Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Robust efficient method of mom...
Similar by person
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Theorie
40
Theory
40
Volatilität
24
Forecasting model
21
Prognoseverfahren
21
Estimation
19
Schätzung
19
Risikoprämie
17
Risk premium
17
Volatility
17
ARCH model
16
ARCH-Modell
16
Nichtparametrisches Verfahren
16
Nonparametric statistics
16
Zinsstruktur
16
Capital income
15
Kapitaleinkommen
15
Portfolio selection
15
Portfolio-Management
15
CAPM
13
Estimation theory
13
Risiko
13
Risk
13
Robust statistics
13
Robustes Verfahren
13
Schätztheorie
13
Yield curve
13
Optionspreistheorie
12
USA
12
United States
12
Börsenkurs
11
Option pricing theory
11
Share price
10
Stochastic process
10
Stochastischer Prozess
10
Allgemeines Gleichgewicht
9
Decision under uncertainty
9
Entscheidung unter Unsicherheit
9
General equilibrium
9
Monte-Carlo-Simulation
9
more ...
less ...
Online availability
All
Free
107
Undetermined
35
Type of publication
All
Book / Working Paper
160
Article
78
Other
2
Type of publication (narrower categories)
All
Arbeitspapier
47
Working Paper
47
Graue Literatur
45
Non-commercial literature
45
Article in journal
31
Aufsatz in Zeitschrift
31
Aufsatz im Buch
1
Book section
1
more ...
less ...
Language
All
English
165
Undetermined
74
German
1
Author
All
Trojani, Fabio
229
Vanini, Paolo
36
Audrino, Francesco
27
Leippold, Markus
26
Porchia, Paolo
20
Mancini, Loriano
19
Gagliardini, Patrick
18
Ronchetti, Elvezio
18
Camponovo, Lorenzo
17
Buraschi, Andrea
16
Scaillet, Olivier
16
Vedolin, Andrea
14
Sbuelz, Alessandro
9
Korsaye, Sofonias Alemu
8
Piatti, Ilaria
8
Ferretti, Roberto G.
6
Schneider, Paul
6
Tebaldi, Claudio
6
La Vecchia, Davide
5
TROJANI, Fabio
5
Urga, Giovanni
5
Gruber, Peter H.
4
Ortelli, Claudio
4
Piatti, Alberto
4
TROJANI, FABIO
4
Wiehenkamp, Christian
4
Wrampelmeyer, Jan
4
Zaffalon, Marco
4
Almeida, Caio
3
Ardison, Kym
3
Barone-Adesi, Giovanni
3
Dell'Aquila, Rosario
3
Garcia, René
3
Kosowski, Robert
3
Malamud, Semyon
3
Quaini, Alberto
3
BURASCHI, ANDREA
2
Hutter, Marcus
2
Orlowski, Piotr
2
Timmermann, Allan
2
more ...
less ...
Institution
All
Institut für Schweizerisches Bankwesen <Zürich>
25
National Centre of Competence in Research North South <Bern>
11
School of Economics and Political Science, Universität St. Gallen
9
Swiss National Centre of Competence in Research North South <Bern>
6
Finrisk
5
Institut d'Economie et Econométrie, Université de Genève
2
Swiss Finance Institute
2
Center for Economic Research <Tilburg>
1
National Bureau of Economic Research
1
National Centre of Competence in Research - Financial Valuation and Risk Management
1
National Centre of Competence in ResearchFinancial Valuation and Risk Management
1
School of Finance, Universität St. Gallen
1
Society for Computational Economics - SCE
1
Tilburg University, Center for Economic Research
1
more ...
less ...
Published in...
All
Working Paper
32
Research paper series / Swiss Finance Institute
20
Swiss Finance Institute Research Paper
13
Institut für Schweizerisches Bankwesen Zürich - Working Paper Series
12
Universität Zürich - Institut für Schweizerisches Bankwesen - Working Papers
11
FINRISK Working Paper Series
10
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
9
Journal of economic dynamics & control
9
Working papers on finance
8
Journal of econometrics
6
Swiss Finance Institute Research Paper Series
6
The review of financial studies
6
Journal of the American Statistical Association : JASA
5
Journal of Econometrics
4
Journal of Economic Dynamics and Control
4
Journal of financial econometrics
4
Journal of financial econometrics : official journal of the Society for Financial Econometrics
4
Management science : journal of the Institute for Operations Research and the Management Sciences
4
University of St. Gallen Department of Economics working paper series 2005
4
University of St. Gallen Department of Economics working paper series 2007
4
Cahier de recherches / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
3
Journal of the American Statistical Association
3
Cahiers du Département d'Econométrie
2
Discussion paper / University of St. Gallen, Department of Economics
2
FAME Research Paper Series
2
FINRISK Working Papers Series
2
Journal of Business & Economic Statistics
2
Journal of Finance
2
Journal of Financial Econometrics
2
Journal of applied econometrics
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of empirical finance
2
Research Papers by the Institute of Economics and Econometrics, Geneva School of Economics and Management, University of Geneva
2
Research paper / International Center for Financial Asset Management and Engineering
2
Review of Financial Studies
2
Review of finance : journal of the European Finance Association
2
The Journal of Finance
2
The journal of finance : the journal of the American Finance Association
2
University of St. Gallen, Department of Economics, Discussion Paper
2
Universität Zürich - Institut für schweizerisches Bankwesen
2
more ...
less ...
Source
All
ECONIS (ZBW)
128
RePEc
45
USB Cologne (business full texts)
39
OLC EcoSci
19
BASE
5
USB Cologne (EcoSocSci)
2
Other ZBW resources
2
more ...
less ...
Showing
51
-
60
of
240
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
51
Robustness and ambiguity aversion in general equilibrium
Trojani, Fabio
;
Vanini, Paolo
- In:
Review of finance : journal of the European Finance …
8
(
2004
)
2
,
pp. 279-324
Persistent link: https://www.econbiz.de/10002233760
Saved in:
52
Optimal conditionally unbiased bounded-influence inference in dynamic location and scale models
Mancini, Loriano
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002431855
Saved in:
53
Equilibrium asset pricing with time-varying pessimism
Sbuelz, Alessandro
(
contributor
);
Trojani, Fabio
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001718112
Saved in:
54
A note on robustness in Merton's model of intertemporal consumption and portfolio choice
Trojani, Fabio
;
Vanini, Paolo
- In:
Journal of economic dynamics & control
26
(
2002
)
3
,
pp. 423-435
Persistent link: https://www.econbiz.de/10001636259
Saved in:
55
On the informational content of changing risk for dynamic asset allocation
Barone-Adesi, Giovanni
;
Gagliardini, Patrick
;
Trojani, Fabio
-
2000
Persistent link: https://www.econbiz.de/10001641348
Saved in:
56
A geometric approach to multiperiod mean variance optimization of assets and liabilities
Leippold, Markus
;
Trojani, Fabio
;
Vanini, Paolo
- In:
Journal of economic dynamics & control
28
(
2004
)
6
,
pp. 1079-1113
Persistent link: https://www.econbiz.de/10001856096
Saved in:
57
Robust inference with GMM estimators
Ronchetti, Elvezio
;
Trojani, Fabio
- In:
Journal of econometrics
101
(
2001
)
1
,
pp. 37-69
Persistent link: https://www.econbiz.de/10001545114
Saved in:
58
Robust GMM estimators and tests for models of the term structure of interest rates
Ronchetti, Elvezio
;
Trojani, Fabio
-
1997
Persistent link: https://www.econbiz.de/10000975386
Saved in:
59
Robust GMM analysis of models for the short rate process
Dell'Aquila, Rosario
;
Ronchetti, Elvezio
;
Trojani, Fabio
- In:
Journal of empirical finance
10
(
2003
)
3
,
pp. 373-397
Persistent link: https://www.econbiz.de/10001752109
Saved in:
60
A geometric approach to multiperiod mean variance optimization of assets and liabilities
Leippold, Markus
;
Trojani, Fabio
;
Vanini, Paolo
-
2002
Persistent link: https://www.econbiz.de/10001683059
Saved in:
First
Prev
2
3
4
5
6
7
8
9
10
11
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
