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 7 415 4 9 42 1,711
A general multivariate threshold GARCH model with dynamic conditional correlations 0 0 0 211 1 6 12 468
A general multivariate threshold GARCH model with dynamic conditional correlations 0 0 0 336 2 6 13 790
Accurate Short-Term Yield Curve Forecasting using Functional Gradient Descent 0 0 2 166 1 1 12 519
Accurate Yield Curve Scenarios Generation using Functional Gradient Descent 0 0 1 207 1 7 11 702
Ambiguity Aversion and the Term Structure of Interest Rates 0 0 2 22 0 0 7 101
Ambiguity Aversion and the Term Structure of Interest Rates 0 0 1 115 1 1 12 322
Ambiguity and Reality 0 1 5 18 0 12 25 32
Equilibrium Asset Pricing with Time-Varying Pessimism 0 0 0 0 0 0 0 0
GENERAL ANALYTICAL SOLUTIONS FOR MERTONS'S-TYPE CONSUMPTION-INVESTMENT PROBLEMS 0 0 0 104 1 2 7 366
Infinitesimal Robustness for Diffusions 0 0 1 50 0 5 9 125
Learning and Asset Prices under Ambiguous Information 0 0 0 177 1 1 11 542
Optimal Conditionally Unbiased Bounded-Influence Inference in Dynamic Location and Scale Models 0 1 1 26 0 1 5 138
Optimal Conditionally Unbiased Bounded-Influence Inference in Dynamic Location and Scale Models 0 0 0 40 1 7 19 260
Robust GMM Estimators and Tests for Models of the Term Structure of Interest Rates 0 0 0 2 0 0 4 515
Robust Resampling Methods for Time Series 0 0 3 49 1 7 11 118
Robust Subsampling 0 1 2 48 1 9 21 173
Robust Value at Risk Prediction 0 0 0 106 1 8 10 211
Robust Value at Risk Prediction 0 0 1 113 0 6 9 255
Taking Ambiguity to Reality: Robust Agents Cannot Trust the Data Too Much 1 1 2 9 3 12 21 57
Variance Covariance Orders and Median Preserving 0 0 1 27 0 2 10 137
Total Working Papers 1 5 29 2,241 19 102 271 7,542


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 1 2 2 8 10
A General Multivariate Threshold GARCH Model With Dynamic Conditional Correlations 0 0 1 75 0 7 16 171
A Note on the Three-Portfolios Matching Problem 0 0 1 5 1 2 6 67
A geometric approach to multiperiod mean variance optimization of assets and liabilities 1 1 2 107 2 2 4 430
A note on robustness in Merton's model of intertemporal consumption and portfolio choice 0 0 1 99 1 1 6 290
Accurate Short-Term Yield Curve Forecasting using Functional Gradient Descent 1 1 1 7 1 1 2 55
Ambiguity Aversion and the Term Structure of Interest Rates 1 1 6 84 2 3 18 200
Asset prices with locally constrained-entropy recursive multiple-priors utility 0 0 0 31 2 2 5 101
Correlation Risk and Optimal Portfolio Choice 0 0 7 149 0 3 19 399
Equilibrium impact of value-at-risk regulation 0 0 0 50 2 2 4 163
Estimating and predicting multivariate volatility thresholds in global stock markets 0 0 0 83 0 2 5 262
Infinitesimal Robustness for Diffusions 0 0 0 5 1 2 3 21
Learning and Asset Prices Under Ambiguous Information 1 2 4 69 1 2 13 154
Optimal Conditionally Unbiased Bounded-Influence Inference in Dynamic Location and Scale Models 0 0 0 15 0 0 2 49
Robust GMM analysis of models for the short rate process 0 0 0 84 0 0 2 261
Robust GMM tests for structural breaks 0 0 2 77 5 5 17 186
Robust Value at Risk Prediction 0 0 1 29 0 0 4 88
Robust efficient method of moments 0 0 0 57 3 4 8 175
Robust inference with GMM estimators 0 1 2 135 5 6 11 287
Robust subsampling 0 1 2 19 3 10 16 74
Robustness and Ambiguity Aversion in General Equilibrium 0 0 2 99 1 1 5 316
Semiparametric Regression for the Applied Econometrician. Adonis Yatchew 1 1 4 100 2 2 8 205
When Uncertainty Blows in the Orchard: Comovement and Equilibrium Volatility Risk Premia 0 1 4 8 2 8 23 37
Total Journal Articles 5 9 41 1,388 36 67 205 4,001


Statistics updated 2016-05-03