Fabio Trojani

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Robust subsampling Journal of Econometrics	2016-08-15	Paper
Robust efficient method of moments Journal of Econometrics	2016-04-01	Paper
Robust GMM tests for structural breaks Journal of Econometrics	2016-04-01	Paper
Infinitesimal robustness for diffusions Journal of the American Statistical Association	2015-06-15	Paper
Multiperiod mean-variance efficient portfolios with endogenous liabilities Quantitative Finance	2013-03-14	Paper
Higher-order infinitesimal robustness Journal of the American Statistical Association	2013-01-31	Paper
A general multivariate threshold GARCH model with dynamic conditional correlations Journal of Business and Economic Statistics	2011-04-13	Paper
Limits of learning about a categorical latent variable under prior near-ignorance International Journal of Approximate Reasoning	2010-04-07	Paper
Asset prices with locally constrained-entropy recursive multiple-priors utility Journal of Economic Dynamics and Control	2010-01-19	Paper
Equilibrium impact of value-at-risk regulation Journal of Economic Dynamics and Control	2008-11-25	Paper
A geometric approach to multiperiod mean variance optimization of assets and liabilities Journal of Economic Dynamics and Control	2008-10-24	Paper
Optimal Conditionally Unbiased Bounded-Influence Inference in Dynamic Location and Scale Models Journal of the American Statistical Association	2007-08-20	Paper
Learning about a Categorical Latent Variable under Prior Near-Ignorance	2007-05-29	Paper
Robust efficient method of moments estimation	2006-04-28	Paper
Robustness and Ambiguity Aversion in General Equilibrium * Review of Finance	2005-04-29	Paper
scientific article; zbMATH DE number 2065138 (Why is no real title available?)	2004-05-18	Paper
Robust inference with GMM estimators Journal of Econometrics	2002-11-05	Paper
A note on robustness in Merton's model of intertemporal consumption and portfolio choice Journal of Economic Dynamics and Control	2002-03-03	Paper

Research outcomes over time

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