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 0 5 419 0 3 13 1,719
A general multivariate threshold GARCH model with dynamic conditional correlations 0 0 1 337 0 0 6 794
A general multivariate threshold GARCH model with dynamic conditional correlations 0 0 1 212 0 2 6 473
Accurate Short-Term Yield Curve Forecasting using Functional Gradient Descent 0 0 1 167 0 1 7 525
Accurate Yield Curve Scenarios Generation using Functional Gradient Descent 0 0 1 208 0 2 6 707
Ambiguity Aversion and the Term Structure of Interest Rates 0 0 0 115 0 2 9 330
Ambiguity Aversion and the Term Structure of Interest Rates 0 0 1 23 0 1 5 106
Ambiguity and Reality 0 1 3 20 0 3 17 45
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 0 5 370
Infinitesimal Robustness for Diffusions 0 0 0 50 0 0 4 129
Learning and Asset Prices under Ambiguous Information 0 0 1 178 0 1 7 548
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 0 0 6 265
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 0 1 2 51 0 2 12 129
Robust Subsampling 0 0 0 48 2 4 11 183
Robust Value at Risk Prediction 0 0 0 113 1 1 4 259
Robust Value at Risk Prediction 0 0 0 106 1 1 4 213
Taking Ambiguity to Reality: Robust Agents Cannot Trust the Data Too Much 0 0 2 10 0 1 11 63
Variance Covariance Orders and Median Preserving 0 0 0 27 0 3 9 146
Total Working Papers 0 2 19 2,257 4 27 150 7,665


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 6 14
A General Multivariate Threshold GARCH Model With Dynamic Conditional Correlations 0 0 1 76 1 3 16 185
A Note on the Three-Portfolios Matching Problem 0 0 0 5 0 0 3 69
A geometric approach to multiperiod mean variance optimization of assets and liabilities 0 0 2 108 0 0 8 436
A note on robustness in Merton's model of intertemporal consumption and portfolio choice 0 0 1 100 1 1 9 298
Accurate Short-Term Yield Curve Forecasting using Functional Gradient Descent 0 0 1 7 0 0 5 59
Ambiguity Aversion and the Term Structure of Interest Rates 1 1 3 86 1 1 14 211
Asset prices with locally constrained-entropy recursive multiple-priors utility 0 0 0 31 0 0 5 104
Correlation Risk and Optimal Portfolio Choice 1 1 1 150 3 3 7 406
Equilibrium impact of value-at-risk regulation 0 0 1 51 0 3 9 170
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 2 22
Learning and Asset Prices Under Ambiguous Information 0 0 2 70 0 0 7 160
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 1 5 266
Robust GMM tests for structural breaks 0 0 2 79 0 2 15 196
Robust Value at Risk Prediction 0 0 0 29 0 0 7 95
Robust efficient method of moments 0 0 0 57 0 0 7 179
Robust inference with GMM estimators 0 0 0 135 2 5 14 296
Robust subsampling 0 0 1 19 1 2 11 81
Robustness and Ambiguity Aversion in General Equilibrium 0 0 0 99 0 0 7 322
Semiparametric Regression for the Applied Econometrician. Adonis Yatchew 0 0 2 101 0 0 6 209
When Uncertainty Blows in the Orchard: Comovement and Equilibrium Volatility Risk Premia 0 0 2 9 0 2 15 46
Total Journal Articles 2 2 19 1,400 9 23 188 4,143


Statistics updated 2017-03-07