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 12 404 3 9 48 1,651
A general multivariate threshold GARCH model with dynamic conditional correlations 0 1 6 211 1 3 21 451
A general multivariate threshold GARCH model with dynamic conditional correlations 0 0 2 335 0 0 9 773
Accurate Short-Term Yield Curve Forecasting using Functional Gradient Descent 1 1 5 164 3 5 21 500
Accurate Yield Curve Scenarios Generation using Functional Gradient Descent 0 0 4 205 1 4 20 686
Ambiguity Aversion and the Term Structure of Interest Rates 0 0 2 114 0 1 8 307
Ambiguity Aversion and the Term Structure of Interest Rates 0 1 5 18 3 4 17 90
Equilibrium Asset Pricing with Time-Varying Pessimism 0 0 1 42 0 0 4 156
GENERAL ANALYTICAL SOLUTIONS FOR MERTONS'S-TYPE CONSUMPTION-INVESTMENT PROBLEMS 0 0 3 102 1 3 15 354
Infinitesimal Robustness for Diffusions 0 0 0 49 0 0 7 114
Learning and Asset Prices under Ambiguous Information 0 0 2 175 3 4 20 523
Optimal Conditionally Unbiased Bounded-Influence Inference in Dynamic Location and Scale Models 0 0 0 40 1 2 22 232
Optimal Conditionally Unbiased Bounded-Influence Inference in Dynamic Location and Scale Models 0 0 0 25 0 0 3 132
Robust GMM Estimators and Tests for Models of the Term Structure of Interest Rates 0 0 0 2 1 4 11 510
Robust Resampling Methods for Time Series 0 0 3 38 0 1 10 93
Robust Subsampling 0 0 0 44 0 0 8 146
Robust Value at Risk Prediction 0 0 1 111 1 2 19 245
Robust Value at Risk Prediction 0 0 4 106 2 3 13 200
Taking Ambiguity to Reality: Robust Agents Cannot Trust the Data Too Much 0 0 2 4 0 0 4 14
Variance Covariance Orders and Median Preserving 0 0 1 25 1 2 9 123
Total Working Papers 2 5 53 2,214 21 47 289 7,300


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 8 72 0 1 17 148
A Note on the Three-Portfolios Matching Problem 0 0 0 4 1 2 11 60
A geometric approach to multiperiod mean variance optimization of assets and liabilities 1 2 4 104 1 2 13 424
A note on robustness in Merton's model of intertemporal consumption and portfolio choice 0 1 7 97 0 3 17 281
Accurate Short-Term Yield Curve Forecasting using Functional Gradient Descent 0 0 1 6 0 1 9 52
Ambiguity Aversion and the Term Structure of Interest Rates 1 2 10 71 3 6 22 167
Asset prices with locally constrained-entropy recursive multiple-priors utility 2 2 5 28 2 2 20 91
Correlation Risk and Optimal Portfolio Choice 0 1 9 139 2 4 35 368
Equilibrium impact of value-at-risk regulation 1 1 2 49 1 1 16 156
Estimating and predicting multivariate volatility thresholds in global stock markets 0 1 2 82 0 3 8 255
Infinitesimal Robustness for Diffusions 0 0 0 5 0 0 2 18
Learning and Asset Prices Under Ambiguous Information 0 0 9 63 0 0 19 134
Optimal Conditionally Unbiased Bounded-Influence Inference in Dynamic Location and Scale Models 0 0 0 15 0 0 0 46
Robust GMM analysis of models for the short rate process 0 0 1 83 0 1 10 252
Robust GMM tests for structural breaks 0 1 5 71 1 4 16 161
Robust Value at Risk Prediction 0 1 6 20 1 2 18 68
Robust efficient method of moments 0 0 0 57 0 0 11 167
Robust inference with GMM estimators 1 4 12 133 3 6 22 275
Robust subsampling 0 0 4 12 0 1 20 48
Robustness and Ambiguity Aversion in General Equilibrium 0 0 1 96 1 3 19 308
Semiparametric Regression for the Applied Econometrician. Adonis Yatchew 0 0 1 94 0 2 7 189
Total Journal Articles 6 17 87 1,301 16 44 312 3,668


Statistics updated 2014-10-03