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 1 2 1,776
A general multivariate threshold GARCH model with dynamic conditional correlations 0 0 0 338 2 4 7 827
A general multivariate threshold GARCH model with dynamic conditional correlations 0 0 0 221 3 3 5 526
Accurate Short-Term Yield Curve Forecasting using Functional Gradient Descent 0 0 0 172 2 5 9 568
Accurate Yield Curve Scenarios Generation using Functional Gradient Descent 0 0 0 211 4 5 8 741
Ambiguity Aversion and the Term Structure of Interest Rates 0 0 0 24 3 8 8 140
Ambiguity Aversion and the Term Structure of Interest Rates 0 0 0 120 2 2 5 366
Ambiguity and Reality 0 0 0 31 0 0 2 232
Comments on: Nonparametric Tail Risk, Stock Returns and the Macroeconomy 0 0 0 34 1 1 1 47
Divergence and the Price of Uncertainty 0 0 0 20 2 3 3 53
Dividend Growth Predictability and the Price-Dividend Ratio 0 0 0 33 0 0 1 50
Equilibrium Asset Pricing with Time-Varying Pessimism 0 0 0 3 3 7 7 14
GENERAL ANALYTICAL SOLUTIONS FOR MERTONS'S-TYPE CONSUMPTION-INVESTMENT PROBLEMS 0 0 0 107 0 2 2 387
Infinitesimal Robustness for Diffusions 0 0 0 51 6 7 8 146
Learning and Asset Prices under Ambiguous Information 0 0 0 183 2 4 5 590
Optimal Conditionally Unbiased Bounded-Influence Inference in Dynamic Location and Scale Models 0 0 0 41 0 2 5 286
Predictability Hidden by Anomalous Observations 0 0 0 19 0 3 3 54
Robust Resampling Methods for Time Series 0 0 0 68 1 1 3 214
Robust Subsampling 0 0 1 51 3 8 9 223
Robust Value at Risk Prediction 0 0 0 110 0 1 2 264
Robust Value at Risk Prediction 0 0 0 113 1 2 6 300
Taking Ambiguity to Reality: Robust Agents Cannot Trust the Data Too Much 0 0 0 12 2 3 6 84
The Price of the Smile and Variance Risk Premia 0 0 0 48 3 5 6 79
Variance Covariance Orders and Median Preserving 0 0 0 43 0 1 1 224
Total Working Papers 0 0 1 2,481 40 78 114 8,191

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 1 4 4 227
A General Multivariate Threshold GARCH Model With Dynamic Conditional Correlations 0 0 1 7 0 4 11 62
A Note on the Three–Portfolios Matching Problem 0 0 0 5 1 1 2 78
A geometric approach to multiperiod mean variance optimization of assets and liabilities 0 0 0 113 2 3 4 470
A note on robustness in Merton's model of intertemporal consumption and portfolio choice 0 0 0 117 0 1 1 343
Accurate Short-Term Yield Curve Forecasting using Functional Gradient Descent 0 0 0 9 0 1 3 75
Ambiguity Aversion and the Term Structure of Interest Rates 0 0 0 91 6 10 12 264
Asset prices with locally constrained-entropy recursive multiple-priors utility 0 0 0 38 1 3 7 135
Comment on: Nonparametric Tail Risk, Stock Returns, and the Macroeconomy 0 0 0 6 1 4 4 33
Correlation Risk and Optimal Portfolio Choice 0 0 0 162 2 4 12 484
Economic Uncertainty, Disagreement, and Credit Markets 0 0 1 16 2 4 8 85
Equilibrium impact of value-at-risk regulation 0 0 1 56 2 2 5 199
Erratum to Comment on: Nonparametric Tail Risk, Stock Returns, and the Macroeconomy 0 0 0 4 1 5 5 24
Estimating and predicting multivariate volatility thresholds in global stock markets 0 0 0 87 0 1 5 290
Infinitesimal Robustness for Diffusions 0 0 0 7 2 3 5 42
Learning and Asset Prices Under Ambiguous Information 0 0 0 84 0 2 4 222
Optimal Conditionally Unbiased Bounded-Influence Inference in Dynamic Location and Scale Models 0 0 0 16 0 2 3 63
Robust GMM analysis of models for the short rate process 0 0 0 86 0 0 0 282
Robust GMM tests for structural breaks 0 0 0 86 1 3 5 240
Robust Value at Risk Prediction 0 0 0 34 2 4 7 158
Robust efficient method of moments 0 0 0 58 1 4 6 196
Robust inference with GMM estimators 0 0 3 153 1 2 5 348
Robust subsampling 0 0 0 27 0 6 7 124
Robustness and Ambiguity Aversion in General Equilibrium 0 0 0 1 1 1 2 25
Robustness and Ambiguity Aversion in General Equilibrium 0 0 0 107 0 3 3 366
Semiparametric Regression for the Applied Econometrician. Adonis Yatchew 0 0 0 103 0 0 1 219
When There Is No Place to Hide: Correlation Risk and the Cross-Section of Hedge Fund Returns 0 0 2 59 1 4 8 174
When Uncertainty Blows in the Orchard: Comovement and Equilibrium Volatility Risk Premia 0 1 4 35 2 5 13 139
Total Journal Articles 0 1 12 1,644 30 86 152 5,367

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Statistics updated 2026-01-09