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 2 420 1 1 9 1,724
A general multivariate threshold GARCH model with dynamic conditional correlations 0 0 1 337 0 0 5 797
A general multivariate threshold GARCH model with dynamic conditional correlations 1 1 2 214 1 1 8 478
Accurate Short-Term Yield Curve Forecasting using Functional Gradient Descent 1 1 1 168 1 2 6 529
Accurate Yield Curve Scenarios Generation using Functional Gradient Descent 0 0 0 208 1 1 6 709
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 1 1 116 0 1 11 333
Ambiguity and Reality 0 0 3 22 2 5 20 58
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 1 1 106 0 1 3 372
Infinitesimal Robustness for Diffusions 0 0 0 50 0 0 3 129
Learning and Asset Prices under Ambiguous Information 0 0 0 178 0 1 6 550
Optimal Conditionally Unbiased Bounded-Influence Inference in Dynamic Location and Scale Models 0 0 0 26 0 0 4 143
Optimal Conditionally Unbiased Bounded-Influence Inference in Dynamic Location and Scale Models 0 0 0 40 0 1 7 268
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 3 14 134
Robust Subsampling 0 0 0 48 1 2 12 187
Robust Value at Risk Prediction 0 0 0 106 1 1 2 214
Robust Value at Risk Prediction 0 0 0 113 0 0 4 260
Taking Ambiguity to Reality: Robust Agents Cannot Trust the Data Too Much 0 1 2 12 1 2 8 69
Variance Covariance Orders and Median Preserving 0 1 1 28 1 4 12 151
Total Working Papers 2 6 17 2,269 11 26 145 7,730


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 1 1 1 3 15
A General Multivariate Threshold GARCH Model With Dynamic Conditional Correlations 0 0 1 76 0 0 10 185
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 1 108 0 0 5 437
A note on robustness in Merton's model of intertemporal consumption and portfolio choice 0 1 2 101 0 1 8 301
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 1 1 9 213
Asset prices with locally constrained-entropy recursive multiple-priors utility 0 1 1 32 0 1 3 105
Correlation Risk and Optimal Portfolio Choice 0 0 1 150 0 2 9 409
Equilibrium impact of value-at-risk regulation 0 0 0 51 0 0 4 171
Estimating and predicting multivariate volatility thresholds in global stock markets 1 1 2 85 1 1 4 268
Infinitesimal Robustness for Diffusions 0 0 0 5 0 0 0 22
Learning and Asset Prices Under Ambiguous Information 0 0 1 70 0 0 3 160
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 3 266
Robust GMM tests for structural breaks 0 0 1 80 0 3 12 202
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 0 0 9 297
Robust subsampling 0 1 2 21 0 1 6 85
Robustness and Ambiguity Aversion in General Equilibrium 0 0 0 99 0 0 5 323
Semiparametric Regression for the Applied Econometrician. Adonis Yatchew 0 0 1 101 0 0 2 209
When Uncertainty Blows in the Orchard: Comovement and Equilibrium Volatility Risk Premia 0 2 3 11 0 5 11 53
Total Journal Articles 1 6 18 1,410 3 16 109 4,176


Statistics updated 2017-08-03