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 1 5 419 0 1 19 1,716
A general multivariate threshold GARCH model with dynamic conditional correlations 0 0 1 212 0 0 10 471
A general multivariate threshold GARCH model with dynamic conditional correlations 0 1 1 337 0 1 12 794
Accurate Short-Term Yield Curve Forecasting using Functional Gradient Descent 0 0 2 167 1 1 10 524
Accurate Yield Curve Scenarios Generation using Functional Gradient Descent 0 0 1 208 0 0 10 705
Ambiguity Aversion and the Term Structure of Interest Rates 0 0 1 23 0 3 6 105
Ambiguity Aversion and the Term Structure of Interest Rates 0 0 0 115 0 5 13 328
Ambiguity and Reality 0 0 2 19 2 4 23 43
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 1 2 9 129
Learning and Asset Prices under Ambiguous Information 0 0 1 178 1 3 6 547
Optimal Conditionally Unbiased Bounded-Influence Inference in Dynamic Location and Scale Models 0 0 1 26 1 4 7 143
Optimal Conditionally Unbiased Bounded-Influence Inference in Dynamic Location and Scale Models 0 0 0 40 1 4 14 265
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 1 3 50 1 6 18 127
Robust Subsampling 0 0 2 48 1 3 17 179
Robust Value at Risk Prediction 0 0 0 113 0 2 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 8 143
Total Working Papers 1 3 23 2,255 10 44 228 7,639


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 1 1 76 0 4 20 182
A Note on the Three-Portfolios Matching Problem 0 0 0 5 3 3 7 72
A geometric approach to multiperiod mean variance optimization of assets and liabilities 0 1 2 108 1 4 9 436
A note on robustness in Merton's model of intertemporal consumption and portfolio choice 1 1 1 100 1 2 8 297
Accurate Short-Term Yield Curve Forecasting using Functional Gradient Descent 0 0 1 7 1 2 6 60
Ambiguity Aversion and the Term Structure of Interest Rates 0 0 3 85 0 5 16 210
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 2 149 1 1 11 403
Equilibrium impact of value-at-risk regulation 0 0 1 51 1 1 8 168
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 1 1 4 70 1 3 11 160
Optimal Conditionally Unbiased Bounded-Influence Inference in Dynamic Location and Scale Models 0 0 0 15 1 1 4 53
Robust GMM analysis of models for the short rate process 0 0 0 84 0 2 5 265
Robust GMM tests for structural breaks 0 0 2 79 0 1 15 194
Robust Value at Risk Prediction 0 0 0 29 1 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 1 11 291
Robust subsampling 0 0 1 19 2 2 18 81
Robustness and Ambiguity Aversion in General Equilibrium 0 0 0 99 0 4 8 322
Semiparametric Regression for the Applied Econometrician. Adonis Yatchew 0 0 2 101 1 1 6 209
When Uncertainty Blows in the Orchard: Comovement and Equilibrium Volatility Risk Premia 1 1 2 9 1 1 22 44
Total Journal Articles 3 5 23 1,398 16 41 223 4,128


Statistics updated 2016-12-03