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Trojani, Fabio
229
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36
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27
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26
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20
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19
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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:
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