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 10 404 0 7 38 1,651
A general multivariate threshold GARCH model with dynamic conditional correlations 0 0 5 211 1 2 20 452
A general multivariate threshold GARCH model with dynamic conditional correlations 0 0 2 335 0 0 8 773
Accurate Short-Term Yield Curve Forecasting using Functional Gradient Descent 0 1 4 164 1 5 21 501
Accurate Yield Curve Scenarios Generation using Functional Gradient Descent 1 1 4 206 1 5 15 687
Ambiguity Aversion and the Term Structure of Interest Rates 0 0 1 114 0 0 7 307
Ambiguity Aversion and the Term Structure of Interest Rates 1 2 6 19 1 5 18 91
Equilibrium Asset Pricing with Time-Varying Pessimism 0 0 1 42 0 0 4 156
GENERAL ANALYTICAL SOLUTIONS FOR MERTONS'S-TYPE CONSUMPTION-INVESTMENT PROBLEMS 0 0 2 102 0 2 13 354
Infinitesimal Robustness for Diffusions 0 0 0 49 2 2 9 116
Learning and Asset Prices under Ambiguous Information 0 0 1 175 1 5 18 524
Optimal Conditionally Unbiased Bounded-Influence Inference in Dynamic Location and Scale Models 0 0 0 40 2 3 20 234
Optimal Conditionally Unbiased Bounded-Influence Inference in Dynamic Location and Scale Models 0 0 0 25 0 0 2 132
Robust GMM Estimators and Tests for Models of the Term Structure of Interest Rates 0 0 0 2 0 3 9 510
Robust Resampling Methods for Time Series 1 1 3 39 2 3 11 95
Robust Subsampling 2 2 2 46 2 2 9 148
Robust Value at Risk Prediction 0 0 1 111 0 1 18 245
Robust Value at Risk Prediction 0 0 3 106 0 2 11 200
Taking Ambiguity to Reality: Robust Agents Cannot Trust the Data Too Much 0 0 2 4 1 1 5 15
Variance Covariance Orders and Median Preserving 0 0 0 25 1 3 7 124
Total Working Papers 5 9 47 2,219 15 51 263 7,315


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 6 72 1 1 16 149
A Note on the Three-Portfolios Matching Problem 0 0 0 4 0 1 9 60
A geometric approach to multiperiod mean variance optimization of assets and liabilities 0 1 4 104 0 1 12 424
A note on robustness in Merton's model of intertemporal consumption and portfolio choice 1 2 8 98 1 3 17 282
Accurate Short-Term Yield Curve Forecasting using Functional Gradient Descent 0 0 1 6 0 0 8 52
Ambiguity Aversion and the Term Structure of Interest Rates 0 2 10 71 4 9 25 171
Asset prices with locally constrained-entropy recursive multiple-priors utility 0 2 5 28 0 2 19 91
Correlation Risk and Optimal Portfolio Choice 1 2 9 140 1 5 34 369
Equilibrium impact of value-at-risk regulation 0 1 2 49 1 2 15 157
Estimating and predicting multivariate volatility thresholds in global stock markets 1 1 3 83 2 2 10 257
Infinitesimal Robustness for Diffusions 0 0 0 5 0 0 1 18
Learning and Asset Prices Under Ambiguous Information 0 0 9 63 0 0 15 134
Optimal Conditionally Unbiased Bounded-Influence Inference in Dynamic Location and Scale Models 0 0 0 15 1 1 1 47
Robust GMM analysis of models for the short rate process 0 0 1 83 1 2 8 253
Robust GMM tests for structural breaks 1 2 6 72 2 4 17 163
Robust Value at Risk Prediction 0 1 5 20 1 3 17 69
Robust efficient method of moments 0 0 0 57 0 0 9 167
Robust inference with GMM estimators 0 3 11 133 0 5 19 275
Robust subsampling 2 2 6 14 6 6 25 54
Robustness and Ambiguity Aversion in General Equilibrium 0 0 1 96 0 1 18 308
Semiparametric Regression for the Applied Econometrician. Adonis Yatchew 1 1 2 95 1 3 8 190
Total Journal Articles 7 20 89 1,308 22 51 303 3,690


Statistics updated 2014-11-03