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 0 3 13 835
A general multivariate threshold GARCH model with dynamic conditional correlations 0 0 0 221 0 3 14 536
Accurate Short-Term Yield Curve Forecasting using Functional Gradient Descent 0 0 0 172 0 1 13 574
Accurate Yield Curve Scenarios Generation using Functional Gradient Descent 0 0 0 211 1 1 9 744
Ambiguity Aversion and the Term Structure of Interest Rates 0 0 0 120 0 3 16 379
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 0 20 252
Comments on: Nonparametric Tail Risk, Stock Returns and the Macroeconomy 0 0 0 34 0 0 5 51
Divergence and the Price of Uncertainty 0 0 0 20 0 0 15 65
Dividend Growth Predictability and the Price-Dividend Ratio 0 0 0 33 0 1 9 59
Equilibrium Asset Pricing with Time-Varying Pessimism 0 0 0 3 0 0 11 18
GENERAL ANALYTICAL SOLUTIONS FOR MERTONS'S-TYPE CONSUMPTION-INVESTMENT PROBLEMS 0 0 0 107 0 1 10 395
Infinitesimal Robustness for Diffusions 0 0 0 51 0 1 13 151
Learning and Asset Prices under Ambiguous Information 0 0 0 183 0 2 14 599
Optimal Conditionally Unbiased Bounded-Influence Inference in Dynamic Location and Scale Models 0 0 0 41 1 5 13 297
Predictability Hidden by Anomalous Observations 0 0 0 19 0 1 12 63
Robust Resampling Methods for Time Series 0 0 0 68 0 0 6 219
Robust Subsampling 0 0 1 51 0 1 18 232
Robust Value at Risk Prediction 0 0 0 110 0 1 7 270
Robust Value at Risk Prediction 0 0 0 113 0 0 11 308
Taking Ambiguity to Reality: Robust Agents Cannot Trust the Data Too Much 0 0 0 12 0 1 13 92
The Price of the Smile and Variance Risk Premia 0 0 0 48 1 2 14 88
Variance Covariance Orders and Median Preserving 0 0 0 43 0 1 9 232
Total Working Papers 0 0 2 2,482 3 28 289 8,390

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 0 14 237
A General Multivariate Threshold GARCH Model With Dynamic Conditional Correlations 0 0 1 8 0 1 15 70
A Note on the Three–Portfolios Matching Problem 0 0 0 5 0 0 5 81
A geometric approach to multiperiod mean variance optimization of assets and liabilities 0 0 0 113 1 4 12 478
A note on robustness in Merton's model of intertemporal consumption and portfolio choice 0 0 0 117 0 1 8 350
Accurate Short-Term Yield Curve Forecasting using Functional Gradient Descent 0 0 0 9 0 0 7 80
Ambiguity Aversion and the Term Structure of Interest Rates 0 0 0 91 0 1 21 275
Asset prices with locally constrained-entropy recursive multiple-priors utility 0 0 0 38 0 2 17 146
Comment on: Nonparametric Tail Risk, Stock Returns, and the Macroeconomy 0 0 0 6 0 1 12 41
Correlation Risk and Optimal Portfolio Choice 0 1 2 164 1 3 15 494
Economic Uncertainty, Disagreement, and Credit Markets 0 0 0 16 0 1 12 93
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 0 1 11 30
Estimating and predicting multivariate volatility thresholds in global stock markets 0 0 0 87 1 1 7 293
Infinitesimal Robustness for Diffusions 0 0 0 7 1 2 19 56
Learning and Asset Prices Under Ambiguous Information 0 0 1 85 0 1 17 237
Optimal Conditionally Unbiased Bounded-Influence Inference in Dynamic Location and Scale Models 0 0 0 16 0 0 11 71
Robust GMM analysis of models for the short rate process 0 0 1 87 1 1 9 291
Robust GMM tests for structural breaks 0 0 0 86 0 0 13 250
Robust Value at Risk Prediction 0 0 0 34 0 1 12 165
Robust efficient method of moments 0 0 0 58 0 1 10 201
Robust inference with GMM estimators 0 0 1 154 1 2 10 356
Robust subsampling 0 1 1 28 0 1 13 131
Robustness and Ambiguity Aversion in General Equilibrium 0 0 0 1 0 0 4 28
Robustness and Ambiguity Aversion in General Equilibrium 0 0 0 107 0 1 10 373
Semiparametric Regression for the Applied Econometrician. Adonis Yatchew 0 0 0 103 2 2 3 222
When There Is No Place to Hide: Correlation Risk and the Cross-Section of Hedge Fund Returns 0 2 2 61 1 4 12 181
When Uncertainty Blows in the Orchard: Comovement and Equilibrium Volatility Risk Premia 1 1 4 36 3 12 28 160
Total Journal Articles 1 5 13 1,654 12 44 336 5,596

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Statistics updated 2026-08-07