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 6 415 0 5 34 1,711
A general multivariate threshold GARCH model with dynamic conditional correlations 0 0 0 336 1 3 14 791
A general multivariate threshold GARCH model with dynamic conditional correlations 1 1 1 212 1 2 13 469
Accurate Short-Term Yield Curve Forecasting using Functional Gradient Descent 1 1 2 167 3 4 14 522
Accurate Yield Curve Scenarios Generation using Functional Gradient Descent 1 1 2 208 1 2 12 703
Ambiguity Aversion and the Term Structure of Interest Rates 0 0 2 22 0 0 7 101
Ambiguity Aversion and the Term Structure of Interest Rates 0 0 1 115 0 1 12 322
Ambiguity and Reality 1 2 6 19 1 5 26 33
Equilibrium Asset Pricing with Time-Varying Pessimism 0 0 0 0 1 1 1 1
GENERAL ANALYTICAL SOLUTIONS FOR MERTONS'S-TYPE CONSUMPTION-INVESTMENT PROBLEMS 1 1 1 105 2 3 9 368
Infinitesimal Robustness for Diffusions 0 0 0 50 0 0 8 125
Learning and Asset Prices under Ambiguous Information 1 1 1 178 1 2 11 543
Optimal Conditionally Unbiased Bounded-Influence Inference in Dynamic Location and Scale Models 0 0 0 40 1 2 18 261
Optimal Conditionally Unbiased Bounded-Influence Inference in Dynamic Location and Scale Models 0 0 1 26 1 1 6 139
Robust GMM Estimators and Tests for Models of the Term Structure of Interest Rates 0 0 0 2 2 2 5 517
Robust Resampling Methods for Time Series 0 0 3 49 1 2 12 119
Robust Subsampling 0 0 2 48 0 1 21 173
Robust Value at Risk Prediction 0 0 0 106 0 2 10 211
Robust Value at Risk Prediction 0 0 0 113 0 0 8 255
Taking Ambiguity to Reality: Robust Agents Cannot Trust the Data Too Much 1 2 3 10 3 8 23 60
Variance Covariance Orders and Median Preserving 0 0 0 27 1 1 10 138
Total Working Papers 7 10 31 2,248 20 47 274 7,562


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 1 75 2 4 17 173
A General Multivariate Threshold GARCH Model With Dynamic Conditional Correlations 0 0 1 1 1 3 9 11
A Note on the Three-Portfolios Matching Problem 0 0 1 5 1 2 5 68
A geometric approach to multiperiod mean variance optimization of assets and liabilities 0 1 2 107 1 3 5 431
A note on robustness in Merton's model of intertemporal consumption and portfolio choice 0 0 1 99 3 4 6 293
Accurate Short-Term Yield Curve Forecasting using Functional Gradient Descent 0 1 1 7 3 4 5 58
Ambiguity Aversion and the Term Structure of Interest Rates 0 1 6 84 1 4 18 201
Asset prices with locally constrained-entropy recursive multiple-priors utility 0 0 0 31 0 2 4 101
Correlation Risk and Optimal Portfolio Choice 0 0 7 149 1 1 19 400
Equilibrium impact of value-at-risk regulation 1 1 1 51 2 4 6 165
Estimating and predicting multivariate volatility thresholds in global stock markets 0 0 0 83 1 3 6 263
Infinitesimal Robustness for Diffusions 0 0 0 5 1 2 4 22
Learning and Asset Prices Under Ambiguous Information 0 1 4 69 2 3 15 156
Optimal Conditionally Unbiased Bounded-Influence Inference in Dynamic Location and Scale Models 0 0 0 15 3 3 5 52
Robust GMM analysis of models for the short rate process 0 0 0 84 2 2 4 263
Robust GMM tests for structural breaks 1 1 3 78 2 7 19 188
Robust Value at Risk Prediction 0 0 1 29 1 1 5 89
Robust efficient method of moments 0 0 0 57 1 4 9 176
Robust inference with GMM estimators 0 0 2 135 1 6 11 288
Robust subsampling 0 1 2 19 1 5 16 75
Robustness and Ambiguity Aversion in General Equilibrium 0 0 0 99 2 3 5 318
Semiparametric Regression for the Applied Econometrician. Adonis Yatchew 0 1 3 100 1 3 7 206
When Uncertainty Blows in the Orchard: Comovement and Equilibrium Volatility Risk Premia 0 1 4 8 0 6 23 37
Total Journal Articles 2 9 40 1,390 33 79 223 4,034


Statistics updated 2016-06-03