Fabio Trojani

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	すべて	2020 年以来
引用	3174	868
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i10 指標	51	22

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29 件の論文

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andrea buraschiUniversity of Chicago確認したメールアドレス: ChicagoBooth.edu
Markus LeippoldUniversity of Zurich, Department of Finance確認したメールアドレス: bf.uzh.ch
Elvezio RonchettiResearch Center for Statistics and Geneva School of Economics and Management, University of Geneva確認したメールアドレス: unige.ch
Andrea VedolinBoston University確認したメールアドレス: bu.edu
Patrick GagliardiniProfessor of Econometrics, Università della Svizzera Italiana確認したメールアドレス: usi.ch
Olivier ScailletProfessor of Finance and Statistics, University of Geneva (GSEM) and Swiss Finance Institute確認したメールアドレス: unige.ch
claudio tebaldiProfessor of Quantitative Finance, IGIER Bocconi University確認したメールアドレス: unibocconi.it
Paul SchneiderProfessor of Quantitative Methods, University of Lugano確認したメールアドレス: usi.ch
Peter H GruberUSI Lugano確認したメールアドレス: usi.ch
Alessandro SbuelzProfessor, School of Banking, Finance, and Insurance, UCSC (Catholic University of Milan)確認したメールアドレス: unicatt.it
Loriano ManciniUSI Lugano, Swiss Finance Institute確認したメールアドレス: usi.ch
Robert KosowskiImperial College London確認したメールアドレス: imperial.ac.uk
Marco ZaffalonIDSIA and Artificialy.com確認したメールアドレス: idsia.ch
Mirela SandulescuUniversity of Michigan, Ross School of Business確認したメールアドレス: umich.edu
Giovanni UrgaProfessor of Econometrics & Finance, Bayes Business School, London (U.K.)確認したメールアドレス: city.ac.uk
Anna CieslakAssociate Professor of Finance, Duke University, Fuqua, NBER and CEPR確認したメールアドレス: duke.edu
Marcus HutterResearcher@DeepMind & Professor at ANU確認したメールアドレス: anu.edu.au
Jan WrampelmeyerVrije Universiteit Amsterdam確認したメールアドレス: vu.nl

フォロー

Fabio Trojani

Professor of Finance (University of Geneva), AXA Chair (University of Turin), Senior Chair (SFI)

確認したメールアドレス: alphacruncher.com - ホームページ


タイトル引用回数順公開年順タイトル順	引用先引用先	年
Correlation risk and optimal portfolio choice A Buraschi, P Porchia, F Trojani The Journal of Finance 65 (1), 393-420, 2010	352	2010
A geometric approach to multiperiod mean variance optimization of assets and liabilities M Leippold, F Trojani, P Vanini Journal of Economic Dynamics and Control 28 (6), 1079-1113, 2004	241	2004
When uncertainty blows in the orchard: Comovement and equilibrium volatility risk premia A Buraschi, F Trojani, A Vedolin The Journal of Finance 69 (1), 101-137, 2014	199	2014
Robust inference with GMM estimators E Ronchetti, F Trojani Journal of econometrics 101 (1), 37-69, 2001	178	2001
When there is no place to hide: Correlation risk and the cross-section of hedge fund returns A Buraschi, R Kosowski, F Trojani The Review of Financial Studies 27 (2), 581-616, 2014	171	2014
Learning and asset prices under ambiguous information M Leippold, F Trojani, P Vanini The Review of Financial Studies 21 (6), 2565-2597, 2008	157	2008
Economic uncertainty, disagreement, and credit markets A Buraschi, F Trojani, A Vedolin Management Science 60 (5), 1281-1296, 2014	124	2014
Robustness and ambiguity aversion in general equilibrium F Trojani, P Vanini Review of Finance 8 (2), 279-324, 2004	105	2004
Ambiguity aversion and the term structure of interest rates P Gagliardini, P Porchia, F Trojani The Review of Financial Studies 22 (10), 4157-4188, 2008	98	2008
Robust value at risk prediction L Mancini, F Trojani Journal of financial econometrics 9 (2), 281-313, 2011	85	2011
Correlation risk and the term structure of interest rates A Buraschi, A Cieslak, F Trojani unpublished paper, Imperial College London and University of St. Gallen, 2008	74	2008
Equilibrium impact of value-at-risk regulation M Leippold, F Trojani, P Vanini Journal of Economic Dynamics and Control 30 (8), 1277-1313, 2006	69	2006
Optimal conditionally unbiased bounded-influence inference in dynamic location and scale models L Mancini, E Ronchetti, F Trojani Journal of the American Statistical Association 100 (470), 628-641, 2005	65	2005
A note on robustness in Merton's model of intertemporal consumption and portfolio choice F Trojani, P Vanini Journal of economic dynamics and control 26 (3), 423-435, 2002	59	2002
Fear trading P Schneider, F Trojani Swiss Finance Institute Research Paper, 2015	54	2015
Model‐free international stochastic discount factors M Sandulescu, F Trojani, A Vedolin The Journal of Finance 76 (2), 935-976, 2021	52	2021
The price of the smile and variance risk premia PH Gruber, C Tebaldi, F Trojani Swiss Finance Institute Research Paper, 2015	51*	2015
Asset pricing with matrix jump diffusions M Leippold, F Trojani Available at SSRN 1572576, 2010	50	2010
Divergence and the price of uncertainty P Schneider, F Trojani Journal of Financial Econometrics 17 (3), 341-396, 2019	49	2019
Robust GMM analysis of models for the short rate process R Dell'Aquila, E Ronchetti, F Trojani Journal of Empirical finance 10 (3), 373-397, 2003	48	2003

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