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 13 399 3 13 57 1,636
A general multivariate threshold GARCH model with dynamic conditional correlations 1 2 11 209 2 7 33 443
A general multivariate threshold GARCH model with dynamic conditional correlations 0 0 7 333 0 4 24 771
Accurate Short-Term Yield Curve Forecasting using Functional Gradient Descent 0 0 4 160 1 5 25 486
Accurate Yield Curve Scenarios Generation using Functional Gradient Descent 0 0 5 202 1 2 21 676
Ambiguity Aversion and the Term Structure of Interest Rates 0 0 2 113 0 2 14 303
Ambiguity Aversion and the Term Structure of Interest Rates 0 2 4 16 1 4 13 81
Equilibrium Asset Pricing with Time-Varying Pessimism 0 0 2 42 0 0 4 153
GENERAL ANALYTICAL SOLUTIONS FOR MERTONS'S-TYPE CONSUMPTION-INVESTMENT PROBLEMS 0 1 2 101 4 6 13 349
Infinitesimal Robustness for Diffusions 0 0 1 49 1 3 7 113
Learning and Asset Prices under Ambiguous Information 0 0 4 175 3 7 24 516
Optimal Conditionally Unbiased Bounded-Influence Inference in Dynamic Location and Scale Models 0 0 0 40 1 2 21 226
Optimal Conditionally Unbiased Bounded-Influence Inference in Dynamic Location and Scale Models 0 0 1 25 0 1 6 131
Robust GMM Estimators and Tests for Models of the Term Structure of Interest Rates 0 0 0 2 0 3 10 505
Robust Resampling Methods for Time Series 0 0 3 36 0 1 13 86
Robust Subsampling 0 0 0 44 0 1 10 143
Robust Value at Risk Prediction 0 1 5 111 3 8 31 238
Robust Value at Risk Prediction 0 1 4 104 1 3 15 192
Taking Ambiguity to Reality: Robust Agents Cannot Trust the Data Too Much 0 0 1 2 0 0 3 10
Variance Covariance Orders and Median Preserving 0 0 2 25 1 2 14 120
Total Working Papers 2 10 71 2,188 22 74 358 7,178


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 10 68 3 6 28 140
A Note on the Three-Portfolios Matching Problem 0 0 0 4 1 2 14 55
A geometric approach to multiperiod mean variance optimization of assets and liabilities 1 2 4 102 1 5 13 420
A note on robustness in Merton's model of intertemporal consumption and portfolio choice 1 2 9 96 2 5 17 275
Accurate Short-Term Yield Curve Forecasting using Functional Gradient Descent 0 0 0 5 1 3 11 49
Ambiguity Aversion and the Term Structure of Interest Rates 2 2 9 63 4 6 24 153
Asset prices with locally constrained-entropy recursive multiple-priors utility 2 3 3 26 4 8 24 86
Correlation Risk and Optimal Portfolio Choice 3 3 7 134 6 8 45 351
Equilibrium impact of value-at-risk regulation 0 1 1 48 3 4 17 149
Estimating and predicting multivariate volatility thresholds in global stock markets 1 1 3 81 2 2 9 249
Infinitesimal Robustness for Diffusions 0 0 0 5 0 0 2 17
Learning and Asset Prices Under Ambiguous Information 3 3 8 57 6 8 26 128
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 0 0 1 82 1 1 10 246
Robust GMM tests for structural breaks 1 1 5 68 3 4 22 153
Robust Value at Risk Prediction 0 1 3 16 2 6 18 61
Robust efficient method of moments 0 0 4 57 0 3 14 165
Robust inference with GMM estimators 2 2 4 124 2 2 15 261
Robust subsampling 0 2 7 11 3 10 25 42
Robustness and Ambiguity Aversion in General Equilibrium 0 0 1 95 1 2 19 298
Semiparametric Regression for the Applied Econometrician. Adonis Yatchew 0 1 3 94 0 4 8 187
Total Journal Articles 16 25 82 1,251 45 89 362 3,531


Statistics updated 2014-04-04