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 5 11 414 0 9 38 1,686
A general multivariate threshold GARCH model with dynamic conditional correlations 0 0 0 211 0 2 8 458
A general multivariate threshold GARCH model with dynamic conditional correlations 0 0 1 336 0 3 7 780
Accurate Short-Term Yield Curve Forecasting using Functional Gradient Descent 0 0 2 165 0 1 12 509
Accurate Yield Curve Scenarios Generation using Functional Gradient Descent 0 1 2 207 0 2 8 693
Ambiguity Aversion and the Term Structure of Interest Rates 0 1 3 21 0 1 8 95
Ambiguity Aversion and the Term Structure of Interest Rates 0 0 0 114 0 0 3 310
Ambiguity and Reality 0 0 13 13 1 3 10 10
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 2 104 0 2 8 361
Infinitesimal Robustness for Diffusions 0 0 1 50 1 2 5 119
Learning and Asset Prices under Ambiguous Information 0 0 2 177 0 2 14 534
Optimal Conditionally Unbiased Bounded-Influence Inference in Dynamic Location and Scale Models 0 0 0 40 0 6 18 249
Optimal Conditionally Unbiased Bounded-Influence Inference in Dynamic Location and Scale Models 0 0 0 25 0 1 2 134
Robust GMM Estimators and Tests for Models of the Term Structure of Interest Rates 0 0 0 2 0 1 4 513
Robust Resampling Methods for Time Series 0 0 8 46 0 0 14 107
Robust Subsampling 0 0 2 46 0 2 8 154
Robust Value at Risk Prediction 0 0 0 106 0 1 4 202
Robust Value at Risk Prediction 0 0 2 113 0 0 3 247
Taking Ambiguity to Reality: Robust Agents Cannot Trust the Data Too Much 0 1 4 8 1 2 25 39
Variance Covariance Orders and Median Preserving 0 0 2 27 0 0 6 128
Total Working Papers 0 8 55 2,225 3 40 205 7,328


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 1 1 1 0 3 5 5
A General Multivariate Threshold GARCH Model With Dynamic Conditional Correlations 0 1 3 75 0 4 12 160
A Note on the Three-Portfolios Matching Problem 0 0 0 4 0 1 5 64
A geometric approach to multiperiod mean variance optimization of assets and liabilities 0 0 2 105 0 0 3 426
A note on robustness in Merton's model of intertemporal consumption and portfolio choice 0 0 1 98 0 0 6 287
Accurate Short-Term Yield Curve Forecasting using Functional Gradient Descent 0 0 0 6 0 0 1 53
Ambiguity Aversion and the Term Structure of Interest Rates 0 1 9 79 2 6 25 189
Asset prices with locally constrained-entropy recursive multiple-priors utility 0 0 5 31 0 1 9 98
Correlation Risk and Optimal Portfolio Choice 0 0 3 142 0 3 18 384
Equilibrium impact of value-at-risk regulation 0 0 2 50 0 0 4 159
Estimating and predicting multivariate volatility thresholds in global stock markets 0 0 1 83 0 1 3 258
Infinitesimal Robustness for Diffusions 0 0 0 5 0 0 0 18
Learning and Asset Prices Under Ambiguous Information 0 0 2 65 0 3 10 144
Optimal Conditionally Unbiased Bounded-Influence Inference in Dynamic Location and Scale Models 0 0 0 15 0 1 2 48
Robust GMM analysis of models for the short rate process 0 0 1 84 0 1 8 260
Robust GMM tests for structural breaks 0 1 5 76 0 3 12 172
Robust Value at Risk Prediction 0 0 8 28 0 1 18 85
Robust efficient method of moments 0 0 0 57 1 2 2 169
Robust inference with GMM estimators 0 0 1 133 0 1 6 278
Robust subsampling 0 1 6 18 0 2 13 61
Robustness and Ambiguity Aversion in General Equilibrium 0 0 3 99 0 1 7 314
Semiparametric Regression for the Applied Econometrician. Adonis Yatchew 0 1 4 98 0 2 12 201
When Uncertainty Blows in the Orchard: Comovement and Equilibrium Volatility Risk Premia 0 1 5 5 0 2 14 16
Total Journal Articles 0 7 62 1,357 3 38 195 3,849


Statistics updated 2015-09-01