Fabio Trojani

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	전체	2019년 이후
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andrea buraschiUniversity of ChicagoChicagoBooth.edu의 이메일 확인됨
Markus LeippoldUniversity of Zurich, Department of Financebf.uzh.ch의 이메일 확인됨
Elvezio RonchettiResearch Center for Statistics and Geneva School of Economics and Management, University of Genevaunige.ch의 이메일 확인됨
Patrick GagliardiniProfessor of Econometrics, Università della Svizzera Italianausi.ch의 이메일 확인됨
Andrea VedolinBoston Universitybu.edu의 이메일 확인됨
Olivier ScailletProfessor of Finance and Statistics, University of Geneva (GSEM) and Swiss Finance Instituteunige.ch의 이메일 확인됨
claudio tebaldiProfessor of Quantitative Finance, IGIER Bocconi Universityunibocconi.it의 이메일 확인됨
Paul SchneiderProfessor of Quantitative Methods, University of Luganousi.ch의 이메일 확인됨
Peter H GruberUSI Luganousi.ch의 이메일 확인됨
Alessandro SbuelzProfessor, School of Banking, Finance, and Insurance, UCSC (Catholic University of Milan)unicatt.it의 이메일 확인됨
Loriano ManciniUSI Lugano, Swiss Finance Instituteusi.ch의 이메일 확인됨
Robert KosowskiImperial College Londonimperial.ac.uk의 이메일 확인됨
Marco ZaffalonIDSIA and Artificialy.comidsia.ch의 이메일 확인됨
Mirela SandulescuUniversity of Michigan, Ross School of Businessumich.edu의 이메일 확인됨
Giovanni UrgaProfessor of Econometrics & Finance, Bayes Business School, London (U.K.)city.ac.uk의 이메일 확인됨
Anna CieslakAssociate Professor of Finance, Duke University, Fuqua, NBER and CEPRduke.edu의 이메일 확인됨
Marcus HutterResearcher@DeepMind & Professor at ANUanu.edu.au의 이메일 확인됨
Jan WrampelmeyerVrije Universiteit Amsterdamvu.nl의 이메일 확인됨

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Fabio Trojani

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

alphacruncher.com의 이메일 확인됨 - 홈페이지


제목 서지정보순 정렬 연도순 정렬 제목순 정렬	인용 인용	연도
Correlation risk and optimal portfolio choice A Buraschi, P Porchia, F Trojani The Journal of Finance 65 (1), 393-420, 2010	348	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	201	2014
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	175	2014
Robust inference with GMM estimators E Ronchetti, F Trojani Journal of econometrics 101 (1), 37-69, 2001	170	2001
Learning and asset prices under ambiguous information M Leippold, F Trojani, P Vanini The Review of Financial Studies 21 (6), 2565-2597, 2008	158	2008
Economic uncertainty, disagreement, and credit markets A Buraschi, F Trojani, A Vedolin Management Science 60 (5), 1281-1296, 2014	120	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	99	2008
Robust value at risk prediction L Mancini, F Trojani Journal of financial econometrics 9 (2), 281-313, 2011	86	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	73	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	67	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	62	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	50	2021
The price of the smile and variance risk premia PH Gruber, C Tebaldi, F Trojani Swiss Finance Institute Research Paper, 2015	49*	2015
Divergence and the Price of Uncertainty P Schneider, F Trojani Journal of Financial Econometrics 17 (3), 341-396, 2019	48	2019
Asset pricing with matrix jump diffusions M Leippold, F Trojani Available at SSRN 1572576, 2010	48	2010
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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