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 1 2 428 1 1 3 1,772
A general multivariate threshold GARCH model with dynamic conditional correlations 0 0 1 221 1 2 5 520
A general multivariate threshold GARCH model with dynamic conditional correlations 0 0 0 338 1 1 1 820
Accurate Short-Term Yield Curve Forecasting using Functional Gradient Descent 0 0 0 172 0 0 0 559
Accurate Yield Curve Scenarios Generation using Functional Gradient Descent 0 0 0 211 0 0 1 733
Ambiguity Aversion and the Term Structure of Interest Rates 0 0 0 120 0 0 1 361
Ambiguity Aversion and the Term Structure of Interest Rates 0 0 0 24 0 0 0 132
Ambiguity and Reality 0 0 1 31 1 2 6 229
Comments on: Nonparametric Tail Risk, Stock Returns and the Macroeconomy 0 0 0 34 0 0 0 46
Divergence and the Price of Uncertainty 0 0 0 20 0 0 2 49
Dividend Growth Predictability and the Price-Dividend Ratio 0 0 0 33 0 1 4 49
Equilibrium Asset Pricing with Time-Varying Pessimism 0 0 1 3 0 0 1 7
GENERAL ANALYTICAL SOLUTIONS FOR MERTONS'S-TYPE CONSUMPTION-INVESTMENT PROBLEMS 0 0 0 107 1 1 3 385
Infinitesimal Robustness for Diffusions 0 0 0 51 0 0 2 138
Learning and Asset Prices under Ambiguous Information 0 1 1 183 1 2 4 585
Optimal Conditionally Unbiased Bounded-Influence Inference in Dynamic Location and Scale Models 0 0 0 41 1 1 1 281
Predictability Hidden by Anomalous Observations 0 0 0 19 0 0 0 51
Robust Resampling Methods for Time Series 0 0 0 67 1 1 3 210
Robust Subsampling 0 0 1 50 0 0 1 214
Robust Value at Risk Prediction 0 0 0 113 0 0 1 292
Robust Value at Risk Prediction 0 0 1 110 0 0 1 262
Taking Ambiguity to Reality: Robust Agents Cannot Trust the Data Too Much 0 0 0 12 0 0 0 78
The Price of the Smile and Variance Risk Premia 0 0 0 48 0 0 2 73
Variance Covariance Orders and Median Preserving 0 0 0 43 0 1 2 222
Total Working Papers 1 2 8 2,479 8 13 44 8,068

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 6 0 1 5 50
A General Multivariate Threshold GARCH Model With Dynamic Conditional Correlations 0 1 1 77 0 2 3 223
A Note on the Three–Portfolios Matching Problem 0 0 0 5 0 0 0 76
A geometric approach to multiperiod mean variance optimization of assets and liabilities 0 0 0 113 0 0 0 466
A note on robustness in Merton's model of intertemporal consumption and portfolio choice 0 0 2 117 0 0 3 341
Accurate Short-Term Yield Curve Forecasting using Functional Gradient Descent 0 0 0 9 0 0 0 72
Ambiguity Aversion and the Term Structure of Interest Rates 0 0 0 91 0 0 3 251
Asset prices with locally constrained-entropy recursive multiple-priors utility 0 0 0 38 0 0 0 128
Comment on: Nonparametric Tail Risk, Stock Returns, and the Macroeconomy 0 0 0 6 0 0 0 29
Correlation Risk and Optimal Portfolio Choice 0 1 3 161 0 1 5 470
Economic Uncertainty, Disagreement, and Credit Markets 0 1 2 13 0 1 5 74
Equilibrium impact of value-at-risk regulation 0 0 0 55 0 0 1 193
Erratum to Comment on: Nonparametric Tail Risk, Stock Returns, and the Macroeconomy 0 0 0 4 0 0 1 18
Estimating and predicting multivariate volatility thresholds in global stock markets 0 1 1 87 0 1 1 283
Infinitesimal Robustness for Diffusions 0 0 0 7 0 0 0 37
Learning and Asset Prices Under Ambiguous Information 0 1 2 83 0 1 4 217
Optimal Conditionally Unbiased Bounded-Influence Inference in Dynamic Location and Scale Models 0 0 0 16 0 0 0 60
Robust GMM analysis of models for the short rate process 0 1 1 86 0 1 1 282
Robust GMM tests for structural breaks 0 0 1 86 1 1 3 235
Robust Value at Risk Prediction 0 0 0 32 0 0 4 147
Robust efficient method of moments 0 0 0 58 0 0 1 190
Robust inference with GMM estimators 0 0 2 150 0 0 5 342
Robust subsampling 0 0 0 27 0 0 0 117
Robustness and Ambiguity Aversion in General Equilibrium 0 0 1 107 0 0 2 363
Robustness and Ambiguity Aversion in General Equilibrium 0 0 0 1 0 0 2 23
Semiparametric Regression for the Applied Econometrician. Adonis Yatchew 0 0 0 102 0 0 2 217
When There Is No Place to Hide: Correlation Risk and the Cross-Section of Hedge Fund Returns 1 1 1 57 3 4 7 165
When Uncertainty Blows in the Orchard: Comovement and Equilibrium Volatility Risk Premia 1 1 4 29 2 2 7 121
Total Journal Articles 2 8 22 1,623 6 15 65 5,190

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Statistics updated 2024-09-04