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 0 428 0 0 14 1,789
A general multivariate threshold GARCH model with dynamic conditional correlations 0 0 0 338 2 2 14 837
A general multivariate threshold GARCH model with dynamic conditional correlations 0 0 0 221 1 1 14 537
Accurate Short-Term Yield Curve Forecasting using Functional Gradient Descent 0 0 0 172 5 6 16 580
Accurate Yield Curve Scenarios Generation using Functional Gradient Descent 0 0 0 211 0 0 7 744
Ambiguity Aversion and the Term Structure of Interest Rates 0 0 0 120 2 3 18 382
Ambiguity Aversion and the Term Structure of Interest Rates 0 0 0 24 1 3 10 145
Ambiguity and Reality 0 0 1 32 2 2 22 254
Comments on: Nonparametric Tail Risk, Stock Returns and the Macroeconomy 0 1 1 35 2 4 9 55
Divergence and the Price of Uncertainty 0 0 0 20 2 2 17 67
Dividend Growth Predictability and the Price-Dividend Ratio 0 0 0 33 2 4 13 63
Equilibrium Asset Pricing with Time-Varying Pessimism 0 0 0 3 2 2 13 20
GENERAL ANALYTICAL SOLUTIONS FOR MERTONS'S-TYPE CONSUMPTION-INVESTMENT PROBLEMS 0 0 0 107 2 3 12 398
Infinitesimal Robustness for Diffusions 0 0 0 51 2 3 15 154
Learning and Asset Prices under Ambiguous Information 0 0 0 183 3 4 17 603
Optimal Conditionally Unbiased Bounded-Influence Inference in Dynamic Location and Scale Models 0 0 0 41 0 0 12 297
Predictability Hidden by Anomalous Observations 0 0 0 19 2 3 15 66
Robust Resampling Methods for Time Series 0 0 0 68 2 3 9 222
Robust Subsampling 0 0 0 51 1 2 18 234
Robust Value at Risk Prediction 0 0 0 110 3 3 10 273
Robust Value at Risk Prediction 0 0 0 113 1 1 10 309
Taking Ambiguity to Reality: Robust Agents Cannot Trust the Data Too Much 0 0 0 12 2 2 12 94
The Price of the Smile and Variance Risk Premia 0 0 0 48 3 4 18 92
Variance Covariance Orders and Median Preserving 0 1 1 44 0 3 12 235
Total Working Papers 0 2 3 2,484 42 60 327 8,450

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 77 3 3 17 240
A General Multivariate Threshold GARCH Model With Dynamic Conditional Correlations 0 0 1 8 5 6 18 76
A Note on the Three–Portfolios Matching Problem 0 0 0 5 3 3 7 84
A geometric approach to multiperiod mean variance optimization of assets and liabilities 0 0 0 113 1 1 12 479
A note on robustness in Merton's model of intertemporal consumption and portfolio choice 0 1 1 118 2 3 10 353
Accurate Short-Term Yield Curve Forecasting using Functional Gradient Descent 0 0 0 9 1 1 6 81
Ambiguity Aversion and the Term Structure of Interest Rates 0 0 0 91 1 1 21 276
Asset prices with locally constrained-entropy recursive multiple-priors utility 0 0 0 38 1 2 16 148
Comment on: Nonparametric Tail Risk, Stock Returns, and the Macroeconomy 0 0 0 6 1 2 12 43
Correlation Risk and Optimal Portfolio Choice 0 0 2 164 2 2 15 496
Economic Uncertainty, Disagreement, and Credit Markets 1 1 1 17 2 3 15 96
Equilibrium impact of value-at-risk regulation 0 0 0 56 0 0 9 206
Erratum to Comment on: Nonparametric Tail Risk, Stock Returns, and the Macroeconomy 0 0 0 4 3 4 13 34
Estimating and predicting multivariate volatility thresholds in global stock markets 0 0 0 87 1 2 6 295
Infinitesimal Robustness for Diffusions 0 0 0 7 2 3 19 59
Learning and Asset Prices Under Ambiguous Information 0 0 1 85 1 2 19 239
Optimal Conditionally Unbiased Bounded-Influence Inference in Dynamic Location and Scale Models 0 0 0 16 2 2 10 73
Robust GMM analysis of models for the short rate process 0 0 1 87 3 3 12 294
Robust GMM tests for structural breaks 0 0 0 86 3 3 15 253
Robust Value at Risk Prediction 0 0 0 34 2 2 12 167
Robust efficient method of moments 0 0 0 58 1 1 10 202
Robust inference with GMM estimators 0 0 1 154 1 1 11 357
Robust subsampling 0 1 2 29 1 2 13 133
Robustness and Ambiguity Aversion in General Equilibrium 0 0 0 1 2 2 6 30
Robustness and Ambiguity Aversion in General Equilibrium 0 0 0 107 1 2 10 375
Semiparametric Regression for the Applied Econometrician. Adonis Yatchew 0 0 0 103 0 1 4 223
When There Is No Place to Hide: Correlation Risk and the Cross-Section of Hedge Fund Returns 0 0 2 61 1 4 14 185
When Uncertainty Blows in the Orchard: Comovement and Equilibrium Volatility Risk Premia 0 1 2 37 11 14 39 174
Total Journal Articles 1 4 14 1,658 57 75 371 5,671

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Statistics updated 2026-11-12