Fabio Girardi

Goethe University Frankfurt - Finance department

Postdoctoral researcher

Theodor-W.-Adorno-Platz 3

Frankfurt am Main, Hessen 60323

Germany

SCHOLARLY PAPERS

2

DOWNLOADS

303

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Ambiguity, Prudence and Optimal Portfolio

Number of pages: 41 Posted: 26 Mar 2021
Fabio Girardi
Goethe University Frankfurt - Finance department
Downloads 200 (259,448)

Abstract:

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Ambiguity, portfolio, prudence, robustness, smooth ambiguity model

2.

The Price of Uncertainty in the Term Structure of Equity and Treasury Yields

Number of pages: 66 Posted: 20 Dec 2022 Last Revised: 26 Oct 2023
Fabio Girardi
Goethe University Frankfurt - Finance department
Downloads 103 (441,234)

Abstract:

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Asset prices, Uncertainty, Robustness, Risk, Relative entropy