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 3 3 14 402 3 6 50 1,642
A general multivariate threshold GARCH model with dynamic conditional correlations 0 1 6 210 1 5 20 448
A general multivariate threshold GARCH model with dynamic conditional correlations 0 2 5 335 1 2 12 773
Accurate Short-Term Yield Curve Forecasting using Functional Gradient Descent 3 3 7 163 5 9 24 495
Accurate Yield Curve Scenarios Generation using Functional Gradient Descent 1 3 6 205 1 6 23 682
Ambiguity Aversion and the Term Structure of Interest Rates 0 1 2 114 0 3 11 306
Ambiguity Aversion and the Term Structure of Interest Rates 1 1 5 17 1 5 17 86
Equilibrium Asset Pricing with Time-Varying Pessimism 0 0 1 42 1 3 4 156
GENERAL ANALYTICAL SOLUTIONS FOR MERTONS'S-TYPE CONSUMPTION-INVESTMENT PROBLEMS 1 1 3 102 1 2 14 351
Infinitesimal Robustness for Diffusions 0 0 1 49 0 1 8 114
Learning and Asset Prices under Ambiguous Information 0 0 2 175 0 3 19 519
Optimal Conditionally Unbiased Bounded-Influence Inference in Dynamic Location and Scale Models 0 0 0 40 3 4 22 230
Optimal Conditionally Unbiased Bounded-Influence Inference in Dynamic Location and Scale Models 0 0 0 25 0 1 4 132
Robust GMM Estimators and Tests for Models of the Term Structure of Interest Rates 0 0 0 2 0 1 9 506
Robust Resampling Methods for Time Series 1 2 5 38 2 6 17 92
Robust Subsampling 0 0 0 44 0 3 10 146
Robust Value at Risk Prediction 0 0 3 111 1 5 21 243
Robust Value at Risk Prediction 0 2 5 106 0 5 15 197
Taking Ambiguity to Reality: Robust Agents Cannot Trust the Data Too Much 1 2 3 4 1 4 6 14
Variance Covariance Orders and Median Preserving 0 0 2 25 1 1 12 121
Total Working Papers 11 21 70 2,209 22 75 318 7,253


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 3 9 71 2 7 23 147
A Note on the Three-Portfolios Matching Problem 0 0 0 4 1 3 13 58
A geometric approach to multiperiod mean variance optimization of assets and liabilities 0 0 3 102 2 2 13 422
A note on robustness in Merton's model of intertemporal consumption and portfolio choice 0 0 8 96 1 3 18 278
Accurate Short-Term Yield Curve Forecasting using Functional Gradient Descent 0 1 1 6 1 2 10 51
Ambiguity Aversion and the Term Structure of Interest Rates 4 6 13 69 5 8 25 161
Asset prices with locally constrained-entropy recursive multiple-priors utility 0 0 3 26 0 3 20 89
Correlation Risk and Optimal Portfolio Choice 2 4 11 138 4 13 42 364
Equilibrium impact of value-at-risk regulation 0 0 1 48 5 6 17 155
Estimating and predicting multivariate volatility thresholds in global stock markets 0 0 1 81 1 3 6 252
Infinitesimal Robustness for Diffusions 0 0 0 5 0 1 3 18
Learning and Asset Prices Under Ambiguous Information 4 6 11 63 4 6 24 134
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 1 1 1 83 2 5 10 251
Robust GMM tests for structural breaks 0 2 5 70 2 4 15 157
Robust Value at Risk Prediction 1 3 5 19 1 5 18 66
Robust efficient method of moments 0 0 2 57 0 2 13 167
Robust inference with GMM estimators 2 5 9 129 3 8 20 269
Robust subsampling 1 1 7 12 2 5 24 47
Robustness and Ambiguity Aversion in General Equilibrium 0 1 1 96 1 7 19 305
Semiparametric Regression for the Applied Econometrician. Adonis Yatchew 0 0 2 94 0 0 6 187
Total Journal Articles 16 33 93 1,284 37 93 340 3,624


Statistics updated 2014-07-03