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 7 9 14 1,789
A general multivariate threshold GARCH model with dynamic conditional correlations 0 0 0 338 0 1 10 832
A general multivariate threshold GARCH model with dynamic conditional correlations 0 0 0 221 2 6 11 533
Accurate Short-Term Yield Curve Forecasting using Functional Gradient Descent 0 0 0 172 0 4 12 573
Accurate Yield Curve Scenarios Generation using Functional Gradient Descent 0 0 0 211 1 1 9 743
Ambiguity Aversion and the Term Structure of Interest Rates 0 0 0 24 0 2 10 142
Ambiguity Aversion and the Term Structure of Interest Rates 0 0 0 120 2 7 15 376
Ambiguity and Reality 0 1 1 32 5 13 21 252
Comments on: Nonparametric Tail Risk, Stock Returns and the Macroeconomy 0 0 0 34 1 1 5 51
Divergence and the Price of Uncertainty 0 0 0 20 1 7 15 65
Dividend Growth Predictability and the Price-Dividend Ratio 0 0 0 33 2 4 8 58
Equilibrium Asset Pricing with Time-Varying Pessimism 0 0 0 3 3 3 11 18
GENERAL ANALYTICAL SOLUTIONS FOR MERTONS'S-TYPE CONSUMPTION-INVESTMENT PROBLEMS 0 0 0 107 1 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 2 4 12 597
Optimal Conditionally Unbiased Bounded-Influence Inference in Dynamic Location and Scale Models 0 0 0 41 3 4 9 292
Predictability Hidden by Anomalous Observations 0 0 0 19 2 2 11 62
Robust Resampling Methods for Time Series 0 0 0 68 2 4 7 219
Robust Subsampling 0 0 1 51 4 5 17 231
Robust Value at Risk Prediction 0 0 0 110 1 3 7 269
Robust Value at Risk Prediction 0 0 0 113 2 4 11 308
Taking Ambiguity to Reality: Robust Agents Cannot Trust the Data Too Much 0 0 0 12 4 5 13 91
The Price of the Smile and Variance Risk Premia 0 0 0 48 5 6 13 86
Variance Covariance Orders and Median Preserving 0 0 0 43 5 5 8 231
Total Working Papers 0 1 2 2,482 55 103 270 8,362

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 4 14 237
A General Multivariate Threshold GARCH Model With Dynamic Conditional Correlations 0 1 2 8 2 4 18 69
A Note on the Three–Portfolios Matching Problem 0 0 0 5 3 3 5 81
A geometric approach to multiperiod mean variance optimization of assets and liabilities 0 0 0 113 2 2 8 474
A note on robustness in Merton's model of intertemporal consumption and portfolio choice 0 0 0 117 3 4 7 349
Accurate Short-Term Yield Curve Forecasting using Functional Gradient Descent 0 0 0 9 2 3 8 80
Ambiguity Aversion and the Term Structure of Interest Rates 0 0 0 91 2 3 20 274
Asset prices with locally constrained-entropy recursive multiple-priors utility 0 0 0 38 1 3 16 144
Comment on: Nonparametric Tail Risk, Stock Returns, and the Macroeconomy 0 0 0 6 2 3 11 40
Correlation Risk and Optimal Portfolio Choice 0 1 1 163 1 5 17 491
Economic Uncertainty, Disagreement, and Credit Markets 0 0 0 16 1 2 13 92
Equilibrium impact of value-at-risk regulation 0 0 1 56 1 3 11 206
Erratum to Comment on: Nonparametric Tail Risk, Stock Returns, and the Macroeconomy 0 0 0 4 1 2 10 29
Estimating and predicting multivariate volatility thresholds in global stock markets 0 0 0 87 2 2 6 292
Infinitesimal Robustness for Diffusions 0 0 0 7 2 5 17 54
Learning and Asset Prices Under Ambiguous Information 0 1 1 85 4 8 17 236
Optimal Conditionally Unbiased Bounded-Influence Inference in Dynamic Location and Scale Models 0 0 0 16 3 5 11 71
Robust GMM analysis of models for the short rate process 0 1 1 87 1 3 8 290
Robust GMM tests for structural breaks 0 0 0 86 3 9 14 250
Robust Value at Risk Prediction 0 0 0 34 1 4 11 164
Robust efficient method of moments 0 0 0 58 3 3 10 200
Robust inference with GMM estimators 0 0 3 154 2 5 10 354
Robust subsampling 0 0 0 27 2 3 12 130
Robustness and Ambiguity Aversion in General Equilibrium 0 0 0 107 0 1 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 2 220
When There Is No Place to Hide: Correlation Risk and the Cross-Section of Hedge Fund Returns 0 0 0 59 2 2 9 177
When Uncertainty Blows in the Orchard: Comovement and Equilibrium Volatility Risk Premia 0 0 3 35 3 4 20 148
Total Journal Articles 0 4 12 1,649 52 95 318 5,552

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Statistics updated 2026-05-06