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Trojani, Fabio


 SSRN Author Rank: 832 by Downloads
 Professor of Finance
 

Swiss Finance Institute


 Via G. Buffi 13
 Lugano, CH-6900
 Switzerland
 HOME PAGE: http://www.people.lu.unisi.ch/trojanif
 email address

 Professor of Statistics
 

University of Lugano


 Faculty of Economics
 Via Buffi 13
 Lugano, 6900
 Switzerland
 HOME PAGE: http://www.people.lu.unisi.ch/trojanif
 email address

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. Trojani, Fabio's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
19,747
Total
Citations
268
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Leippold, Markus
University of Zurich - Department of Banking and Finance
Vanini, Paolo
Zurich Cantonal Bank
Trojani, Fabio
University of Lugano
Posted:
08 Nov 01
1,799
(4,869)
13

2.  
Correlation Risk and Optimal Portfolio Choice | Show Abstract | Download This Paper | Open PDF in Browser |
AFA 2008 New Orleans Meetings Paper
Number of Pages in PDF File: 58
Buraschi, Andrea
Imperial College Business School
Porchia, Paolo
IE Business School
Trojani, Fabio
University of Lugano
Posted:
14 Jun 06
Last Revised:
16 Feb 09
1,695
(5,402)
33

3.   Incl. Electronic Paper
Buraschi, Andrea
Imperial College Business School
Kosowski, Robert
Imperial College Business School
Trojani, Fabio
University of Lugano
Posted:
15 Jul 10
Last Revised:
08 Apr 14
1,597
(6,009)
8

4.  
Robust Value at Risk Prediction | Show Abstract | Download This Paper | Open PDF in Browser |
Swiss Finance Institute Research Paper No. 07-31
Number of Pages in PDF File: 51
Mancini, Loriano
Ecole Polytechnique Fédérale de Lausanne
Trojani, Fabio
University of Lugano
Posted:
17 Aug 05
Last Revised:
13 Sep 10
1,030
(12,403)
5

5.  
Equilibrium Impact of Value-at-Risk Regulation | Show Abstract | Download This Paper | Open PDF in Browser |
EFA 2002 Berlin Meetings Discussion Paper
Number of Pages in PDF File: 64
Leippold, Markus
University of Zurich - Department of Banking and Finance
Vanini, Paolo
Zurich Cantonal Bank
Trojani, Fabio
University of Lugano
Posted:
14 Nov 02
1,010
(12,784)
16

6.  
Buraschi, Andrea
Imperial College Business School
Trojani, Fabio
University of Lugano
Vedolin, Andrea
London School of Economics and Political Science
Posted:
17 Feb 09
Last Revised:
16 Sep 13
917
(14,803)
15

7.   Incl. Electronic Paper
Leippold, Markus
University of Zurich - Department of Banking and Finance
Trojani, Fabio
University of Lugano
Vanini, Paolo
Zurich Cantonal Bank
Posted:
23 Sep 04
Last Revised:
29 Jul 10
709
(21,647)
21

8.   Incl. Electronic Paper
Leippold, Markus
University of Zurich - Department of Banking and Finance
Trojani, Fabio
University of Lugano
Posted:
27 Sep 08
Last Revised:
03 Apr 10
700
(22,062)
7

9.  
Fear Trading | Show Abstract | Download This Paper | Open PDF in Browser |
Swiss Finance Institute Research Paper No. 15-03
Number of Pages in PDF File: 74
Schneider, Paul
Swiss Finance Institute
Trojani, Fabio
University of Lugano
Posted:
30 Jan 12
Last Revised:
03 Feb 15
656
(24,151)
 

10.  
Buraschi, Andrea
Imperial College Business School
Trojani, Fabio
University of Lugano
Vedolin, Andrea
London School of Economics and Political Science
Posted:
07 Aug 08
Last Revised:
13 Oct 13
587
(28,227)
15

11.  
Audrino, Francesco
University of St. Gallen
Trojani, Fabio
University of Lugano
Posted:
21 Jan 04
571
(29,300)
5

12.  
Vanini, Paolo
Zurich Cantonal Bank
Trojani, Fabio
University of Lugano
Posted:
26 May 02
554
(30,528)
4

13.  
Efficient Portfolios with Endogenous Liabilities | Show Abstract | Download This Paper | Open PDF in Browser |
Swiss Banking Institute Working Paper No. WP L3
Number of Pages in PDF File: 26
Leippold, Markus
University of Zurich - Department of Banking and Finance
Vanini, Paolo
Zurich Cantonal Bank
Trojani, Fabio
University of Lugano
Posted:
23 Apr 03
497
(35,143)
1

14.  
Vanini, Paolo
Zurich Cantonal Bank
Trojani, Fabio
University of Lugano
Vignola, Luigi
Deutsche Bank, Zurich Branch
Posted:
02 Apr 01
494
(35,407)
 

15.  
Vanini, Paolo
Zurich Cantonal Bank
Trojani, Fabio
University of Lugano
Posted:
06 Dec 01
483
(36,467)
1

16.  
Audrino, Francesco
University of St. Gallen
Trojani, Fabio
University of Lugano
Posted:
01 Sep 03
414
(44,319)
 

17.  
Trojani, Fabio
University of Lugano
Vanini, Paolo
Zurich Cantonal Bank
Posted:
05 Apr 04
404
(45,621)
14

18.  
Audrino, Francesco
University of St. Gallen
Trojani, Fabio
University of Lugano
Posted:
20 Mar 03
386
(48,255)
7

19.  
Trojani, Fabio
University of Lugano
Ortelli, Claudio
University of Lugano
Posted:
16 Oct 02
381
(49,019)
12

20.  
Gruber, Peter H.
University of Lugano - Institute of Finance
Renò, Roberto
University of Siena - Department of Economics and Statistics
Tebaldi, Claudio
Bocconi University, IGIER and CAREFIN
Trojani, Fabio
University of Lugano
Posted:
18 Mar 11
345
(55,354)
3

21.  
Ambiguity and Reality | Show Abstract | Download This Paper | Open PDF in Browser |
Swiss Finance Institute Research Paper No. 11-33, University of St.Gallen, School of Finance Research Paper No. 2014/18
Number of Pages in PDF File: 61
Trojani, Fabio
University of Lugano
Wiehenkamp, Christian
RiskLab GmbH
Wrampelmeyer, Jan
University of St. Gallen
Posted:
30 Aug 10
Last Revised:
27 Jan 15
344
(55,533)
 

22.   Incl. Electronic Paper
Gagliardini, Patrick
University of Lugano and Swiss Finance Institute
Porchia, Paolo
IE Business School
Trojani, Fabio
University of Lugano
Posted:
09 Aug 07
Last Revised:
29 Jul 10
322
(60,031)
13

23.  
General Analytical Solutions for Merton's-Type Consumption-Investment Problems | Show Abstract | Download This Paper | Open PDF in Browser |
University of St.Gallen, Economics Discussion Paper No. 2005-02
Number of Pages in PDF File: 45
Trojani, Fabio
University of Lugano
Ferretti, Roberto G.
Università della Svizzera italiana - Institute of Finance
Posted:
16 Jun 04
286
(68,561)
2

24.  
Buraschi, Andrea
Imperial College Business School
Porchia, Paolo
IE Business School
Trojani, Fabio
University of Lugano
Posted:
22 Mar 10
Last Revised:
26 Oct 10
266
(74,116)
4

25.  
Equilibrium Asset Pricing with Time-varying Pessimism | Show Abstract | Download This Paper | Open PDF in Browser |
EFA 2003 Annual Conference Paper No. 841; Tilburg U CentER Working Paper No. 2002-102
Number of Pages in PDF File: 43
Sbuelz, Alessandro
Catholic University of Milan - Department of Mathematics, Quantitative Finance, and Econometrics
Trojani, Fabio
University of Lugano
Posted:
10 Dec 02
264
(74,709)
8

26.  
Robust GMM Tests for Structural Breaks | Show Abstract | Download This Paper | Open PDF in Browser |
Cass Business School Research Paper
Number of Pages in PDF File: 61
Gagliardini, Patrick
University of Lugano and Swiss Finance Institute
Trojani, Fabio
University of Lugano
Urga, Giovanni
Cass Business School, Faculty of Finance, London
Posted:
12 Apr 04
262
(75,331)
6

27.  
Dividend Growth Predictability and the Price-Dividend Ratio | Show Abstract | Download This Paper | Open PDF in Browser |
Swiss Finance Institute Research Paper No. 12-42
Number of Pages in PDF File: 74
Piatti, Ilaria
University of Oxford - Said Business School
Trojani, Fabio
University of Lugano
Posted:
05 Jun 12
Last Revised:
22 Apr 14
253
(78,252)
1

28.  
Robust Resampling Methods for Time Series | Show Abstract | Download This Paper | Open PDF in Browser |
Swiss Finance Institute Research Paper No. 09-38
Number of Pages in PDF File: 49
Camponovo, Lorenzo
University of St. Gallen
Scaillet, O.
University of Geneva GSEM and GFRI
Trojani, Fabio
University of Lugano
Posted:
14 Oct 09
Last Revised:
27 Jan 13
251
(78,934)
3

29.  
A General Multivariate Threshold GARCH Model with Dynamic Conditional Correlations | Show Abstract | Download This Paper | Open PDF in Browser |
University of St.Gallen, Department of Economics, Discussion Paper No. 2007-25
Number of Pages in PDF File: 34
Trojani, Fabio
University of Lugano
Audrino, Francesco
University of St. Gallen
Posted:
14 Apr 05
228
(87,346)
6

30.  
Gruber, Peter H.
University of Lugano - Institute of Finance
Tebaldi, Claudio
Bocconi University, IGIER and CAREFIN
Trojani, Fabio
University of Lugano
Posted:
30 Mar 11
205
(97,204)
 

31.  
Optimal Conditionally Unbiased Bounded-Influence Inference in Dynamic Location and Scale Models | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of the American Statistical Association, Vol. 100, No. 470, pp. 628-641, June 2005
Number of Pages in PDF File: 34
Mancini, Loriano
Ecole Polytechnique Fédérale de Lausanne
Trojani, Fabio
University of Lugano
Ronchetti, Elvezio
University of Geneva - Department of Econometrics
Posted:
29 Jul 03
205
(97,204)
13

32.  
Piatti, Ilaria
University of Oxford - Said Business School
Trojani, Fabio
University of Lugano
Posted:
15 Mar 11
Last Revised:
05 Jun 15
196
(101,417)
4

33.  
Gagliardini, Patrick
University of Lugano and Swiss Finance Institute
Porchia, Paolo
IE Business School
Trojani, Fabio
University of Lugano
Posted:
01 Mar 05
195
(101,918)
5

34.  
Robust Subsampling | Show Abstract | Download This Paper | Open PDF in Browser |
Swiss Finance Institute Research Paper No. 06-33
Number of Pages in PDF File: 52
Camponovo, Lorenzo
University of St. Gallen
Scaillet, O.
University of Geneva GSEM and GFRI
Trojani, Fabio
University of Lugano
Posted:
26 Nov 06
Last Revised:
11 Aug 11
187
(106,046)
5

35.  
Mancini, Loriano
Ecole Polytechnique Fédérale de Lausanne
Trojani, Fabio
University of Lugano
Posted:
12 Sep 10
138
(138,644)
5

36.  
Variance Covariance Orders and Median Preserving | Show Abstract | Download This Paper | Open PDF in Browser |
Swiss Finance Institute Research Paper No. 09-13
Number of Pages in PDF File: 29
Trojani, Fabio
University of Lugano
Malamud, Semyon
Ecole Polytechnique Federale de Lausanne
Posted:
22 Apr 09
131
(144,711)
1

37.  
Predictability Hidden by Anomalous Observations | Show Abstract | Download This Paper | Open PDF in Browser |
Swiss Finance Institute Research Paper No. 13-05
Number of Pages in PDF File: 62
Camponovo, Lorenzo
University of St. Gallen
Scaillet, O.
University of Geneva GSEM and GFRI
Trojani, Fabio
University of Lugano
Posted:
23 Mar 13
Last Revised:
05 Mar 14
119
(155,795)
1

38.   Incl. Electronic Paper
Audrino, Francesco
University of St. Gallen
Trojani, Fabio
University of Lugano
Posted:
10 Jul 07
Last Revised:
29 Jul 10
114
(160,957)
1

39.  
Multiple Trees Subject to Event Risk | Show Abstract | Download This Paper | Open PDF in Browser |
EFA 2009 Bergen Meetings Paper
Number of Pages in PDF File: 59
Porchia, Paolo
IE Business School
Trojani, Fabio
University of Lugano
Posted:
08 Feb 09
Last Revised:
30 Jun 09
108
(167,368)
1

40.  
Sbuelz, Alessandro
Catholic University of Milan - Department of Mathematics, Quantitative Finance, and Econometrics
Trojani, Fabio
University of Lugano
Posted:
07 Jul 07
95
(183,052)
6

41.  
Infinitesimal Robustness for Diffusions | Show Abstract | Download This Paper | Open PDF in Browser |
University of St.Gallen Department of Economics Discussion Paper No. 2008-09
Number of Pages in PDF File: 53
La Vecchia, Davide
University of Saint Gallen - Swiss Institute of Banking and Finance
Trojani, Fabio
University of Lugano
Posted:
18 May 08
82
(201,058)
2

42.  
Camponovo, Lorenzo
University of St. Gallen
Scaillet, O.
University of Geneva GSEM and GFRI
Trojani, Fabio
University of Lugano
Posted:
12 Jun 12
70
(220,529)
1

43.  
Ferretti, Roberto G.
Università della Svizzera italiana - Institute of Finance
Trojani, Fabio
University of Lugano
Posted:
12 Apr 04
69
(222,318)
 

44.  
Schneider, Paul
Swiss Finance Institute
Trojani, Fabio
University of Lugano
Posted:
10 Aug 15
Last Revised:
12 Aug 15
60
(239,393)
 

45.  
Trojani, Fabio
University of Lugano
Wiehenkamp, Christian
RiskLab GmbH
Wrampelmeyer, Jan
University of St. Gallen
Posted:
17 Feb 13
Last Revised:
04 Dec 14
47
(268,125)
 

46.  
A Note on the Three-Portfolios Matching Problem | Show Abstract | Add to Cart |
European Financial Management, Vol. 8, pp. 515-527, 2002
Number of Pages in PDF File: 13
Trojani, Fabio
University of Lugano
Vanini, Paolo
Zurich Cantonal Bank
Vignola, Luigi
Deutsche Bank, Zurich Branch
Posted:
13 Feb 03
21
(352,710)
 

47.  
A Note on Robustness in Merton's Model of Intertemporal Consumption and Portfolio Choice | Show Abstract |
Journal of Economic Dynamics and Control, Vol. 26, No. 3, pp 423-435, March 2002
Vanini, Paolo
Zurich Cantonal Bank
Trojani, Fabio
University of Lugano
Posted:
12 May 03
 

48.  
Trojani, Fabio
University of Lugano
Ronchetti, Elvezio
University of Geneva - Department of Econometrics
Posted:
11 Feb 03
 


Records 1 - 48 of 48 matches
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