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Ambiguity aversion and the term structure of interest rates
Gagliardini, Patrick; Porchia, Paolo; Trojani, Fabio - In: The review of financial studies 22 (2009) 10, pp. 4157-4188
Persistent link: https://www.econbiz.de/10003887015
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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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Robust value at risk prediction
Mancini, Loriano (contributor); Trojani, Fabio (contributor) - 2007
Persistent link: https://www.econbiz.de/10003674273
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Robust value at risk prediction
Mancini, Loriano; Trojani, Fabio - 2007
Persistent link: https://www.econbiz.de/10003597922
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Robust value at risk prediction
Mancini, Loriano (contributor); Trojani, Fabio (contributor) - 2007
Persistent link: https://www.econbiz.de/10003550862
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Ambiguity aversion and the term structure of interest rates
Gagliardini, Patrick; Porchia, Paolo; Trojani, Fabio - 2007
Persistent link: https://www.econbiz.de/10003523245
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Accurate short-term yield curve forecasting using functional gradient descent
Audrino, Francesco; Trojani, Fabio - In: Journal of financial econometrics : official journal of … 5 (2007) 4, pp. 591-623
Persistent link: https://www.econbiz.de/10003570734
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Accurate short-term yield curve forecasting using functional gradient descent
Audrino, Francesco; Trojani, Fabio - 2007
Persistent link: https://www.econbiz.de/10003514617