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 1 5 420 2 4 12 1,723
A general multivariate threshold GARCH model with dynamic conditional correlations 0 0 1 337 3 3 7 797
A general multivariate threshold GARCH model with dynamic conditional correlations 0 1 2 213 3 4 9 477
Accurate Short-Term Yield Curve Forecasting using Functional Gradient Descent 0 0 1 167 2 2 8 527
Accurate Yield Curve Scenarios Generation using Functional Gradient Descent 0 0 1 208 1 1 6 708
Ambiguity Aversion and the Term Structure of Interest Rates 0 0 1 23 0 0 5 106
Ambiguity Aversion and the Term Structure of Interest Rates 0 0 0 115 2 2 10 332
Ambiguity and Reality 0 2 4 22 1 8 21 53
Equilibrium Asset Pricing with Time-Varying Pessimism 0 1 1 1 0 1 2 2
GENERAL ANALYTICAL SOLUTIONS FOR MERTONS'S-TYPE CONSUMPTION-INVESTMENT PROBLEMS 0 0 1 105 1 1 5 371
Infinitesimal Robustness for Diffusions 0 0 0 50 0 0 4 129
Learning and Asset Prices under Ambiguous Information 0 0 1 178 1 1 7 549
Optimal Conditionally Unbiased Bounded-Influence Inference in Dynamic Location and Scale Models 0 0 0 26 0 0 5 143
Optimal Conditionally Unbiased Bounded-Influence Inference in Dynamic Location and Scale Models 0 0 0 40 1 2 7 267
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 0 0 2 51 2 2 13 131
Robust Subsampling 0 0 0 48 2 4 12 185
Robust Value at Risk Prediction 0 0 0 113 1 2 5 260
Robust Value at Risk Prediction 0 0 0 106 0 1 2 213
Taking Ambiguity to Reality: Robust Agents Cannot Trust the Data Too Much 1 1 2 11 2 4 10 67
Variance Covariance Orders and Median Preserving 0 0 0 27 0 1 10 147
Total Working Papers 2 6 22 2,263 24 43 162 7,704


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 76 0 1 14 185
A General Multivariate Threshold GARCH Model With Dynamic Conditional Correlations 0 0 0 1 0 0 4 14
A Note on the Three-Portfolios Matching Problem 0 0 0 5 0 0 2 69
A geometric approach to multiperiod mean variance optimization of assets and liabilities 0 0 1 108 1 1 7 437
A note on robustness in Merton's model of intertemporal consumption and portfolio choice 0 0 1 100 0 3 10 300
Accurate Short-Term Yield Curve Forecasting using Functional Gradient Descent 0 0 0 7 0 0 4 59
Ambiguity Aversion and the Term Structure of Interest Rates 0 2 3 87 0 2 12 212
Asset prices with locally constrained-entropy recursive multiple-priors utility 0 0 0 31 0 0 3 104
Correlation Risk and Optimal Portfolio Choice 0 1 1 150 0 4 8 407
Equilibrium impact of value-at-risk regulation 0 0 1 51 0 1 8 171
Estimating and predicting multivariate volatility thresholds in global stock markets 1 1 1 84 1 1 5 267
Infinitesimal Robustness for Diffusions 0 0 0 5 0 0 1 22
Learning and Asset Prices Under Ambiguous Information 0 0 1 70 0 0 6 160
Optimal Conditionally Unbiased Bounded-Influence Inference in Dynamic Location and Scale Models 0 0 0 15 0 0 4 53
Robust GMM analysis of models for the short rate process 0 0 0 84 0 0 5 266
Robust GMM tests for structural breaks 0 1 3 80 2 3 13 199
Robust Value at Risk Prediction 0 0 0 29 0 0 7 95
Robust efficient method of moments 0 0 0 57 0 0 4 179
Robust inference with GMM estimators 0 0 0 135 0 3 10 297
Robust subsampling 0 1 1 20 2 4 10 84
Robustness and Ambiguity Aversion in General Equilibrium 0 0 0 99 0 1 7 323
Semiparametric Regression for the Applied Econometrician. Adonis Yatchew 0 0 1 101 0 0 4 209
When Uncertainty Blows in the Orchard: Comovement and Equilibrium Volatility Risk Premia 0 0 1 9 1 2 11 48
Total Journal Articles 1 6 16 1,404 7 26 159 4,160


Statistics updated 2017-05-02