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 2 8 410 2 12 37 1,679
A general multivariate threshold GARCH model with dynamic conditional correlations 0 0 1 336 2 3 6 779
A general multivariate threshold GARCH model with dynamic conditional correlations 0 0 1 211 1 3 9 457
Accurate Short-Term Yield Curve Forecasting using Functional Gradient Descent 0 1 2 165 1 3 14 509
Accurate Yield Curve Scenarios Generation using Functional Gradient Descent 1 1 2 207 2 2 11 693
Ambiguity Aversion and the Term Structure of Interest Rates 1 1 4 21 1 1 9 95
Ambiguity Aversion and the Term Structure of Interest Rates 0 0 0 114 0 1 4 310
Ambiguity and Reality 0 0 13 13 2 3 9 9
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 1 2 104 1 2 9 360
Infinitesimal Robustness for Diffusions 0 1 1 50 1 2 4 118
Learning and Asset Prices under Ambiguous Information 0 0 2 177 2 5 15 534
Optimal Conditionally Unbiased Bounded-Influence Inference in Dynamic Location and Scale Models 0 0 0 40 2 7 15 245
Optimal Conditionally Unbiased Bounded-Influence Inference in Dynamic Location and Scale Models 0 0 0 25 1 2 2 134
Robust GMM Estimators and Tests for Models of the Term Structure of Interest Rates 0 0 0 2 0 2 6 512
Robust Resampling Methods for Time Series 0 0 8 46 0 2 15 107
Robust Subsampling 0 0 2 46 1 2 7 153
Robust Value at Risk Prediction 0 0 0 106 1 1 5 202
Robust Value at Risk Prediction 0 2 2 113 0 2 4 247
Taking Ambiguity to Reality: Robust Agents Cannot Trust the Data Too Much 1 1 4 8 1 4 24 38
Variance Covariance Orders and Median Preserving 0 1 2 27 0 1 7 128
Total Working Papers 4 11 54 2,221 21 60 212 7,309


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 1 1 1 3 3 5 5
A General Multivariate Threshold GARCH Model With Dynamic Conditional Correlations 0 0 3 74 3 5 12 159
A Note on the Three-Portfolios Matching Problem 0 0 0 4 0 2 5 63
A geometric approach to multiperiod mean variance optimization of assets and liabilities 0 0 3 105 0 0 4 426
A note on robustness in Merton's model of intertemporal consumption and portfolio choice 0 0 2 98 0 4 9 287
Accurate Short-Term Yield Curve Forecasting using Functional Gradient Descent 0 0 0 6 0 0 2 53
Ambiguity Aversion and the Term Structure of Interest Rates 0 2 9 78 3 7 25 186
Asset prices with locally constrained-entropy recursive multiple-priors utility 0 0 5 31 1 3 9 98
Correlation Risk and Optimal Portfolio Choice 0 0 4 142 1 4 18 382
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 2 83 1 1 6 258
Infinitesimal Robustness for Diffusions 0 0 0 5 0 0 0 18
Learning and Asset Prices Under Ambiguous Information 0 0 2 65 2 5 9 143
Optimal Conditionally Unbiased Bounded-Influence Inference in Dynamic Location and Scale Models 0 0 0 15 1 1 2 48
Robust GMM analysis of models for the short rate process 0 1 1 84 1 6 9 260
Robust GMM tests for structural breaks 1 2 6 76 2 5 14 171
Robust Value at Risk Prediction 0 0 9 28 1 2 19 85
Robust efficient method of moments 0 0 0 57 1 1 1 168
Robust inference with GMM estimators 0 0 4 133 1 2 9 278
Robust subsampling 1 1 6 18 1 3 13 60
Robustness and Ambiguity Aversion in General Equilibrium 0 2 3 99 0 2 8 313
Semiparametric Regression for the Applied Econometrician. Adonis Yatchew 0 1 3 97 0 4 12 199
When Uncertainty Blows in the Orchard: Comovement and Equilibrium Volatility Risk Premia 1 1 5 5 2 3 16 16
Total Journal Articles 4 11 70 1,354 24 63 211 3,835


Statistics updated 2015-07-02