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 5 419 2 4 18 1,720
A general multivariate threshold GARCH model with dynamic conditional correlations 0 0 1 337 0 0 10 794
A general multivariate threshold GARCH model with dynamic conditional correlations 0 0 1 212 1 4 13 475
Accurate Short-Term Yield Curve Forecasting using Functional Gradient Descent 0 0 1 167 1 2 7 525
Accurate Yield Curve Scenarios Generation using Functional Gradient Descent 0 0 1 208 0 2 12 707
Ambiguity Aversion and the Term Structure of Interest Rates 0 0 1 23 1 1 5 106
Ambiguity Aversion and the Term Structure of Interest Rates 0 0 0 115 1 2 9 330
Ambiguity and Reality 0 1 3 20 1 5 26 46
Equilibrium Asset Pricing with Time-Varying Pessimism 0 0 0 0 0 0 1 1
GENERAL ANALYTICAL SOLUTIONS FOR MERTONS'S-TYPE CONSUMPTION-INVESTMENT PROBLEMS 0 0 1 105 0 0 6 370
Infinitesimal Robustness for Diffusions 0 0 0 50 0 1 9 129
Learning and Asset Prices under Ambiguous Information 0 0 1 178 0 2 7 548
Optimal Conditionally Unbiased Bounded-Influence Inference in Dynamic Location and Scale Models 0 0 0 40 0 1 12 265
Optimal Conditionally Unbiased Bounded-Influence Inference in Dynamic Location and Scale Models 0 0 1 26 0 1 6 143
Robust GMM Estimators and Tests for Models of the Term Structure of Interest Rates 0 0 0 2 0 0 2 517
Robust Resampling Methods for Time Series 0 2 2 51 1 3 18 129
Robust Subsampling 0 0 1 48 0 3 17 181
Robust Value at Risk Prediction 0 0 0 113 0 0 9 258
Robust Value at Risk Prediction 0 0 0 106 0 0 9 212
Taking Ambiguity to Reality: Robust Agents Cannot Trust the Data Too Much 0 0 2 10 1 1 18 63
Variance Covariance Orders and Median Preserving 0 0 0 27 3 5 12 147
Total Working Papers 0 3 21 2,257 12 37 226 7,666


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 1 76 0 2 20 184
A General Multivariate Threshold GARCH Model With Dynamic Conditional Correlations 0 0 0 1 0 0 6 14
A Note on the Three-Portfolios Matching Problem 0 0 0 5 0 3 7 72
A geometric approach to multiperiod mean variance optimization of assets and liabilities 0 0 2 108 0 1 8 436
A note on robustness in Merton's model of intertemporal consumption and portfolio choice 0 1 1 100 0 1 8 297
Accurate Short-Term Yield Curve Forecasting using Functional Gradient Descent 0 0 1 7 0 1 6 60
Ambiguity Aversion and the Term Structure of Interest Rates 0 0 2 85 0 0 13 210
Asset prices with locally constrained-entropy recursive multiple-priors utility 0 0 0 31 0 0 5 104
Correlation Risk and Optimal Portfolio Choice 0 0 0 149 0 1 7 403
Equilibrium impact of value-at-risk regulation 0 0 1 51 0 4 10 171
Estimating and predicting multivariate volatility thresholds in global stock markets 0 0 0 83 0 0 6 266
Infinitesimal Robustness for Diffusions 0 0 0 5 0 0 3 22
Learning and Asset Prices Under Ambiguous Information 0 1 3 70 0 1 8 160
Optimal Conditionally Unbiased Bounded-Influence Inference in Dynamic Location and Scale Models 0 0 0 15 1 2 5 54
Robust GMM analysis of models for the short rate process 0 0 0 84 0 1 5 266
Robust GMM tests for structural breaks 0 0 2 79 2 2 15 196
Robust Value at Risk Prediction 0 0 0 29 0 1 8 96
Robust efficient method of moments 0 0 0 57 0 0 8 179
Robust inference with GMM estimators 0 0 1 135 2 4 13 294
Robust subsampling 0 0 1 19 0 3 18 82
Robustness and Ambiguity Aversion in General Equilibrium 0 0 0 99 0 0 7 322
Semiparametric Regression for the Applied Econometrician. Adonis Yatchew 0 0 2 101 0 1 6 209
When Uncertainty Blows in the Orchard: Comovement and Equilibrium Volatility Risk Premia 0 1 2 9 2 3 17 46
Total Journal Articles 0 3 19 1,398 7 31 209 4,143


Statistics updated 2017-02-02