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 1 428 0 0 4 1,775
A general multivariate threshold GARCH model with dynamic conditional correlations 0 0 0 221 0 0 4 522
A general multivariate threshold GARCH model with dynamic conditional correlations 0 0 0 338 0 0 3 822
Accurate Short-Term Yield Curve Forecasting using Functional Gradient Descent 0 0 0 172 0 1 2 561
Accurate Yield Curve Scenarios Generation using Functional Gradient Descent 0 0 0 211 0 1 2 735
Ambiguity Aversion and the Term Structure of Interest Rates 0 0 0 120 0 2 2 363
Ambiguity Aversion and the Term Structure of Interest Rates 0 0 0 24 0 0 0 132
Ambiguity and Reality 0 0 0 31 1 1 4 232
Comments on: Nonparametric Tail Risk, Stock Returns and the Macroeconomy 0 0 0 34 0 0 0 46
Divergence and the Price of Uncertainty 0 0 0 20 0 0 1 50
Dividend Growth Predictability and the Price-Dividend Ratio 0 0 0 33 0 0 2 50
Equilibrium Asset Pricing with Time-Varying Pessimism 0 0 0 3 0 0 0 7
GENERAL ANALYTICAL SOLUTIONS FOR MERTONS'S-TYPE CONSUMPTION-INVESTMENT PROBLEMS 0 0 0 107 0 0 1 385
Infinitesimal Robustness for Diffusions 0 0 0 51 0 0 0 138
Learning and Asset Prices under Ambiguous Information 0 0 1 183 0 0 2 585
Optimal Conditionally Unbiased Bounded-Influence Inference in Dynamic Location and Scale Models 0 0 0 41 1 2 4 284
Predictability Hidden by Anomalous Observations 0 0 0 19 0 0 0 51
Robust Resampling Methods for Time Series 0 0 1 68 0 2 4 213
Robust Subsampling 0 0 0 50 0 0 0 214
Robust Value at Risk Prediction 0 0 0 113 0 1 5 297
Robust Value at Risk Prediction 0 0 0 110 1 1 1 263
Taking Ambiguity to Reality: Robust Agents Cannot Trust the Data Too Much 0 0 0 12 1 1 1 79
The Price of the Smile and Variance Risk Premia 0 0 0 48 1 1 1 74
Variance Covariance Orders and Median Preserving 0 0 0 43 0 0 1 223
Total Working Papers 0 0 3 2,480 5 13 44 8,101

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 77 0 0 1 223
A General Multivariate Threshold GARCH Model With Dynamic Conditional Correlations 0 1 1 7 0 2 4 53
A Note on the Three–Portfolios Matching Problem 0 0 0 5 0 0 0 76
A geometric approach to multiperiod mean variance optimization of assets and liabilities 0 0 0 113 0 0 0 466
A note on robustness in Merton's model of intertemporal consumption and portfolio choice 0 0 0 117 0 0 1 342
Accurate Short-Term Yield Curve Forecasting using Functional Gradient Descent 0 0 0 9 1 1 1 73
Ambiguity Aversion and the Term Structure of Interest Rates 0 0 0 91 0 1 3 254
Asset prices with locally constrained-entropy recursive multiple-priors utility 0 0 0 38 0 0 0 128
Comment on: Nonparametric Tail Risk, Stock Returns, and the Macroeconomy 0 0 0 6 0 0 0 29
Correlation Risk and Optimal Portfolio Choice 0 0 2 162 4 5 10 479
Economic Uncertainty, Disagreement, and Credit Markets 0 0 4 16 1 2 8 81
Equilibrium impact of value-at-risk regulation 0 1 1 56 0 1 3 196
Erratum to Comment on: Nonparametric Tail Risk, Stock Returns, and the Macroeconomy 0 0 0 4 0 0 1 19
Estimating and predicting multivariate volatility thresholds in global stock markets 0 0 1 87 0 0 4 286
Infinitesimal Robustness for Diffusions 0 0 0 7 0 0 0 37
Learning and Asset Prices Under Ambiguous Information 0 0 2 84 1 1 4 220
Optimal Conditionally Unbiased Bounded-Influence Inference in Dynamic Location and Scale Models 0 0 0 16 0 0 0 60
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 0 0 2 236
Robust Value at Risk Prediction 0 0 2 34 0 2 6 153
Robust efficient method of moments 0 0 0 58 0 0 0 190
Robust inference with GMM estimators 0 2 2 152 0 2 3 345
Robust subsampling 0 0 0 27 0 0 1 118
Robustness and Ambiguity Aversion in General Equilibrium 0 0 0 1 0 0 1 24
Robustness and Ambiguity Aversion in General Equilibrium 0 0 0 107 0 0 0 363
Semiparametric Regression for the Applied Econometrician. Adonis Yatchew 0 0 1 103 0 1 2 219
When There Is No Place to Hide: Correlation Risk and the Cross-Section of Hedge Fund Returns 0 1 3 59 1 2 8 169
When Uncertainty Blows in the Orchard: Comovement and Equilibrium Volatility Risk Premia 0 1 4 32 2 5 12 131
Total Journal Articles 0 6 24 1,640 10 25 75 5,252

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Statistics updated 2025-07-04