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 4 5 1,780
A general multivariate threshold GARCH model with dynamic conditional correlations 0 0 0 221 1 5 6 528
A general multivariate threshold GARCH model with dynamic conditional correlations 0 0 0 338 0 6 9 831
Accurate Short-Term Yield Curve Forecasting using Functional Gradient Descent 0 0 0 172 1 4 10 570
Accurate Yield Curve Scenarios Generation using Functional Gradient Descent 0 0 0 211 0 5 8 742
Ambiguity Aversion and the Term Structure of Interest Rates 0 0 0 24 2 5 10 142
Ambiguity Aversion and the Term Structure of Interest Rates 0 0 0 120 2 7 10 371
Ambiguity and Reality 1 1 1 32 7 14 15 246
Comments on: Nonparametric Tail Risk, Stock Returns and the Macroeconomy 0 0 0 34 0 4 4 50
Divergence and the Price of Uncertainty 0 0 0 20 5 12 13 63
Dividend Growth Predictability and the Price-Dividend Ratio 0 0 0 33 2 6 6 56
Equilibrium Asset Pricing with Time-Varying Pessimism 0 0 0 3 0 4 8 15
GENERAL ANALYTICAL SOLUTIONS FOR MERTONS'S-TYPE CONSUMPTION-INVESTMENT PROBLEMS 0 0 0 107 0 5 7 392
Infinitesimal Robustness for Diffusions 0 0 0 51 0 9 11 149
Learning and Asset Prices under Ambiguous Information 0 0 0 183 0 5 8 593
Optimal Conditionally Unbiased Bounded-Influence Inference in Dynamic Location and Scale Models 0 0 0 41 1 3 7 289
Predictability Hidden by Anomalous Observations 0 0 0 19 0 6 9 60
Robust Resampling Methods for Time Series 0 0 0 68 0 2 4 215
Robust Subsampling 0 0 1 51 0 6 12 226
Robust Value at Risk Prediction 0 0 0 110 1 3 5 267
Robust Value at Risk Prediction 0 0 0 113 1 6 11 305
Taking Ambiguity to Reality: Robust Agents Cannot Trust the Data Too Much 0 0 0 12 1 5 9 87
The Price of the Smile and Variance Risk Premia 0 0 0 48 1 5 8 81
Variance Covariance Orders and Median Preserving 0 0 0 43 0 2 3 226
Total Working Papers 1 1 2 2,482 25 133 198 8,284

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 1 7 1 4 15 66
A General Multivariate Threshold GARCH Model With Dynamic Conditional Correlations 0 0 0 77 1 8 11 234
A Note on the Three–Portfolios Matching Problem 0 0 0 5 0 1 2 78
A geometric approach to multiperiod mean variance optimization of assets and liabilities 0 0 0 113 0 4 6 472
A note on robustness in Merton's model of intertemporal consumption and portfolio choice 0 0 0 117 1 3 4 346
Accurate Short-Term Yield Curve Forecasting using Functional Gradient Descent 0 0 0 9 0 2 5 77
Ambiguity Aversion and the Term Structure of Interest Rates 0 0 0 91 1 14 19 272
Asset prices with locally constrained-entropy recursive multiple-priors utility 0 0 0 38 0 7 13 141
Comment on: Nonparametric Tail Risk, Stock Returns, and the Macroeconomy 0 0 0 6 0 5 8 37
Correlation Risk and Optimal Portfolio Choice 0 0 0 162 3 7 15 489
Economic Uncertainty, Disagreement, and Credit Markets 0 0 0 16 1 8 12 91
Equilibrium impact of value-at-risk regulation 0 0 1 56 1 7 9 204
Erratum to Comment on: Nonparametric Tail Risk, Stock Returns, and the Macroeconomy 0 0 0 4 1 5 9 28
Estimating and predicting multivariate volatility thresholds in global stock markets 0 0 0 87 0 0 4 290
Infinitesimal Robustness for Diffusions 0 0 0 7 2 11 14 51
Learning and Asset Prices Under Ambiguous Information 1 1 1 85 3 9 12 231
Optimal Conditionally Unbiased Bounded-Influence Inference in Dynamic Location and Scale Models 0 0 0 16 0 3 6 66
Robust GMM analysis of models for the short rate process 1 1 1 87 2 7 7 289
Robust GMM tests for structural breaks 0 0 0 86 5 7 10 246
Robust Value at Risk Prediction 0 0 0 34 1 5 10 161
Robust efficient method of moments 0 0 0 58 0 2 7 197
Robust inference with GMM estimators 0 1 4 154 2 4 8 351
Robust subsampling 0 0 0 27 0 3 9 127
Robustness and Ambiguity Aversion in General Equilibrium 0 0 0 1 0 4 4 28
Robustness and Ambiguity Aversion in General Equilibrium 0 0 0 107 1 6 9 372
Semiparametric Regression for the Applied Econometrician. Adonis Yatchew 0 0 0 103 0 1 2 220
When There Is No Place to Hide: Correlation Risk and the Cross-Section of Hedge Fund Returns 0 0 1 59 0 2 8 175
When Uncertainty Blows in the Orchard: Comovement and Equilibrium Volatility Risk Premia 0 0 4 35 0 7 18 144
Total Journal Articles 2 3 13 1,647 26 146 256 5,483

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Statistics updated 2026-03-04