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 0 0 423 0 0 8 1,749
A general multivariate threshold GARCH model with dynamic conditional correlations 0 0 2 219 0 1 9 508
A general multivariate threshold GARCH model with dynamic conditional correlations 0 0 1 338 0 1 6 815
Accurate Short-Term Yield Curve Forecasting using Functional Gradient Descent 0 0 1 172 0 1 6 550
Accurate Yield Curve Scenarios Generation using Functional Gradient Descent 0 0 0 211 0 2 6 724
Ambiguity Aversion and the Term Structure of Interest Rates 0 0 1 117 0 3 10 353
Ambiguity Aversion and the Term Structure of Interest Rates 0 0 0 23 0 0 6 122
Ambiguity and Reality 0 0 0 26 3 11 36 149
Comments on: Nonparametric Tail Risk, Stock Returns and the Macroeconomy 0 0 0 33 0 0 1 42
Divergence and the Price of Uncertainty 0 1 4 19 2 3 11 43
Dividend Growth Predictability and the Price-Dividend Ratio 0 0 1 32 0 3 14 40
Equilibrium Asset Pricing with Time-Varying Pessimism 0 0 0 1 0 0 0 3
GENERAL ANALYTICAL SOLUTIONS FOR MERTONS'S-TYPE CONSUMPTION-INVESTMENT PROBLEMS 0 0 1 107 0 2 5 379
Infinitesimal Robustness for Diffusions 0 0 1 51 0 0 1 134
Learning and Asset Prices under Ambiguous Information 0 0 2 180 1 1 8 574
Optimal Conditionally Unbiased Bounded-Influence Inference in Dynamic Location and Scale Models 0 0 1 41 0 0 1 277
Predictability Hidden by Anomalous Observations 0 0 0 19 1 2 5 20
Robust Resampling Methods for Time Series 0 3 7 65 0 6 33 188
Robust Subsampling 0 0 0 49 0 1 4 199
Robust Value at Risk Prediction 0 0 0 113 1 3 6 273
Robust Value at Risk Prediction 0 0 2 108 2 3 12 237
Taking Ambiguity to Reality: Robust Agents Cannot Trust the Data Too Much 0 0 0 12 0 0 4 74
The Price of the Smile and Variance Risk Premia 0 1 6 44 1 4 16 53
Variance Covariance Orders and Median Preserving 1 2 6 36 4 9 32 197
Total Working Papers 1 7 36 2,439 15 56 240 7,703


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 76 0 1 5 212
A General Multivariate Threshold GARCH Model With Dynamic Conditional Correlations 0 0 0 2 0 0 6 35
A Note on the Three–Portfolios Matching Problem 0 0 0 5 0 0 1 73
A geometric approach to multiperiod mean variance optimization of assets and liabilities 0 0 3 113 0 0 4 455
A note on robustness in Merton's model of intertemporal consumption and portfolio choice 0 0 1 109 0 0 5 326
Accurate Short-Term Yield Curve Forecasting using Functional Gradient Descent 0 0 0 9 0 1 3 70
Ambiguity Aversion and the Term Structure of Interest Rates 0 0 1 89 0 2 8 236
Asset prices with locally constrained-entropy recursive multiple-priors utility 0 0 1 36 0 0 7 118
Comment on: Nonparametric Tail Risk, Stock Returns, and the Macroeconomy 0 0 2 6 0 0 4 22
Correlation Risk and Optimal Portfolio Choice 0 0 1 156 1 2 20 448
Economic Uncertainty, Disagreement, and Credit Markets 0 0 4 7 3 4 18 45
Equilibrium impact of value-at-risk regulation 0 0 0 51 2 2 7 181
Erratum to Comment on: Nonparametric Tail Risk, Stock Returns, and the Macroeconomy 0 0 0 4 0 0 2 14
Estimating and predicting multivariate volatility thresholds in global stock markets 0 0 1 86 0 0 3 281
Infinitesimal Robustness for Diffusions 0 0 0 6 0 1 3 33
Learning and Asset Prices Under Ambiguous Information 1 1 4 80 1 3 12 198
Optimal Conditionally Unbiased Bounded-Influence Inference in Dynamic Location and Scale Models 0 0 0 16 0 1 1 58
Robust GMM analysis of models for the short rate process 0 0 0 85 0 0 3 279
Robust GMM tests for structural breaks 0 0 1 83 0 0 8 221
Robust Value at Risk Prediction 0 0 0 30 1 3 8 114
Robust efficient method of moments 0 0 0 57 0 0 2 185
Robust inference with GMM estimators 0 1 2 143 0 2 6 323
Robust subsampling 0 0 1 25 0 2 4 96
Robustness and Ambiguity Aversion in General Equilibrium 0 0 0 0 0 1 7 18
Robustness and Ambiguity Aversion in General Equilibrium 0 0 1 104 0 1 9 349
Semiparametric Regression for the Applied Econometrician. Adonis Yatchew 0 0 0 101 1 1 1 212
When There Is No Place to Hide: Correlation Risk and the Cross-Section of Hedge Fund Returns 0 3 7 42 0 6 24 118
When Uncertainty Blows in the Orchard: Comovement and Equilibrium Volatility Risk Premia 0 0 1 20 2 4 12 97
Total Journal Articles 1 5 31 1,541 11 37 193 4,817


Statistics updated 2021-01-03