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Optimal conditionally unbiased bounded-influence inference in dynamic location and scale models
Mancini, Loriano; Ronchetti, Elvezio; Trojani, Fabio - 2005
Persistent link: https://www.econbiz.de/10002841646
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Optimal conditionally unbiased bounded-influence inference in dynamic location and scale models
Mancini, Loriano; Ronchetti, Elvezio; Trojani, Fabio - In: Journal of the American Statistical Association : JASA 100 (2005) 470, pp. 628-641
Persistent link: https://www.econbiz.de/10002929809
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General analytical solutions for Mertons's-type consumption-investment problems
Trojani, Fabio; Ferretti, Roberto G. - 2005
Persistent link: https://www.econbiz.de/10002771716
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Learning and asset prices under ambiguous information
Trojani, Fabio; Leippold, Markus; Vanini, Paolo - 2005
Persistent link: https://www.econbiz.de/10002771748
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A general multivariate threshold GARCH model with dynamic conditional correlations
Trojani, Fabio; Audrino, Francesco - 2005
Persistent link: https://www.econbiz.de/10002771808
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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
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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
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Equilibrium asset pricing with time-varying pessimism
Sbuelz, Alessandro (contributor); Trojani, Fabio (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001718112
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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
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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