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 0 5 419 2 2 19 1,718
A general multivariate threshold GARCH model with dynamic conditional correlations 0 0 1 212 3 3 13 474
A general multivariate threshold GARCH model with dynamic conditional correlations 0 0 1 337 0 0 11 794
Accurate Short-Term Yield Curve Forecasting using Functional Gradient Descent 0 0 2 167 0 1 10 524
Accurate Yield Curve Scenarios Generation using Functional Gradient Descent 0 0 1 208 2 2 12 707
Ambiguity Aversion and the Term Structure of Interest Rates 0 0 0 115 1 5 12 329
Ambiguity Aversion and the Term Structure of Interest Rates 0 0 1 23 0 3 5 105
Ambiguity and Reality 1 1 3 20 2 4 25 45
Equilibrium Asset Pricing with Time-Varying Pessimism 0 0 0 0 0 0 1 1
GENERAL ANALYTICAL SOLUTIONS FOR MERTONS'S-TYPE CONSUMPTION-INVESTMENT PROBLEMS 0 0 1 105 0 1 7 370
Infinitesimal Robustness for Diffusions 0 0 0 50 0 1 9 129
Learning and Asset Prices under Ambiguous Information 0 0 1 178 1 3 7 548
Optimal Conditionally Unbiased Bounded-Influence Inference in Dynamic Location and Scale Models 0 0 1 26 0 3 7 143
Optimal Conditionally Unbiased Bounded-Influence Inference in Dynamic Location and Scale Models 0 0 0 40 0 2 13 265
Robust GMM Estimators and Tests for Models of the Term Structure of Interest Rates 0 0 0 2 0 0 2 517
Robust Resampling Methods for Time Series 1 2 3 51 1 3 18 128
Robust Subsampling 0 0 2 48 2 4 19 181
Robust Value at Risk Prediction 0 0 0 113 0 0 9 258
Robust Value at Risk Prediction 0 0 0 106 0 0 9 212
Taking Ambiguity to Reality: Robust Agents Cannot Trust the Data Too Much 0 0 2 10 0 0 18 62
Variance Covariance Orders and Median Preserving 0 0 0 27 1 4 9 144
Total Working Papers 2 3 24 2,257 15 41 235 7,654


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 0 1 0 0 7 14
A General Multivariate Threshold GARCH Model With Dynamic Conditional Correlations 0 0 1 76 2 5 21 184
A Note on the Three-Portfolios Matching Problem 0 0 0 5 0 3 7 72
A geometric approach to multiperiod mean variance optimization of assets and liabilities 0 0 2 108 0 2 9 436
A note on robustness in Merton's model of intertemporal consumption and portfolio choice 0 1 1 100 0 2 8 297
Accurate Short-Term Yield Curve Forecasting using Functional Gradient Descent 0 0 1 7 0 2 6 60
Ambiguity Aversion and the Term Structure of Interest Rates 0 0 2 85 0 5 14 210
Asset prices with locally constrained-entropy recursive multiple-priors utility 0 0 0 31 0 1 6 104
Correlation Risk and Optimal Portfolio Choice 0 0 1 149 0 1 9 403
Equilibrium impact of value-at-risk regulation 0 0 1 51 3 4 11 171
Estimating and predicting multivariate volatility thresholds in global stock markets 0 0 0 83 0 0 6 266
Infinitesimal Robustness for Diffusions 0 0 0 5 0 0 3 22
Learning and Asset Prices Under Ambiguous Information 0 1 3 70 0 3 9 160
Optimal Conditionally Unbiased Bounded-Influence Inference in Dynamic Location and Scale Models 0 0 0 15 0 1 4 53
Robust GMM analysis of models for the short rate process 0 0 0 84 1 2 6 266
Robust GMM tests for structural breaks 0 0 2 79 0 0 13 194
Robust Value at Risk Prediction 0 0 0 29 0 1 8 96
Robust efficient method of moments 0 0 0 57 0 1 8 179
Robust inference with GMM estimators 0 0 1 135 1 2 12 292
Robust subsampling 0 0 1 19 1 3 19 82
Robustness and Ambiguity Aversion in General Equilibrium 0 0 0 99 0 4 7 322
Semiparametric Regression for the Applied Econometrician. Adonis Yatchew 0 0 2 101 0 1 6 209
When Uncertainty Blows in the Orchard: Comovement and Equilibrium Volatility Risk Premia 0 1 2 9 0 1 15 44
Total Journal Articles 0 3 20 1,398 8 44 214 4,136


Statistics updated 2017-01-03