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 0 428 0 0 3 1,775
A general multivariate threshold GARCH model with dynamic conditional correlations 0 0 0 338 1 1 3 823
A general multivariate threshold GARCH model with dynamic conditional correlations 0 0 0 221 1 1 3 523
Accurate Short-Term Yield Curve Forecasting using Functional Gradient Descent 0 0 0 172 1 2 4 563
Accurate Yield Curve Scenarios Generation using Functional Gradient Descent 0 0 0 211 1 1 3 736
Ambiguity Aversion and the Term Structure of Interest Rates 0 0 0 120 0 1 3 364
Ambiguity Aversion and the Term Structure of Interest Rates 0 0 0 24 0 0 0 132
Ambiguity and Reality 0 0 0 31 0 0 3 232
Comments on: Nonparametric Tail Risk, Stock Returns and the Macroeconomy 0 0 0 34 0 0 0 46
Divergence and the Price of Uncertainty 0 0 0 20 0 0 0 50
Dividend Growth Predictability and the Price-Dividend Ratio 0 0 0 33 0 0 1 50
Equilibrium Asset Pricing with Time-Varying Pessimism 0 0 0 3 0 0 0 7
GENERAL ANALYTICAL SOLUTIONS FOR MERTONS'S-TYPE CONSUMPTION-INVESTMENT PROBLEMS 0 0 0 107 0 0 0 385
Infinitesimal Robustness for Diffusions 0 0 0 51 0 1 1 139
Learning and Asset Prices under Ambiguous Information 0 0 0 183 1 1 1 586
Optimal Conditionally Unbiased Bounded-Influence Inference in Dynamic Location and Scale Models 0 0 0 41 0 0 3 284
Predictability Hidden by Anomalous Observations 0 0 0 19 0 0 0 51
Robust Resampling Methods for Time Series 0 0 0 68 0 0 2 213
Robust Subsampling 0 1 1 51 0 1 1 215
Robust Value at Risk Prediction 0 0 0 110 0 0 1 263
Robust Value at Risk Prediction 0 0 0 113 1 1 6 298
Taking Ambiguity to Reality: Robust Agents Cannot Trust the Data Too Much 0 0 0 12 1 2 3 81
The Price of the Smile and Variance Risk Premia 0 0 0 48 0 0 1 74
Variance Covariance Orders and Median Preserving 0 0 0 43 0 0 1 223
Total Working Papers 0 1 1 2,481 7 12 43 8,113

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 77 0 0 0 223
A General Multivariate Threshold GARCH Model With Dynamic Conditional Correlations 0 0 1 7 2 5 8 58
A Note on the Three–Portfolios Matching Problem 0 0 0 5 0 1 1 77
A geometric approach to multiperiod mean variance optimization of assets and liabilities 0 0 0 113 0 1 1 467
A note on robustness in Merton's model of intertemporal consumption and portfolio choice 0 0 0 117 0 0 1 342
Accurate Short-Term Yield Curve Forecasting using Functional Gradient Descent 0 0 0 9 1 1 2 74
Ambiguity Aversion and the Term Structure of Interest Rates 0 0 0 91 0 0 3 254
Asset prices with locally constrained-entropy recursive multiple-priors utility 0 0 0 38 2 4 4 132
Comment on: Nonparametric Tail Risk, Stock Returns, and the Macroeconomy 0 0 0 6 0 0 0 29
Correlation Risk and Optimal Portfolio Choice 0 0 1 162 1 1 10 480
Economic Uncertainty, Disagreement, and Credit Markets 0 0 3 16 0 0 6 81
Equilibrium impact of value-at-risk regulation 0 0 1 56 0 1 3 197
Erratum to Comment on: Nonparametric Tail Risk, Stock Returns, and the Macroeconomy 0 0 0 4 0 0 1 19
Estimating and predicting multivariate volatility thresholds in global stock markets 0 0 0 87 1 3 5 289
Infinitesimal Robustness for Diffusions 0 0 0 7 0 2 2 39
Learning and Asset Prices Under Ambiguous Information 0 0 1 84 0 0 3 220
Optimal Conditionally Unbiased Bounded-Influence Inference in Dynamic Location and Scale Models 0 0 0 16 0 1 1 61
Robust GMM analysis of models for the short rate process 0 0 0 86 0 0 0 282
Robust GMM tests for structural breaks 0 0 0 86 0 1 2 237
Robust Value at Risk Prediction 0 0 2 34 1 1 7 154
Robust efficient method of moments 0 0 0 58 1 2 2 192
Robust inference with GMM estimators 0 1 3 153 0 1 4 346
Robust subsampling 0 0 0 27 0 0 1 118
Robustness and Ambiguity Aversion in General Equilibrium 0 0 0 107 0 0 0 363
Robustness and Ambiguity Aversion in General Equilibrium 0 0 0 1 0 0 1 24
Semiparametric Regression for the Applied Econometrician. Adonis Yatchew 0 0 0 103 0 0 1 219
When There Is No Place to Hide: Correlation Risk and the Cross-Section of Hedge Fund Returns 0 0 2 59 1 1 5 170
When Uncertainty Blows in the Orchard: Comovement and Equilibrium Volatility Risk Premia 0 2 4 34 0 3 10 134
Total Journal Articles 0 3 18 1,643 10 29 84 5,281

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Statistics updated 2025-10-06