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Trojani, Fabio


 SSRN Author Rank: 833 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
18,242
Total
Citations
266
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
1,753
(4,537)
13

2.  
Correlation Risk and Optimal Portfolio Choice | Show Abstract | Download |
AFA 2008 New Orleans Meetings Paper
Working Paper Series
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
1,658
(4,990)
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
1,510
(5,885)
8

4.  
Robust Value at Risk Prediction | Show Abstract | Download |
Swiss Finance Institute Research Paper No. 07-31
Working Paper Series
Mancini, Loriano
Ecole Polytechnique Fédérale de Lausanne
Trojani, Fabio
University of Lugano
Posted:
17 Aug 05
Last Revised:
13 Sep 10
994
(11,690)
5

5.  
Equilibrium Impact of Value-at-Risk Regulation | Show Abstract | Download |
EFA 2002 Berlin Meetings Discussion Paper
Working Paper Series
Leippold, Markus
University of Zurich - Department of Banking and Finance
Vanini, Paolo
Zurich Cantonal Bank
Trojani, Fabio
University of Lugano
Posted:
14 Nov 02
992
(11,731)
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
829
(15,409)
15

7.   Incl. Electronic Paper
Vanini, Paolo
Zurich Cantonal Bank
Leippold, Markus
University of Zurich - Department of Banking and Finance
Trojani, Fabio
University of Lugano
Posted:
23 Sep 04
Last Revised:
29 Jul 10
699
(19,783)
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
662
(21,432)
7

9.  
Audrino, Francesco
University of Saint Gallen
Trojani, Fabio
University of Lugano
Posted:
21 Jan 04
561
(26,878)
5

10.  
Vanini, Paolo
Zurich Cantonal Bank
Trojani, Fabio
University of Lugano
Posted:
26 May 02
546
(27,903)
4

11.  
Economic Uncertainty, Disagreement, and Credit Markets | Show Abstract | Download |
Management Science, Forthcoming
Accepted Paper Series
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
530
(29,038)
15

12.  
A Note on the Three-Portfolio Matching Problem | Show Abstract | Download |
EFMA 2001 Lugano Meetings
Working Paper Series
Vanini, Paolo
Zurich Cantonal Bank
Trojani, Fabio
University of Lugano
Vignola, Luigi
Deutsche Bank, Zurich Branch
Posted:
02 Apr 01
492
(32,055)
 

13.  
Efficient Portfolios with Endogenous Liabilities | Show Abstract | Download |
Swiss Banking Institute Working Paper No. WP L3
Working Paper Series
Leippold, Markus
University of Zurich - Department of Banking and Finance
Vanini, Paolo
Zurich Cantonal Bank
Trojani, Fabio
University of Lugano
Posted:
23 Apr 03
482
(32,940)
1

14.  
Vanini, Paolo
Zurich Cantonal Bank
Trojani, Fabio
University of Lugano
Posted:
06 Dec 01
479
(33,207)
1

15.  
Audrino, Francesco
University of Saint Gallen
Trojani, Fabio
University of Lugano
Posted:
01 Sep 03
407
(40,748)
 

16.  
Trojani, Fabio
University of Lugano
Vanini, Paolo
Zurich Cantonal Bank
Posted:
05 Apr 04
398
(41,902)
14

17.  
Audrino, Francesco
University of Saint Gallen
Trojani, Fabio
University of Lugano
Posted:
20 Mar 03
385
(43,652)
7

18.  
Trojani, Fabio
University of Lugano
Ortelli, Claudio
University of Lugano
Posted:
16 Oct 02
373
(45,339)
12

19.  
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
321
(54,332)
3

20.   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
304
(57,921)
13

21.  
Taking Ambiguity to Reality: Robust Agents Cannot Trust the Data Too Much | Show Abstract | Download |
Swiss Finance Institute Research Paper No. 11-33
Working Paper Series
Trojani, Fabio
University of Lugano
Wiehenkamp, Christian
RiskLab GmbH
Wrampelmeyer, Jan
University of Saint Gallen
Posted:
30 Aug 10
Last Revised:
11 Jun 13
288
(61,532)
 

22.  
General Analytical Solutions for Merton's-Type Consumption-Investment Problems | Show Abstract | Download |
University of St.Gallen, Economics Discussion Paper No. 2005-02
Working Paper Series
Trojani, Fabio
University of Lugano
Ferretti, Roberto G.
Università della Svizzera italiana - Institute of Finance
Posted:
16 Jun 04
285
(62,275)
2

23.  
Equilibrium Asset Pricing with Time-varying Pessimism | Show Abstract | Download |
EFA 2003 Annual Conference Paper No. 841; Tilburg U CentER Working Paper No. 2002-102
Working Paper Series
Sbuelz, Alessandro
Catholic University of Milan - Department of Mathematics, Quantitative Finance, and Econometrics
Trojani, Fabio
University of Lugano
Posted:
10 Dec 02
263
(68,097)
8

24.  
Robust GMM Tests for Structural Breaks | Show Abstract | Download |
Cass Business School Research Paper
Working Paper Series
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
259
(69,196)
6

25.  
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
257
(69,750)
3

26.  
Robust Resampling Methods for Time Series | Show Abstract | Download |
Swiss Finance Institute Research Paper No. 09-38
Working Paper Series
Camponovo, Lorenzo
University of Saint Gallen
Scaillet, O.
University of Geneva - HEC
Trojani, Fabio
University of Lugano
Posted:
14 Oct 09
Last Revised:
27 Jan 13
235
(76,693)
2

27.  
A General Multivariate Threshold GARCH Model with Dynamic Conditional Correlations | Show Abstract | Download |
University of St.Gallen, Department of Economics, Discussion Paper No. 2007-25
Working Paper Series
Trojani, Fabio
University of Lugano
Audrino, Francesco
University of Saint Gallen
Posted:
14 Apr 05
225
(80,322)
6

28.  
Dividend Growth Predictability and the Price-Dividend Ratio | Show Abstract | Download |
Swiss Finance Institute Research Paper No. 12-42
Working Paper Series
Piatti, Ilaria
University of Oxford - Said Business School
Trojani, Fabio
University of Lugano
Posted:
05 Jun 12
Last Revised:
22 Apr 14
209
(86,616)
1

29.  
Optimal Conditionally Unbiased Bounded-Influence Inference in Dynamic Location and Scale Models | Show Abstract | Download |
Journal of the American Statistical Association, Vol. 100, No. 470, pp. 628-641, June 2005
Working Paper Series
Mancini, Loriano
Ecole Polytechnique Fédérale de Lausanne
Trojani, Fabio
University of Lugano
Ronchetti, Elvezio
University of Geneva - Department of Econometrics
Posted:
29 Jul 03
202
(89,543)
13

30.  
Gagliardini, Patrick
University of Lugano and Swiss Finance Institute
Porchia, Paolo
IE Business School
Trojani, Fabio
University of Lugano
Posted:
01 Mar 05
187
(96,538)
5

31.  
Robust Subsampling | Show Abstract | Download |
Swiss Finance Institute Research Paper No. 06-33
Working Paper Series
Camponovo, Lorenzo
University of Saint Gallen
Scaillet, O.
University of Geneva - HEC
Trojani, Fabio
University of Lugano
Posted:
26 Nov 06
Last Revised:
11 Aug 11
183
(98,412)
5

32.  
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
175
(102,626)
 

33.  
Piatti, Ilaria
University of Oxford - Said Business School
Trojani, Fabio
University of Lugano
Posted:
15 Mar 11
Last Revised:
23 Nov 12
169
(105,978)
4

34.  
Mancini, Loriano
Ecole Polytechnique Fédérale de Lausanne
Trojani, Fabio
University of Lugano
Posted:
12 Sep 10
126
(136,279)
5

35.  
Variance Covariance Orders and Median Preserving | Show Abstract | Download |
Swiss Finance Institute Research Paper No. 09-13
Working Paper Series
Trojani, Fabio
University of Lugano
Malamud, Semyon
Ecole Polytechnique Federale de Lausanne
Posted:
22 Apr 09
126
(136,279)
1

36.   Incl. Electronic Paper
Audrino, Francesco
University of Saint Gallen
Trojani, Fabio
University of Lugano
Posted:
10 Jul 07
Last Revised:
29 Jul 10
111
(149,993)
1

37.  
Multiple Trees Subject to Event Risk | Show Abstract | Download |
EFA 2009 Bergen Meetings Paper
Working Paper Series
Porchia, Paolo
IE Business School
Trojani, Fabio
University of Lugano
Posted:
08 Feb 09
Last Revised:
30 Jun 09
108
(152,954)
1

38.  
Predictability Hidden by Anomalous Observations | Show Abstract | Download |
Swiss Finance Institute Research Paper No. 13-05
Working Paper Series
Camponovo, Lorenzo
University of Saint Gallen
Scaillet, O.
University of Geneva - HEC
Trojani, Fabio
University of Lugano
Posted:
23 Mar 13
Last Revised:
05 Mar 14
102
(159,329)
1

39.  
Sbuelz, Alessandro
Catholic University of Milan - Department of Mathematics, Quantitative Finance, and Econometrics
Trojani, Fabio
University of Lugano
Posted:
07 Jul 07
93
(169,721)
6

40.  
Infinitesimal Robustness for Diffusions | Show Abstract | Download |
University of St.Gallen Department of Economics Discussion Paper No. 2008-09
Working Paper Series
La Vecchia, Davide
University of Saint Gallen - Swiss Institute of Banking and Finance
Trojani, Fabio
University of Lugano
Posted:
18 May 08
80
(186,659)
2

41.  
Ferretti, Roberto G.
Università della Svizzera italiana - Institute of Finance
Trojani, Fabio
University of Lugano
Posted:
12 Apr 04
69
(203,449)
 

42.  
Camponovo, Lorenzo
University of Saint Gallen
Scaillet, O.
University of Geneva - HEC
Trojani, Fabio
University of Lugano
Posted:
12 Jun 12
58
(222,722)
1

43.  
Trojani, Fabio
University of Lugano
Wiehenkamp, Christian
RiskLab GmbH
Wrampelmeyer, Jan
University of Saint Gallen
Posted:
17 Feb 13
36
(272,099)
 

44.  
A Note on the Three-Portfolios Matching Problem | Show Abstract | Download |
European Financial Management, Vol. 8, pp. 515-527, 2002
Accepted Paper Series
Trojani, Fabio
University of Lugano
Vanini, Paolo
Zurich Cantonal Bank
Vignola, Luigi
Deutsche Bank, Zurich Branch
Posted:
13 Feb 03
21
(323,345)
 

45.  
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
Accepted Paper Series
Vanini, Paolo
Zurich Cantonal Bank
Trojani, Fabio
University of Lugano
Posted:
12 May 03
 

46.  
Trojani, Fabio
University of Lugano
Ronchetti, Elvezio
University of Geneva - Department of Econometrics
Posted:
11 Feb 03
 


Records 1 - 46 of 46 matches
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