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 9 14 1,789
A general multivariate threshold GARCH model with dynamic conditional correlations 0 0 0 338 2 3 12 834
A general multivariate threshold GARCH model with dynamic conditional correlations 0 0 0 221 1 6 12 534
Accurate Short-Term Yield Curve Forecasting using Functional Gradient Descent 0 0 0 172 0 3 12 573
Accurate Yield Curve Scenarios Generation using Functional Gradient Descent 0 0 0 211 0 1 8 743
Ambiguity Aversion and the Term Structure of Interest Rates 0 0 0 120 1 6 14 377
Ambiguity Aversion and the Term Structure of Interest Rates 0 0 0 24 0 0 10 142
Ambiguity and Reality 0 0 1 32 0 6 21 252
Comments on: Nonparametric Tail Risk, Stock Returns and the Macroeconomy 0 0 0 34 0 1 5 51
Divergence and the Price of Uncertainty 0 0 0 20 0 2 15 65
Dividend Growth Predictability and the Price-Dividend Ratio 0 0 0 33 1 3 9 59
Equilibrium Asset Pricing with Time-Varying Pessimism 0 0 0 3 0 3 11 18
GENERAL ANALYTICAL SOLUTIONS FOR MERTONS'S-TYPE CONSUMPTION-INVESTMENT PROBLEMS 0 0 0 107 0 2 9 394
Infinitesimal Robustness for Diffusions 0 0 0 51 0 1 12 150
Learning and Asset Prices under Ambiguous Information 0 0 0 183 0 4 12 597
Optimal Conditionally Unbiased Bounded-Influence Inference in Dynamic Location and Scale Models 0 0 0 41 3 6 12 295
Predictability Hidden by Anomalous Observations 0 0 0 19 0 2 11 62
Robust Resampling Methods for Time Series 0 0 0 68 0 4 6 219
Robust Subsampling 0 0 1 51 1 6 18 232
Robust Value at Risk Prediction 0 0 0 110 0 2 7 269
Robust Value at Risk Prediction 0 0 0 113 0 3 11 308
Taking Ambiguity to Reality: Robust Agents Cannot Trust the Data Too Much 0 0 0 12 1 5 14 92
The Price of the Smile and Variance Risk Premia 0 0 0 48 0 5 13 86
Variance Covariance Orders and Median Preserving 0 0 0 43 1 6 9 232
Total Working Papers 0 0 2 2,482 11 89 277 8,373

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 0 3 14 237
A General Multivariate Threshold GARCH Model With Dynamic Conditional Correlations 0 1 1 8 0 3 16 69
A Note on the Three–Portfolios Matching Problem 0 0 0 5 0 3 5 81
A geometric approach to multiperiod mean variance optimization of assets and liabilities 0 0 0 113 3 5 11 477
A note on robustness in Merton's model of intertemporal consumption and portfolio choice 0 0 0 117 0 3 7 349
Accurate Short-Term Yield Curve Forecasting using Functional Gradient Descent 0 0 0 9 0 3 8 80
Ambiguity Aversion and the Term Structure of Interest Rates 0 0 0 91 1 3 21 275
Asset prices with locally constrained-entropy recursive multiple-priors utility 0 0 0 38 0 3 16 144
Comment on: Nonparametric Tail Risk, Stock Returns, and the Macroeconomy 0 0 0 6 1 4 12 41
Correlation Risk and Optimal Portfolio Choice 1 2 2 164 2 4 18 493
Economic Uncertainty, Disagreement, and Credit Markets 0 0 0 16 0 1 12 92
Equilibrium impact of value-at-risk regulation 0 0 0 56 0 2 10 206
Erratum to Comment on: Nonparametric Tail Risk, Stock Returns, and the Macroeconomy 0 0 0 4 1 2 11 30
Estimating and predicting multivariate volatility thresholds in global stock markets 0 0 0 87 0 2 6 292
Infinitesimal Robustness for Diffusions 0 0 0 7 0 3 17 54
Learning and Asset Prices Under Ambiguous Information 0 0 1 85 0 5 17 236
Optimal Conditionally Unbiased Bounded-Influence Inference in Dynamic Location and Scale Models 0 0 0 16 0 5 11 71
Robust GMM analysis of models for the short rate process 0 0 1 87 0 1 8 290
Robust GMM tests for structural breaks 0 0 0 86 0 4 14 250
Robust Value at Risk Prediction 0 0 0 34 0 3 11 164
Robust efficient method of moments 0 0 0 58 0 3 10 200
Robust inference with GMM estimators 0 0 2 154 1 4 10 355
Robust subsampling 1 1 1 28 1 4 13 131
Robustness and Ambiguity Aversion in General Equilibrium 0 0 0 107 0 0 9 372
Robustness and Ambiguity Aversion in General Equilibrium 0 0 0 1 0 0 4 28
Semiparametric Regression for the Applied Econometrician. Adonis Yatchew 0 0 0 103 0 0 1 220
When There Is No Place to Hide: Correlation Risk and the Cross-Section of Hedge Fund Returns 2 2 2 61 2 4 11 179
When Uncertainty Blows in the Orchard: Comovement and Equilibrium Volatility Risk Premia 0 0 3 35 3 7 22 151
Total Journal Articles 4 6 13 1,653 15 84 325 5,567

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Statistics updated 2026-06-04