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 8 414 3 9 42 1,702
A general multivariate threshold GARCH model with dynamic conditional correlations 0 0 0 211 1 1 8 462
A general multivariate threshold GARCH model with dynamic conditional correlations 0 0 0 336 1 2 9 784
Accurate Short-Term Yield Curve Forecasting using Functional Gradient Descent 1 1 2 166 4 5 14 518
Accurate Yield Curve Scenarios Generation using Functional Gradient Descent 0 0 1 207 0 1 6 695
Ambiguity Aversion and the Term Structure of Interest Rates 0 0 3 22 1 3 9 101
Ambiguity Aversion and the Term Structure of Interest Rates 0 0 1 115 4 8 12 321
Ambiguity and Reality 0 0 17 17 0 1 18 20
Equilibrium Asset Pricing with Time-Varying Pessimism 0 0 0 0 0 0 0 0
GENERAL ANALYTICAL SOLUTIONS FOR MERTONS'S-TYPE CONSUMPTION-INVESTMENT PROBLEMS 0 0 1 104 1 1 6 364
Infinitesimal Robustness for Diffusions 0 0 1 50 0 0 4 120
Learning and Asset Prices under Ambiguous Information 0 0 1 177 0 1 14 541
Optimal Conditionally Unbiased Bounded-Influence Inference in Dynamic Location and Scale Models 0 0 0 25 1 1 5 137
Optimal Conditionally Unbiased Bounded-Influence Inference in Dynamic Location and Scale Models 0 0 0 40 1 2 16 253
Robust GMM Estimators and Tests for Models of the Term Structure of Interest Rates 0 0 0 2 0 0 5 515
Robust Resampling Methods for Time Series 1 2 3 49 1 2 8 111
Robust Subsampling 1 1 1 47 2 3 15 164
Robust Value at Risk Prediction 0 0 2 113 0 0 4 249
Robust Value at Risk Prediction 0 0 0 106 0 0 2 203
Taking Ambiguity to Reality: Robust Agents Cannot Trust the Data Too Much 0 0 3 8 1 2 22 45
Variance Covariance Orders and Median Preserving 0 0 1 27 0 0 10 135
Total Working Papers 3 4 45 2,236 21 42 229 7,440


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 1 1 1 6 8
A General Multivariate Threshold GARCH Model With Dynamic Conditional Correlations 0 0 1 75 1 2 10 164
A Note on the Three-Portfolios Matching Problem 0 0 1 5 0 0 4 65
A geometric approach to multiperiod mean variance optimization of assets and liabilities 0 0 1 106 1 1 2 428
A note on robustness in Merton's model of intertemporal consumption and portfolio choice 0 1 1 99 0 1 6 289
Accurate Short-Term Yield Curve Forecasting using Functional Gradient Descent 0 0 0 6 0 0 1 54
Ambiguity Aversion and the Term Structure of Interest Rates 0 2 11 83 1 4 23 197
Asset prices with locally constrained-entropy recursive multiple-priors utility 0 0 2 31 1 1 6 99
Correlation Risk and Optimal Portfolio Choice 1 2 8 149 2 5 20 396
Equilibrium impact of value-at-risk regulation 0 0 1 50 1 1 3 161
Estimating and predicting multivariate volatility thresholds in global stock markets 0 0 0 83 0 0 3 260
Infinitesimal Robustness for Diffusions 0 0 0 5 0 1 1 19
Learning and Asset Prices Under Ambiguous Information 0 1 3 67 1 3 15 152
Optimal Conditionally Unbiased Bounded-Influence Inference in Dynamic Location and Scale Models 0 0 0 15 0 0 2 49
Robust GMM analysis of models for the short rate process 0 0 1 84 1 1 8 261
Robust GMM tests for structural breaks 0 0 3 77 0 2 16 181
Robust Value at Risk Prediction 0 0 4 29 0 1 9 88
Robust efficient method of moments 0 0 0 57 0 0 4 171
Robust inference with GMM estimators 0 0 1 134 1 1 5 281
Robust subsampling 0 0 3 18 1 1 9 64
Robustness and Ambiguity Aversion in General Equilibrium 0 0 2 99 0 1 4 315
Semiparametric Regression for the Applied Econometrician. Adonis Yatchew 0 0 4 99 0 0 9 203
When Uncertainty Blows in the Orchard: Comovement and Equilibrium Volatility Risk Premia 0 1 4 7 0 9 18 29
Total Journal Articles 1 7 52 1,379 12 36 184 3,934


Statistics updated 2016-02-03