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Asset prices with locally-constrained-entropy recursive multiple priors utility
Sbulez, Alessandro (contributor); Trojani, Fabio (contributor) - 2007
Persistent link: https://www.econbiz.de/10003674251
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A general multivariate threshold GARCH model with dynamic conditional correlations
Audrino, Francesco (contributor); Trojani, Fabio (contributor) - 2007
Persistent link: https://www.econbiz.de/10003674253
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Accurate short-term yield curve forecasting using functional gradient descent
Audrino, Francesco (contributor); Trojani, Fabio (contributor) - 2007
Persistent link: https://www.econbiz.de/10003674257
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Ambiguity aversion and the term structure of interest rates
Gagliardini, Patrick (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003674261
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Correlation risk and optimal portfolio choice
Buraschi, Andrea (contributor); Porchia, Paolo (contributor) - 2007
Persistent link: https://www.econbiz.de/10003674267
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Learning and asset prices under ambiguous information
Leippold, Markus (contributor); Trojani, Fabio (contributor) - 2006
Persistent link: https://www.econbiz.de/10003674270
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Robust value at risk prediction
Mancini, Loriano (contributor); Trojani, Fabio (contributor) - 2007
Persistent link: https://www.econbiz.de/10003674273
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Ambiguity and reality
Trojani, Fabio; Wiehenkamp, Christian; Wrampelmeyer, Jan - 2014 - This version: December 4, 2014
Persistent link: https://www.econbiz.de/10011343854