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 5 420 0 4 12 1,723
A general multivariate threshold GARCH model with dynamic conditional correlations 0 1 1 213 0 4 8 477
A general multivariate threshold GARCH model with dynamic conditional correlations 0 0 1 337 0 3 6 797
Accurate Short-Term Yield Curve Forecasting using Functional Gradient Descent 0 0 0 167 1 3 6 528
Accurate Yield Curve Scenarios Generation using Functional Gradient Descent 0 0 0 208 0 1 5 708
Ambiguity Aversion and the Term Structure of Interest Rates 0 0 0 115 0 2 10 332
Ambiguity Aversion and the Term Structure of Interest Rates 0 0 1 23 0 0 5 106
Ambiguity and Reality 0 2 3 22 1 9 21 54
Equilibrium Asset Pricing with Time-Varying Pessimism 0 1 1 1 0 1 1 2
GENERAL ANALYTICAL SOLUTIONS FOR MERTONS'S-TYPE CONSUMPTION-INVESTMENT PROBLEMS 1 1 1 106 1 2 4 372
Infinitesimal Robustness for Diffusions 0 0 0 50 0 0 4 129
Learning and Asset Prices under Ambiguous Information 0 0 0 178 1 2 7 550
Optimal Conditionally Unbiased Bounded-Influence Inference in Dynamic Location and Scale Models 0 0 0 40 0 2 6 267
Optimal Conditionally Unbiased Bounded-Influence Inference in Dynamic Location and Scale Models 0 0 0 26 0 0 4 143
Robust GMM Estimators and Tests for Models of the Term Structure of Interest Rates 0 0 0 2 0 0 0 517
Robust Resampling Methods for Time Series 0 0 2 51 0 2 12 131
Robust Subsampling 0 0 0 48 0 2 12 185
Robust Value at Risk Prediction 0 0 0 113 0 1 5 260
Robust Value at Risk Prediction 0 0 0 106 0 0 2 213
Taking Ambiguity to Reality: Robust Agents Cannot Trust the Data Too Much 0 1 1 11 0 4 7 67
Variance Covariance Orders and Median Preserving 0 0 0 27 0 1 9 147
Total Working Papers 1 7 16 2,264 4 43 146 7,708


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 1 0 0 3 14
A General Multivariate Threshold GARCH Model With Dynamic Conditional Correlations 0 0 1 76 0 0 12 185
A Note on the Three-Portfolios Matching Problem 0 0 0 5 0 0 1 69
A geometric approach to multiperiod mean variance optimization of assets and liabilities 0 0 1 108 0 1 6 437
A note on robustness in Merton's model of intertemporal consumption and portfolio choice 1 1 2 101 1 3 8 301
Accurate Short-Term Yield Curve Forecasting using Functional Gradient Descent 0 0 0 7 0 0 1 59
Ambiguity Aversion and the Term Structure of Interest Rates 0 1 3 87 0 1 11 212
Asset prices with locally constrained-entropy recursive multiple-priors utility 1 1 1 32 1 1 4 105
Correlation Risk and Optimal Portfolio Choice 0 0 1 150 1 2 8 408
Equilibrium impact of value-at-risk regulation 0 0 0 51 0 1 6 171
Estimating and predicting multivariate volatility thresholds in global stock markets 0 1 1 84 0 1 4 267
Infinitesimal Robustness for Diffusions 0 0 0 5 0 0 0 22
Learning and Asset Prices Under Ambiguous Information 0 0 1 70 0 0 4 160
Optimal Conditionally Unbiased Bounded-Influence Inference in Dynamic Location and Scale Models 0 0 0 15 0 0 1 53
Robust GMM analysis of models for the short rate process 0 0 0 84 0 0 3 266
Robust GMM tests for structural breaks 0 1 2 80 0 3 11 199
Robust Value at Risk Prediction 0 0 0 29 0 0 6 95
Robust efficient method of moments 0 0 0 57 0 0 3 179
Robust inference with GMM estimators 0 0 0 135 0 1 9 297
Robust subsampling 0 1 1 20 0 3 9 84
Robustness and Ambiguity Aversion in General Equilibrium 0 0 0 99 0 1 5 323
Semiparametric Regression for the Applied Econometrician. Adonis Yatchew 0 0 1 101 0 0 3 209
When Uncertainty Blows in the Orchard: Comovement and Equilibrium Volatility Risk Premia 2 2 3 11 4 6 15 52
Total Journal Articles 4 8 18 1,408 7 24 133 4,167


Statistics updated 2017-06-02