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 3 4 418 1 4 29 1,715
A general multivariate threshold GARCH model with dynamic conditional correlations 0 0 0 336 1 2 12 792
A general multivariate threshold GARCH model with dynamic conditional correlations 0 1 1 212 1 2 12 470
Accurate Short-Term Yield Curve Forecasting using Functional Gradient Descent 0 1 2 167 1 4 14 523
Accurate Yield Curve Scenarios Generation using Functional Gradient Descent 0 1 1 208 0 1 10 703
Ambiguity Aversion and the Term Structure of Interest Rates 0 1 2 23 0 1 7 102
Ambiguity Aversion and the Term Structure of Interest Rates 0 0 1 115 0 0 12 322
Ambiguity and Reality 0 1 6 19 3 6 29 38
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 1 3 8 369
Infinitesimal Robustness for Diffusions 0 0 0 50 1 1 8 126
Learning and Asset Prices under Ambiguous Information 0 1 1 178 0 2 10 544
Optimal Conditionally Unbiased Bounded-Influence Inference in Dynamic Location and Scale Models 0 0 0 40 0 1 12 261
Optimal Conditionally Unbiased Bounded-Influence Inference in Dynamic Location and Scale Models 0 0 1 26 0 1 5 139
Robust GMM Estimators and Tests for Models of the Term Structure of Interest Rates 0 0 0 2 0 2 4 517
Robust Resampling Methods for Time Series 0 0 3 49 0 2 13 120
Robust Subsampling 0 0 2 48 1 2 21 175
Robust Value at Risk Prediction 0 0 0 106 1 1 10 212
Robust Value at Risk Prediction 0 0 0 113 1 1 9 256
Taking Ambiguity to Reality: Robust Agents Cannot Trust the Data Too Much 0 1 2 10 1 4 23 61
Variance Covariance Orders and Median Preserving 0 0 0 27 1 2 11 139
Total Working Papers 0 11 27 2,252 14 43 260 7,585


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 75 1 4 15 175
A General Multivariate Threshold GARCH Model With Dynamic Conditional Correlations 0 0 0 1 0 2 7 12
A Note on the Three-Portfolios Matching Problem 0 0 1 5 0 2 5 69
A geometric approach to multiperiod mean variance optimization of assets and liabilities 0 0 2 107 0 2 6 432
A note on robustness in Merton's model of intertemporal consumption and portfolio choice 0 0 1 99 0 3 6 293
Accurate Short-Term Yield Curve Forecasting using Functional Gradient Descent 0 0 1 7 0 3 5 58
Ambiguity Aversion and the Term Structure of Interest Rates 0 1 6 85 1 4 17 204
Asset prices with locally constrained-entropy recursive multiple-priors utility 0 0 0 31 1 1 4 102
Correlation Risk and Optimal Portfolio Choice 0 0 7 149 0 1 16 400
Equilibrium impact of value-at-risk regulation 0 1 1 51 2 4 8 167
Estimating and predicting multivariate volatility thresholds in global stock markets 0 0 0 83 1 2 6 264
Infinitesimal Robustness for Diffusions 0 0 0 5 0 1 4 22
Learning and Asset Prices Under Ambiguous Information 0 0 4 69 1 3 13 157
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 0 2 3 79 1 4 18 190
Robust Value at Risk Prediction 0 0 1 29 2 7 10 95
Robust efficient method of moments 0 0 0 57 2 3 10 178
Robust inference with GMM estimators 0 0 2 135 0 1 10 288
Robust subsampling 0 0 1 19 1 5 18 79
Robustness and Ambiguity Aversion in General Equilibrium 0 0 0 99 0 2 4 318
Semiparametric Regression for the Applied Econometrician. Adonis Yatchew 0 0 2 100 0 2 6 207
When Uncertainty Blows in the Orchard: Comovement and Equilibrium Volatility Risk Premia 0 0 3 8 4 5 26 42
Total Journal Articles 0 4 35 1,392 17 66 221 4,067


Statistics updated 2016-08-02