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 2 421 0 2 11 1,727
A general multivariate threshold GARCH model with dynamic conditional correlations 0 0 0 337 0 2 6 800
A general multivariate threshold GARCH model with dynamic conditional correlations 0 0 2 214 0 2 10 481
Accurate Short-Term Yield Curve Forecasting using Functional Gradient Descent 1 1 2 169 1 1 6 530
Accurate Yield Curve Scenarios Generation using Functional Gradient Descent 0 1 1 209 0 2 6 711
Ambiguity Aversion and the Term Structure of Interest Rates 0 0 0 23 0 0 1 106
Ambiguity Aversion and the Term Structure of Interest Rates 0 0 1 116 0 0 6 334
Ambiguity and Reality 0 0 3 22 3 3 19 61
Comments on: Nonparametric Tail Risk, Stock Returns and the Macroeconomy 0 0 1 29 6 8 16 21
Divergence and the Price of Uncertainty 0 0 1 10 0 0 7 10
Dividend Growth Predictability and the Price-Dividend Ratio 0 1 22 22 0 2 6 6
Equilibrium Asset Pricing with Time-Varying Pessimism 0 0 1 1 0 0 1 2
GENERAL ANALYTICAL SOLUTIONS FOR MERTONS'S-TYPE CONSUMPTION-INVESTMENT PROBLEMS 0 0 1 106 0 0 2 372
Infinitesimal Robustness for Diffusions 0 0 0 50 0 0 0 129
Learning and Asset Prices under Ambiguous Information 0 0 0 178 2 2 6 553
Optimal Conditionally Unbiased Bounded-Influence Inference in Dynamic Location and Scale Models 0 0 0 40 0 2 5 270
Optimal Conditionally Unbiased Bounded-Influence Inference in Dynamic Location and Scale Models 0 0 0 26 0 0 0 143
Predictability Hidden by Anomalous Observations 1 1 18 18 1 1 5 5
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 1 2 3 53 2 4 11 138
Robust Subsampling 0 0 0 48 0 0 8 187
Robust Value at Risk Prediction 0 0 0 106 0 1 3 215
Robust Value at Risk Prediction 0 0 0 113 0 0 2 260
Taking Ambiguity to Reality: Robust Agents Cannot Trust the Data Too Much 0 0 2 12 0 0 7 69
The Price of the Smile and Variance Risk Premia 0 0 2 30 0 0 4 11
Variance Covariance Orders and Median Preserving 0 0 1 28 0 0 8 151
Total Working Papers 3 7 63 2,383 15 32 156 7,809


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 1 2 16
A General Multivariate Threshold GARCH Model With Dynamic Conditional Correlations 0 0 0 76 1 3 6 188
A Note on the Three-Portfolios Matching Problem 0 0 0 5 1 1 1 70
A geometric approach to multiperiod mean variance optimization of assets and liabilities 0 1 1 109 0 2 4 440
A note on robustness in Merton's model of intertemporal consumption and portfolio choice 0 0 1 101 0 0 4 301
Accurate Short-Term Yield Curve Forecasting using Functional Gradient Descent 0 0 0 7 0 0 0 59
Ambiguity Aversion and the Term Structure of Interest Rates 0 0 2 87 2 2 5 215
Asset prices with locally constrained-entropy recursive multiple-priors utility 0 0 1 32 0 0 1 105
Comment on: Nonparametric Tail Risk, Stock Returns, and the Macroeconomy 0 0 1 1 0 3 8 8
Correlation Risk and Optimal Portfolio Choice 0 0 1 150 1 3 9 412
Economic Uncertainty, Disagreement, and Credit Markets 0 0 0 0 1 1 5 6
Equilibrium impact of value-at-risk regulation 0 0 0 51 0 0 4 171
Erratum to Comment on: Nonparametric Tail Risk, Stock Returns, and the Macroeconomy 0 0 0 0 0 1 2 2
Estimating and predicting multivariate volatility thresholds in global stock markets 0 0 2 85 0 0 2 268
Infinitesimal Robustness for Diffusions 0 0 0 5 1 1 1 23
Learning and Asset Prices Under Ambiguous Information 0 0 0 70 0 0 2 162
Optimal Conditionally Unbiased Bounded-Influence Inference in Dynamic Location and Scale Models 0 0 0 15 0 0 0 53
Robust GMM analysis of models for the short rate process 0 0 0 84 0 0 1 266
Robust GMM tests for structural breaks 0 1 2 81 0 1 9 203
Robust Value at Risk Prediction 0 0 0 29 0 0 0 95
Robust efficient method of moments 0 0 0 57 0 0 0 179
Robust inference with GMM estimators 0 2 2 137 0 4 12 303
Robust subsampling 1 1 3 22 1 1 7 86
Robustness and Ambiguity Aversion in General Equilibrium 0 0 0 99 0 1 2 324
Robustness and Ambiguity Aversion in General Equilibrium 0 0 0 0 0 0 1 3
Semiparametric Regression for the Applied Econometrician. Adonis Yatchew 0 0 0 101 0 0 0 209
When There Is No Place to Hide: Correlation Risk and the Cross-Section of Hedge Fund Returns 0 2 5 18 2 6 13 50
When Uncertainty Blows in the Orchard: Comovement and Equilibrium Volatility Risk Premia 0 0 3 12 1 8 19 63
Total Journal Articles 1 7 24 1,435 11 39 120 4,280


Statistics updated 2017-12-03