University of St.Gallen
research platform alexandria
search publications
browse publications
by person
A B C D E F G H I J K L M N O P Q R S T U V W X Y Z
 
by year

publications

Fabio Trojani

title authors / eds. year type  
 
Accurate Short-Term Yield Curve Forecasting using Fun... Francesco Audrin... 2007 journal paper
   
Ambiguity Aversion and the Term Structure of Interest... Patrick Gagliard... 2007 discussion paper
   
Estimating and predicting multivariate volatility thr... Francesco Audrin... 2006 journal paper
   
Estimating and Predicting Multivariate Volatility Thr... Francesco Audrin... 2006 journal paper
   
Robust Efficient Method of Moments Claudio Ortelli,... 2005 journal paper
   
Optimal Conditionally Unbiased Bounded-Influence Infe... Loriano Mancini,... 2005 journal paper
   
Robust GMM Tests for Structural Breaks Patrick Gagliard... 2005 journal paper
   
Migration Correlation: Definition and Consistent Esti... Fabio Trojani, C... 2005 journal paper
   
A Geometric Approach To Multiperiod Mean Variance Opt... Markus Leippolda... 2004 journal paper
   
Robustness and Ambiguity Aversion in General Equilibrium Fabio Trojani, P... 2004 journal paper
   
Empirical Evaluation of the Market Price of Risk usin... Fabio Trojani, M... 2004 working paper
   
General Analytical Solutions for Merton's-Type Consum... R. Ferretti, Fab... 2004 working paper
   
Higher Order Asymptotic Optimal Policies for Partial ... R. Ferretti, Fab... 2004 working paper
   
Learning and Asset Prices under Ambiguous Information, M. Leippold, Fab... 2004 working paper
   
Extended Method of Moments with Applications to Deriv... Fabio Trojani, C... 2004 working paper
   
A General Treatment of Equilibrium under Ambiguity, Paolo Porchia, F... 2004 working paper
   
Pricing Caps&Floors with a consistent HJM model, Fabio Trojani, A... 2004 working paper
   
Robust GMM Analysis of Models for the Short Rate Process Rosario Dell'Aqu... 2003 journal paper
   
 
page 1 2 3 of 3