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 1 4 11 403 4 9 49 1,648
A general multivariate threshold GARCH model with dynamic conditional correlations 0 1 7 211 0 3 21 450
A general multivariate threshold GARCH model with dynamic conditional correlations 0 0 5 335 0 1 11 773
Accurate Short-Term Yield Curve Forecasting using Functional Gradient Descent 0 3 7 163 1 7 23 497
Accurate Yield Curve Scenarios Generation using Functional Gradient Descent 0 1 5 205 3 4 22 685
Ambiguity Aversion and the Term Structure of Interest Rates 0 0 2 114 0 1 8 307
Ambiguity Aversion and the Term Structure of Interest Rates 1 2 5 18 1 2 16 87
Equilibrium Asset Pricing with Time-Varying Pessimism 0 0 1 42 0 1 4 156
GENERAL ANALYTICAL SOLUTIONS FOR MERTONS'S-TYPE CONSUMPTION-INVESTMENT PROBLEMS 0 1 3 102 1 3 15 353
Infinitesimal Robustness for Diffusions 0 0 1 49 0 0 8 114
Learning and Asset Prices under Ambiguous Information 0 0 2 175 1 1 18 520
Optimal Conditionally Unbiased Bounded-Influence Inference in Dynamic Location and Scale Models 0 0 0 40 0 4 23 231
Optimal Conditionally Unbiased Bounded-Influence Inference in Dynamic Location and Scale Models 0 0 0 25 0 0 3 132
Robust GMM Estimators and Tests for Models of the Term Structure of Interest Rates 0 0 0 2 2 3 12 509
Robust Resampling Methods for Time Series 0 1 3 38 1 3 15 93
Robust Subsampling 0 0 0 44 0 0 9 146
Robust Value at Risk Prediction 0 0 1 111 0 2 18 244
Robust Value at Risk Prediction 0 0 4 106 0 1 11 198
Taking Ambiguity to Reality: Robust Agents Cannot Trust the Data Too Much 0 1 3 4 0 1 5 14
Variance Covariance Orders and Median Preserving 0 0 2 25 1 2 11 122
Total Working Papers 2 14 62 2,212 15 48 302 7,279


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 2 9 72 0 3 19 148
A Note on the Three-Portfolios Matching Problem 0 0 0 4 0 2 10 59
A geometric approach to multiperiod mean variance optimization of assets and liabilities 0 1 4 103 0 3 13 423
A note on robustness in Merton's model of intertemporal consumption and portfolio choice 1 1 7 97 2 4 17 281
Accurate Short-Term Yield Curve Forecasting using Functional Gradient Descent 0 0 1 6 0 2 10 52
Ambiguity Aversion and the Term Structure of Interest Rates 1 5 13 70 2 8 24 164
Asset prices with locally constrained-entropy recursive multiple-priors utility 0 0 3 26 0 0 18 89
Correlation Risk and Optimal Portfolio Choice 1 3 11 139 2 6 39 366
Equilibrium impact of value-at-risk regulation 0 0 1 48 0 5 16 155
Estimating and predicting multivariate volatility thresholds in global stock markets 0 1 2 82 0 4 8 255
Infinitesimal Robustness for Diffusions 0 0 0 5 0 0 2 18
Learning and Asset Prices Under Ambiguous Information 0 4 10 63 0 4 23 134
Optimal Conditionally Unbiased Bounded-Influence Inference in Dynamic Location and Scale Models 0 0 0 15 0 0 1 46
Robust GMM analysis of models for the short rate process 0 1 1 83 1 3 10 252
Robust GMM tests for structural breaks 1 1 5 71 1 5 15 160
Robust Value at Risk Prediction 1 2 6 20 1 2 18 67
Robust efficient method of moments 0 0 1 57 0 0 12 167
Robust inference with GMM estimators 2 5 12 132 2 6 20 272
Robust subsampling 0 1 7 12 0 3 23 48
Robustness and Ambiguity Aversion in General Equilibrium 0 0 1 96 0 3 18 307
Semiparametric Regression for the Applied Econometrician. Adonis Yatchew 0 0 1 94 2 2 7 189
Total Journal Articles 7 27 95 1,295 13 65 323 3,652


Statistics updated 2014-09-03