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 0 4 27 1,715
A general multivariate threshold GARCH model with dynamic conditional correlations 0 0 0 336 1 2 12 793
A general multivariate threshold GARCH model with dynamic conditional correlations 0 0 1 212 1 2 13 471
Accurate Short-Term Yield Curve Forecasting using Functional Gradient Descent 0 0 2 167 0 1 13 523
Accurate Yield Curve Scenarios Generation using Functional Gradient Descent 0 0 1 208 2 2 12 705
Ambiguity Aversion and the Term Structure of Interest Rates 0 0 1 115 1 1 13 323
Ambiguity Aversion and the Term Structure of Interest Rates 0 1 1 23 0 1 5 102
Ambiguity and Reality 0 0 6 19 1 6 29 39
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 1 8 369
Infinitesimal Robustness for Diffusions 0 0 0 50 1 2 9 127
Learning and Asset Prices under Ambiguous Information 0 0 1 178 0 1 10 544
Optimal Conditionally Unbiased Bounded-Influence Inference in Dynamic Location and Scale Models 0 0 0 40 0 0 12 261
Optimal Conditionally Unbiased Bounded-Influence Inference in Dynamic Location and Scale Models 0 0 1 26 0 0 5 139
Robust GMM Estimators and Tests for Models of the Term Structure of Interest Rates 0 0 0 2 0 0 4 517
Robust Resampling Methods for Time Series 0 0 3 49 1 2 14 121
Robust Subsampling 0 0 2 48 1 3 22 176
Robust Value at Risk Prediction 0 0 0 113 0 1 8 256
Robust Value at Risk Prediction 0 0 0 106 0 1 10 212
Taking Ambiguity to Reality: Robust Agents Cannot Trust the Data Too Much 0 0 2 10 1 2 23 62
Variance Covariance Orders and Median Preserving 0 0 0 27 0 1 11 139
Total Working Papers 0 4 26 2,252 10 33 261 7,595


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 3 5 18 178
A General Multivariate Threshold GARCH Model With Dynamic Conditional Correlations 0 0 0 1 2 3 9 14
A Note on the Three-Portfolios Matching Problem 0 0 0 5 0 1 4 69
A geometric approach to multiperiod mean variance optimization of assets and liabilities 0 0 2 107 0 1 6 432
A note on robustness in Merton's model of intertemporal consumption and portfolio choice 0 0 1 99 2 2 8 295
Accurate Short-Term Yield Curve Forecasting using Functional Gradient Descent 0 0 1 7 0 0 5 58
Ambiguity Aversion and the Term Structure of Interest Rates 0 1 6 85 1 4 15 205
Asset prices with locally constrained-entropy recursive multiple-priors utility 0 0 0 31 1 2 5 103
Correlation Risk and Optimal Portfolio Choice 0 0 5 149 2 2 15 402
Equilibrium impact of value-at-risk regulation 0 0 1 51 0 2 8 167
Estimating and predicting multivariate volatility thresholds in global stock markets 0 0 0 83 2 3 8 266
Infinitesimal Robustness for Diffusions 0 0 0 5 0 0 4 22
Learning and Asset Prices Under Ambiguous Information 0 0 3 69 0 1 12 157
Optimal Conditionally Unbiased Bounded-Influence Inference in Dynamic Location and Scale Models 0 0 0 15 0 0 4 52
Robust GMM analysis of models for the short rate process 0 0 0 84 0 0 3 263
Robust GMM tests for structural breaks 0 1 3 79 3 5 21 193
Robust Value at Risk Prediction 0 0 1 29 0 6 9 95
Robust efficient method of moments 0 0 0 57 0 2 10 178
Robust inference with GMM estimators 0 0 2 135 2 2 12 290
Robust subsampling 0 0 1 19 0 4 18 79
Robustness and Ambiguity Aversion in General Equilibrium 0 0 0 99 0 0 4 318
Semiparametric Regression for the Applied Econometrician. Adonis Yatchew 1 1 3 101 1 2 7 208
When Uncertainty Blows in the Orchard: Comovement and Equilibrium Volatility Risk Premia 0 0 2 8 1 6 25 43
Total Journal Articles 1 3 31 1,393 20 53 230 4,087


Statistics updated 2016-09-03