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 3 3 8 418 3 7 35 1,714
A general multivariate threshold GARCH model with dynamic conditional correlations 0 0 0 336 0 3 12 791
A general multivariate threshold GARCH model with dynamic conditional correlations 0 1 1 212 0 2 12 469
Accurate Short-Term Yield Curve Forecasting using Functional Gradient Descent 0 1 2 167 0 4 13 522
Accurate Yield Curve Scenarios Generation using Functional Gradient Descent 0 1 1 208 0 2 10 703
Ambiguity Aversion and the Term Structure of Interest Rates 1 1 2 23 1 1 7 102
Ambiguity Aversion and the Term Structure of Interest Rates 0 0 1 115 0 1 12 322
Ambiguity and Reality 0 1 6 19 2 3 26 35
Equilibrium Asset Pricing with Time-Varying Pessimism 0 0 0 0 0 1 1 1
GENERAL ANALYTICAL SOLUTIONS FOR MERTONS'S-TYPE CONSUMPTION-INVESTMENT PROBLEMS 0 1 1 105 0 3 8 368
Infinitesimal Robustness for Diffusions 0 0 0 50 0 0 7 125
Learning and Asset Prices under Ambiguous Information 0 1 1 178 1 3 10 544
Optimal Conditionally Unbiased Bounded-Influence Inference in Dynamic Location and Scale Models 0 0 1 26 0 1 5 139
Optimal Conditionally Unbiased Bounded-Influence Inference in Dynamic Location and Scale Models 0 0 0 40 0 2 16 261
Robust GMM Estimators and Tests for Models of the Term Structure of Interest Rates 0 0 0 2 0 2 5 517
Robust Resampling Methods for Time Series 0 0 3 49 1 3 13 120
Robust Subsampling 0 0 2 48 1 2 21 174
Robust Value at Risk Prediction 0 0 0 113 0 0 8 255
Robust Value at Risk Prediction 0 0 0 106 0 1 9 211
Taking Ambiguity to Reality: Robust Agents Cannot Trust the Data Too Much 0 2 2 10 0 6 22 60
Variance Covariance Orders and Median Preserving 0 0 0 27 0 1 10 138
Total Working Papers 4 12 31 2,252 9 48 262 7,571


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 75 1 3 15 174
A General Multivariate Threshold GARCH Model With Dynamic Conditional Correlations 0 0 0 1 1 4 7 12
A Note on the Three-Portfolios Matching Problem 0 0 1 5 1 3 6 69
A geometric approach to multiperiod mean variance optimization of assets and liabilities 0 1 2 107 1 4 6 432
A note on robustness in Merton's model of intertemporal consumption and portfolio choice 0 0 1 99 0 4 6 293
Accurate Short-Term Yield Curve Forecasting using Functional Gradient Descent 0 1 1 7 0 4 5 58
Ambiguity Aversion and the Term Structure of Interest Rates 1 2 7 85 2 5 17 203
Asset prices with locally constrained-entropy recursive multiple-priors utility 0 0 0 31 0 2 3 101
Correlation Risk and Optimal Portfolio Choice 0 0 7 149 0 1 18 400
Equilibrium impact of value-at-risk regulation 0 1 1 51 0 4 6 165
Estimating and predicting multivariate volatility thresholds in global stock markets 0 0 0 83 0 1 5 263
Infinitesimal Robustness for Diffusions 0 0 0 5 0 2 4 22
Learning and Asset Prices Under Ambiguous Information 0 1 4 69 0 3 13 156
Optimal Conditionally Unbiased Bounded-Influence Inference in Dynamic Location and Scale Models 0 0 0 15 0 3 4 52
Robust GMM analysis of models for the short rate process 0 0 0 84 0 2 3 263
Robust GMM tests for structural breaks 1 2 3 79 1 8 18 189
Robust Value at Risk Prediction 0 0 1 29 4 5 8 93
Robust efficient method of moments 0 0 0 57 0 4 8 176
Robust inference with GMM estimators 0 0 2 135 0 6 10 288
Robust subsampling 0 0 1 19 3 7 18 78
Robustness and Ambiguity Aversion in General Equilibrium 0 0 0 99 0 3 5 318
Semiparametric Regression for the Applied Econometrician. Adonis Yatchew 0 1 3 100 1 4 8 207
When Uncertainty Blows in the Orchard: Comovement and Equilibrium Volatility Risk Premia 0 0 3 8 1 3 22 38
Total Journal Articles 2 9 38 1,392 16 85 215 4,050


Statistics updated 2016-07-02