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 1 8 404 2 5 32 1,653
A general multivariate threshold GARCH model with dynamic conditional correlations 0 0 5 211 1 3 20 453
A general multivariate threshold GARCH model with dynamic conditional correlations 0 0 2 335 1 1 8 774
Accurate Short-Term Yield Curve Forecasting using Functional Gradient Descent 0 1 4 164 1 5 21 502
Accurate Yield Curve Scenarios Generation using Functional Gradient Descent 0 1 4 206 1 3 15 688
Ambiguity Aversion and the Term Structure of Interest Rates 0 0 1 114 0 0 6 307
Ambiguity Aversion and the Term Structure of Interest Rates 0 1 5 19 0 4 16 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 0 0 2 102 0 1 12 354
Infinitesimal Robustness for Diffusions 0 0 0 49 0 2 7 116
Learning and Asset Prices under Ambiguous Information 0 0 0 175 0 4 16 524
Optimal Conditionally Unbiased Bounded-Influence Inference in Dynamic Location and Scale Models 0 0 0 40 0 3 20 234
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 1 8 510
Robust Resampling Methods for Time Series 5 6 8 44 5 7 15 100
Robust Subsampling 0 2 2 46 1 3 10 149
Robust Value at Risk Prediction 0 0 1 111 0 1 17 245
Robust Value at Risk Prediction 0 0 3 106 0 2 11 200
Taking Ambiguity to Reality: Robust Agents Cannot Trust the Data Too Much 0 0 2 4 1 2 6 16
Variance Covariance Orders and Median Preserving 0 0 0 25 0 2 7 124
Total Working Papers 5 12 47 2,224 13 49 252 7,328


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 6 72 1 2 17 150
A Note on the Three-Portfolios Matching Problem 0 0 0 4 0 1 8 60
A geometric approach to multiperiod mean variance optimization of assets and liabilities 0 1 4 104 1 2 12 425
A note on robustness in Merton's model of intertemporal consumption and portfolio choice 0 1 7 98 0 1 16 282
Accurate Short-Term Yield Curve Forecasting using Functional Gradient Descent 0 0 1 6 0 0 8 52
Ambiguity Aversion and the Term Structure of Interest Rates 0 1 10 71 2 9 27 173
Asset prices with locally constrained-entropy recursive multiple-priors utility 1 3 6 29 2 4 19 93
Correlation Risk and Optimal Portfolio Choice 0 1 9 140 2 5 34 371
Equilibrium impact of value-at-risk regulation 0 1 2 49 0 2 14 157
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 0 0 9 63 0 0 15 134
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 0 1 5 72 0 3 14 163
Robust Value at Risk Prediction 1 1 6 21 1 3 15 70
Robust efficient method of moments 0 0 0 57 0 0 7 167
Robust inference with GMM estimators 0 1 11 133 0 3 18 275
Robust subsampling 1 3 7 15 1 7 24 55
Robustness and Ambiguity Aversion in General Equilibrium 1 1 2 97 1 2 15 309
Semiparametric Regression for the Applied Econometrician. Adonis Yatchew 0 1 2 95 0 1 8 190
Total Journal Articles 4 17 91 1,312 11 49 291 3,701


Statistics updated 2014-12-03