Fabio Trojani

Available identifiers

Publication	Date of Publication	Type
Robust subsampling	2016-08-15	Paper
Robust efficient method of moments	2016-04-01	Paper
Robust GMM tests for structural breaks	2016-04-01	Paper
Infinitesimal Robustness for Diffusions	2015-06-15	Paper
Multiperiod mean-variance efficient portfolios with endogenous liabilities	2013-03-14	Paper
Higher-Order Infinitesimal Robustness	2013-01-31	Paper
A General Multivariate Threshold GARCH Model With Dynamic Conditional Correlations	2011-04-13	Paper
Limits of learning about a categorical latent variable under prior near-ignorance	2010-04-07	Paper
Asset prices with locally constrained-entropy recursive multiple-priors utility	2010-01-19	Paper
Equilibrium impact of value-at-risk regulation	2008-11-25	Paper
A geometric approach to multiperiod mean variance optimization of assets and liabilities	2008-10-24	Paper
Optimal Conditionally Unbiased Bounded-Influence Inference in Dynamic Location and Scale Models	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 *	2005-04-29	Paper
https://portal.mardi4nfdi.de/entity/Q4459804	2004-05-18	Paper
Robust inference with GMM estimators	2002-11-05	Paper
A note on robustness in Merton's model of intertemporal consumption and portfolio choice	2002-03-03	Paper

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