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 2 421 1 3 10 1,726
A general multivariate threshold GARCH model with dynamic conditional correlations 0 1 2 214 0 2 8 479
A general multivariate threshold GARCH model with dynamic conditional correlations 0 0 0 337 1 2 5 799
Accurate Short-Term Yield Curve Forecasting using Functional Gradient Descent 0 1 1 168 0 1 6 529
Accurate Yield Curve Scenarios Generation using Functional Gradient Descent 1 1 1 209 1 2 5 710
Ambiguity Aversion and the Term Structure of Interest Rates 0 0 0 23 0 0 4 106
Ambiguity Aversion and the Term Structure of Interest Rates 0 0 1 116 0 1 10 334
Ambiguity and Reality 0 0 3 22 0 2 17 58
Comments on: Nonparametric Tail Risk, Stock Returns and the Macroeconomy 0 0 1 29 2 5 11 15
Divergence and the Price of Uncertainty 0 1 1 10 0 4 8 10
Dividend Growth Predictability and the Price-Dividend Ratio 0 0 21 21 0 1 4 4
Equilibrium Asset Pricing with Time-Varying Pessimism 0 0 1 1 0 0 1 2
GENERAL ANALYTICAL SOLUTIONS FOR MERTONS'S-TYPE CONSUMPTION-INVESTMENT PROBLEMS 0 0 1 106 0 0 3 372
Infinitesimal Robustness for Diffusions 0 0 0 50 0 0 1 129
Learning and Asset Prices under Ambiguous Information 0 0 0 178 0 1 6 551
Optimal Conditionally Unbiased Bounded-Influence Inference in Dynamic Location and Scale Models 0 0 0 40 1 1 6 269
Optimal Conditionally Unbiased Bounded-Influence Inference in Dynamic Location and Scale Models 0 0 0 26 0 0 3 143
Predictability Hidden by Anomalous Observations 0 0 17 17 0 0 4 4
Robust GMM Estimators and Tests for Models of the Term Structure of Interest Rates 0 0 0 2 0 0 0 517
Robust Resampling Methods for Time Series 0 0 2 51 1 2 10 135
Robust Subsampling 0 0 0 48 0 1 10 187
Robust Value at Risk Prediction 0 0 0 113 0 0 2 260
Robust Value at Risk Prediction 0 0 0 106 0 1 2 214
Taking Ambiguity to Reality: Robust Agents Cannot Trust the Data Too Much 0 0 2 12 0 1 7 69
The Price of the Smile and Variance Risk Premia 0 1 2 30 0 1 7 11
Variance Covariance Orders and Median Preserving 0 0 1 28 0 1 11 151
Total Working Papers 2 6 59 2,378 7 32 161 7,784


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 76 0 0 6 185
A General Multivariate Threshold GARCH Model With Dynamic Conditional Correlations 0 0 0 1 0 1 1 15
A Note on the Three-Portfolios Matching Problem 0 0 0 5 0 0 0 69
A geometric approach to multiperiod mean variance optimization of assets and liabilities 0 0 0 108 1 2 5 439
A note on robustness in Merton's model of intertemporal consumption and portfolio choice 0 0 2 101 0 0 6 301
Accurate Short-Term Yield Curve Forecasting using Functional Gradient Descent 0 0 0 7 0 0 1 59
Ambiguity Aversion and the Term Structure of Interest Rates 0 0 2 87 0 1 8 213
Asset prices with locally constrained-entropy recursive multiple-priors utility 0 0 1 32 0 0 2 105
Comment on: Nonparametric Tail Risk, Stock Returns, and the Macroeconomy 0 1 1 1 2 7 7 7
Correlation Risk and Optimal Portfolio Choice 0 0 1 150 1 1 8 410
Economic Uncertainty, Disagreement, and Credit Markets 0 0 0 0 0 0 5 5
Equilibrium impact of value-at-risk regulation 0 0 0 51 0 0 4 171
Erratum to Comment on: Nonparametric Tail Risk, Stock Returns, and the Macroeconomy 0 0 0 0 1 2 2 2
Estimating and predicting multivariate volatility thresholds in global stock markets 0 1 2 85 0 1 2 268
Infinitesimal Robustness for Diffusions 0 0 0 5 0 0 0 22
Learning and Asset Prices Under Ambiguous Information 0 0 1 70 0 2 5 162
Optimal Conditionally Unbiased Bounded-Influence Inference in Dynamic Location and Scale Models 0 0 0 15 0 0 1 53
Robust GMM analysis of models for the short rate process 0 0 0 84 0 0 2 266
Robust GMM tests for structural breaks 1 1 2 81 1 1 9 203
Robust Value at Risk Prediction 0 0 0 29 0 0 0 95
Robust efficient method of moments 0 0 0 57 0 0 1 179
Robust inference with GMM estimators 0 0 0 135 2 4 11 301
Robust subsampling 0 0 2 21 0 0 6 85
Robustness and Ambiguity Aversion in General Equilibrium 0 0 0 99 1 1 6 324
Robustness and Ambiguity Aversion in General Equilibrium 0 0 0 0 0 0 1 3
Semiparametric Regression for the Applied Econometrician. Adonis Yatchew 0 0 0 101 0 0 1 209
When There Is No Place to Hide: Correlation Risk and the Cross-Section of Hedge Fund Returns 0 1 4 16 0 2 14 44
When Uncertainty Blows in the Orchard: Comovement and Equilibrium Volatility Risk Premia 0 1 4 12 3 5 15 58
Total Journal Articles 1 5 22 1,429 12 30 129 4,253


Statistics updated 2017-10-05