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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
   
On the Presence of Unspanned Volatility in European I... Fabio Trojani, R... 2006 journal paper
   
Estimating and Predicting Multivariate Volatility Thr... F. Audrino, Fabi... 2005 journal paper
   
Robust Efficient Method of Moments Fabio Trojani, C... 2005 journal paper
   
Optimal Conditionally Unbiased Bounded-Influence Infe... Fabio Trojani, E... 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... M. Leippold, Fab... 2004 journal paper
   
Robustness and Ambiguity Aversion in General Equilibrium Fabio Trojani, P... 2004 journal paper
   
Optimal Strategies for the Issuances of Public Debt S... Adamo Uboldi, Fa... 2004 journal paper
   
Testing Asset Pricing Models with Coskewness Fabio Trojani, G... 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
   
 
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