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 3 9 407 2 9 29 1,662
A general multivariate threshold GARCH model with dynamic conditional correlations 0 0 3 211 0 1 13 454
A general multivariate threshold GARCH model with dynamic conditional correlations 0 1 3 336 0 1 4 775
Accurate Short-Term Yield Curve Forecasting using Functional Gradient Descent 0 0 4 164 0 2 19 504
Accurate Yield Curve Scenarios Generation using Functional Gradient Descent 0 0 4 206 2 3 16 691
Ambiguity Aversion and the Term Structure of Interest Rates 1 1 4 20 1 2 13 93
Ambiguity Aversion and the Term Structure of Interest Rates 0 0 1 114 0 2 6 309
GENERAL ANALYTICAL SOLUTIONS FOR MERTONS'S-TYPE CONSUMPTION-INVESTMENT PROBLEMS 0 1 2 103 0 4 13 358
Infinitesimal Robustness for Diffusions 0 0 0 49 0 0 4 116
Learning and Asset Prices under Ambiguous Information 0 1 1 176 0 3 14 527
Optimal Conditionally Unbiased Bounded-Influence Inference in Dynamic Location and Scale Models 0 0 0 40 0 3 12 237
Optimal Conditionally Unbiased Bounded-Influence Inference in Dynamic Location and Scale Models 0 0 0 25 0 0 1 132
Robust GMM Estimators and Tests for Models of the Term Structure of Interest Rates 0 0 0 2 0 0 5 510
Robust Resampling Methods for Time Series 0 2 10 46 1 4 18 104
Robust Subsampling 0 0 2 46 1 1 7 150
Robust Value at Risk Prediction 0 0 0 111 0 0 10 245
Robust Value at Risk Prediction 0 0 2 106 0 1 10 201
Taking Ambiguity to Reality: Robust Agents Cannot Trust the Data Too Much 2 3 5 7 6 13 19 29
Variance Covariance Orders and Median Preserving 0 1 1 26 1 2 7 126
Total Working Papers 4 13 51 2,195 14 51 220 7,223
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 2 6 74 0 4 17 154
A Note on the Three-Portfolios Matching Problem 0 0 0 4 0 1 7 61
A geometric approach to multiperiod mean variance optimization of assets and liabilities 0 1 4 105 0 1 7 426
A note on robustness in Merton's model of intertemporal consumption and portfolio choice 0 0 3 98 0 1 10 283
Accurate Short-Term Yield Curve Forecasting using Functional Gradient Descent 0 0 1 6 0 1 5 53
Ambiguity Aversion and the Term Structure of Interest Rates 1 2 12 73 1 2 26 175
Asset prices with locally constrained-entropy recursive multiple-priors utility 0 0 5 29 0 0 11 93
Correlation Risk and Optimal Portfolio Choice 0 1 10 141 0 5 31 376
Equilibrium impact of value-at-risk regulation 1 1 2 50 1 2 13 159
Estimating and predicting multivariate volatility thresholds in global stock markets 0 0 3 83 0 0 10 257
Infinitesimal Robustness for Diffusions 0 0 0 5 0 0 1 18
Learning and Asset Prices Under Ambiguous Information 1 2 11 65 1 4 16 138
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 0 0 1 83 0 0 8 253
Robust GMM tests for structural breaks 0 2 7 74 0 2 15 165
Robust Value at Risk Prediction 1 5 10 26 2 11 22 81
Robust efficient method of moments 0 0 0 57 0 0 2 167
Robust inference with GMM estimators 0 0 11 133 0 1 17 276
Robust subsampling 0 0 4 15 0 0 16 55
Robustness and Ambiguity Aversion in General Equilibrium 0 0 2 97 0 2 14 311
Semiparametric Regression for the Applied Econometrician. Adonis Yatchew 1 1 2 96 1 5 8 195
Total Journal Articles 5 17 94 1,329 6 42 257 3,743


Statistics updated 2015-03-02