANALYTICAL SOLUTIONS FOR MERTONS'S-TYPE CONSUMPTION-INVESTMENT PROBLEMS 0 1 3 102 1 2 15 352
Infinitesimal Robustness for Diffusions 0 0 1 49 0 0 8 114
Learning and Asset Prices under Ambiguous Information 0 0 2 175 0 1 18 519
Optimal Conditionally Unbiased Bounded-Influence Inference in Dynamic Location and Scale Models 0 0 0 40 1 4 23 231
Optimal Conditionally Unbiased Bounded-Influence Inference in Dynamic Location and Scale Models 0 0 0 25 0 0 3 132
Robust GMM Estimators and Tests for Models of the Term Structure of Interest Rates 0 0 0 2 1 2 10 507
Robust Resampling Methods for Time Series 0 2 4 38 0 6 16 92
Robust Subsampling 0 0 0 44 0 1 9 146
Robust Value at Risk Prediction 0 0 3 111 1 4 21 244
Robust Value at Risk Prediction 0 2 5 106 1 4 14 198
Taking Ambiguity to Reality: Robust Agents Cannot Trust the Data Too Much 0 1 3 4 0 2 5 14
Variance Covariance Orders and Median Preserving 0 0 2 25 0 1 10 121
Total Working Papers 1 19 68 2,210 11 62 305 7,264


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 1 2 9 72 1 6 22 148
A Note on the Three-Portfolios Matching Problem 0 0 0 4 1 3 11 59
A geometric approach to multiperiod mean variance optimization of assets and liabilities 1 1 4 103 1 3 13 423
A note on robustness in Merton's model of intertemporal consumption and portfolio choice 0 0 7 96 1 2 16 279
Accurate Short-Term Yield Curve Forecasting using Functional Gradient Descent 0 1 1 6 1 3 10 52
Ambiguity Aversion and the Term Structure of Interest Rates 0 4 13 69 1 6 25 162
Asset prices with locally constrained-entropy recursive multiple-priors utility 0 0 3 26 0 2 19 89
Correlation Risk and Optimal Portfolio Choice 0 2 11 138 0 6 39 364
Equilibrium impact of value-at-risk regulation 0 0 1 48 0 5 17 155
Estimating and predicting multivariate volatility thresholds in global stock markets 1 1 2 82 3 5 9 255
Infinitesimal Robustness for Diffusions 0 0 0 5 0 1 2 18
Learning and Asset Prices Under Ambiguous Information 0 4 10 63 0 4 23 134
Optimal Conditionally Unbiased Bounded-Influence Inference in Dynamic Location and Scale Models 0 0 0 15 0 0 1 46
Robust GMM analysis of models for the short rate process 0 1 1 83 0 2 10 251
Robust GMM tests for structural breaks 0 2 4 70 2 6 16 159
Robust Value at Risk Prediction 0 2 5 19 0 3 17 66
Robust efficient method of moments 0 0 2 57 0 0 13 167
Robust inference with GMM estimators 1 5 10 130 1 7 21 270
Robust subsampling 0 1 7 12 1 4 24 48
Robustness and Ambiguity Aversion in General Equilibrium 0 1 1 96 2 6 18 307
Semiparametric Regression for the Applied Econometrician. Adonis Yatchew 0 0 2 94 0 0 6 187
Total Journal Articles 4 27 93 1,288 15 74 332 3,639


Statistics updated 2014-08-03