A geometric approach to multiperiod mean variance optimization of assets and liabilities
Leippold, Markus, Trojani, Fabio, Vanini, Paolo
Published in Journal of economic dynamics & control (01.03.2004)
Published in Journal of economic dynamics & control (01.03.2004)
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Journal Article
The global factor structure of exchange rates
Korsaye, Sofonias Alemu, Trojani, Fabio, Vedolin, Andrea
Published in Journal of financial economics (01.04.2023)
Published in Journal of financial economics (01.04.2023)
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Journal Article
Predictability hidden by Anomalous Observations in Financial Data
Camponovo, Lorenzo, Scaillet, Olivier, Trojani, Fabio
Published in Econometrics and statistics (01.04.2024)
Published in Econometrics and statistics (01.04.2024)
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Journal Article
A General Multivariate Threshold GARCH Model With Dynamic Conditional Correlations
Audrino, Francesco, Trojani, Fabio
Published in Journal of business & economic statistics (01.01.2011)
Published in Journal of business & economic statistics (01.01.2011)
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Journal Article
Robust subsampling
Camponovo, Lorenzo, Scaillet, Olivier, Trojani, Fabio
Published in Journal of econometrics (01.03.2012)
Published in Journal of econometrics (01.03.2012)
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Journal Article
Higher-Order Infinitesimal Robustness
Vecchia, Davide La, Ronchetti, Elvezio, Trojani, Fabio
Published in Journal of the American Statistical Association (01.12.2012)
Published in Journal of the American Statistical Association (01.12.2012)
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Journal Article
Infinitesimal Robustness for Diffusions
La Vecchia, Davide, Trojani, Fabio
Published in Journal of the American Statistical Association (01.06.2010)
Published in Journal of the American Statistical Association (01.06.2010)
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Journal Article
Limits of learning about a categorical latent variable under prior near-ignorance
Piatti, Alberto, Zaffalon, Marco, Trojani, Fabio, Hutter, Marcus
Published in International journal of approximate reasoning (01.04.2009)
Published in International journal of approximate reasoning (01.04.2009)
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Journal Article
Equilibrium impact of value-at-risk regulation
Leippold, Markus, Trojani, Fabio, Vanini, Paolo
Published in Journal of economic dynamics & control (01.08.2006)
Published in Journal of economic dynamics & control (01.08.2006)
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Journal Article