The following pages link to Fabio Trojani (Q174846):
Displaying 17 items.
- Robust efficient method of moments (Q265015) (← links)
- Robust GMM tests for structural breaks (Q265111) (← links)
- Robust subsampling (Q738145) (← links)
- A geometric approach to multiperiod mean variance optimization of assets and liabilities (Q951516) (← links)
- Equilibrium impact of value-at-risk regulation (Q956555) (← links)
- Limits of learning about a categorical latent variable under prior near-ignorance (Q962884) (← links)
- Asset prices with locally constrained-entropy recursive multiple-priors utility (Q2654421) (← links)
- (Q4459804) (← links)
- Robustness and Ambiguity Aversion in General Equilibrium * (Q4672035) (← links)
- Higher-Order Infinitesimal Robustness (Q4904731) (← links)
- Multiperiod mean-variance efficient portfolios with endogenous liabilities (Q4911228) (← links)
- Infinitesimal Robustness for Diffusions (Q5255302) (← links)
- (Q5290309) (← links)
- A General Multivariate Threshold GARCH Model With Dynamic Conditional Correlations (Q5392691) (← links)
- Optimal Conditionally Unbiased Bounded-Influence Inference in Dynamic Location and Scale Models (Q5754843) (← links)
- Robust inference with GMM estimators (Q5931139) (← links)
- A note on robustness in Merton's model of intertemporal consumption and portfolio choice (Q5958593) (← links)
