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 9 405 5 7 35 1,658
A general multivariate threshold GARCH model with dynamic conditional correlations 0 0 4 211 0 2 17 453
A general multivariate threshold GARCH model with dynamic conditional correlations 0 0 2 335 0 1 7 774
Accurate Short-Term Yield Curve Forecasting using Functional Gradient Descent 0 0 4 164 0 2 21 502
Accurate Yield Curve Scenarios Generation using Functional Gradient Descent 0 1 4 206 0 2 14 688
Ambiguity Aversion and the Term Structure of Interest Rates 0 0 1 114 1 1 7 308
Ambiguity Aversion and the Term Structure of Interest Rates 0 1 5 19 0 1 14 91
Equilibrium Asset Pricing with Time-Varying Pessimism 0 0 0 42 0 0 3 156
GENERAL ANALYTICAL SOLUTIONS FOR MERTONS'S-TYPE CONSUMPTION-INVESTMENT PROBLEMS 1 1 3 103 2 2 13 356
Infinitesimal Robustness for Diffusions 0 0 0 49 0 2 6 116
Learning and Asset Prices under Ambiguous Information 0 0 0 175 0 1 15 524
Optimal Conditionally Unbiased Bounded-Influence Inference in Dynamic Location and Scale Models 0 0 0 40 1 3 11 235
Optimal Conditionally Unbiased Bounded-Influence Inference in Dynamic Location and Scale Models 0 0 0 25 0 0 2 132
Robust GMM Estimators and Tests for Models of the Term Structure of Interest Rates 0 0 0 2 0 0 8 510
Robust Resampling Methods for Time Series 2 8 10 46 2 9 17 102
Robust Subsampling 0 2 2 46 0 3 7 149
Robust Value at Risk Prediction 0 0 3 106 0 0 11 200
Robust Value at Risk Prediction 0 0 1 111 0 0 15 245
Taking Ambiguity to Reality: Robust Agents Cannot Trust the Data Too Much 0 0 2 4 2 4 8 18
Variance Covariance Orders and Median Preserving 0 0 0 25 0 1 6 124
Total Working Papers 4 14 50 2,228 13 41 237 7,341


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 5 72 2 4 18 152
A Note on the Three-Portfolios Matching Problem 0 0 0 4 0 0 7 60
A geometric approach to multiperiod mean variance optimization of assets and liabilities 0 0 4 104 0 1 10 425
A note on robustness in Merton's model of intertemporal consumption and portfolio choice 0 1 4 98 1 2 13 283
Accurate Short-Term Yield Curve Forecasting using Functional Gradient Descent 0 0 1 6 1 1 7 53
Ambiguity Aversion and the Term Structure of Interest Rates 1 1 11 72 1 7 27 174
Asset prices with locally constrained-entropy recursive multiple-priors utility 0 1 6 29 0 2 15 93
Correlation Risk and Optimal Portfolio Choice 1 2 10 141 2 5 30 373
Equilibrium impact of value-at-risk regulation 0 0 2 49 0 1 12 157
Estimating and predicting multivariate volatility thresholds in global stock markets 0 1 3 83 0 2 10 257
Infinitesimal Robustness for Diffusions 0 0 0 5 0 0 1 18
Learning and Asset Prices Under Ambiguous Information 1 1 10 64 2 2 16 136
Optimal Conditionally Unbiased Bounded-Influence Inference in Dynamic Location and Scale Models 0 0 0 15 0 1 1 47
Robust GMM analysis of models for the short rate process 0 0 1 83 0 1 8 253
Robust GMM tests for structural breaks 1 2 6 73 1 3 15 164
Robust Value at Risk Prediction 2 3 8 23 6 8 21 76
Robust efficient method of moments 0 0 0 57 0 0 5 167
Robust inference with GMM estimators 0 0 11 133 1 1 17 276
Robust subsampling 0 3 6 15 0 7 23 55
Robustness and Ambiguity Aversion in General Equilibrium 0 1 2 97 2 3 15 311
Semiparametric Regression for the Applied Econometrician. Adonis Yatchew 0 1 2 95 1 2 8 191
Total Journal Articles 6 17 92 1,318 20 53 279 3,721


Statistics updated 2015-01-03