Fabio Trojani

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andrea buraschiUniversity of ChicagoEmail verificata su ChicagoBooth.edu
Markus LeippoldUniversity of Zurich, Department of FinanceEmail verificata su bf.uzh.ch
Elvezio RonchettiResearch Center for Statistics and Geneva School of Economics and Management, University of GenevaEmail verificata su unige.ch
Andrea VedolinBoston UniversityEmail verificata su bu.edu
Patrick GagliardiniProfessor of Econometrics, Università della Svizzera ItalianaEmail verificata su usi.ch
Olivier ScailletProfessor of Finance and Statistics, University of Geneva (GSEM) and Swiss Finance InstituteEmail verificata su unige.ch
claudio tebaldiProfessor of Quantitative Finance, IGIER Bocconi UniversityEmail verificata su unibocconi.it
Paul SchneiderProfessor of Quantitative Methods, University of LuganoEmail verificata su usi.ch
Peter H GruberUSI LuganoEmail verificata su usi.ch
Alessandro SbuelzProfessor, School of Banking, Finance, and Insurance, UCSC (Catholic University of Milan)Email verificata su unicatt.it
Loriano ManciniUSI Lugano, Swiss Finance InstituteEmail verificata su usi.ch
Robert KosowskiImperial College LondonEmail verificata su imperial.ac.uk
Marco ZaffalonIDSIA and Artificialy.comEmail verificata su idsia.ch
Mirela SandulescuUniversity of Michigan, Ross School of BusinessEmail verificata su umich.edu
Giovanni UrgaProfessor of Econometrics & Finance, Bayes Business School, London (U.K.)Email verificata su city.ac.uk
Anna CieslakAssociate Professor of Finance, Duke University, Fuqua, NBER and CEPREmail verificata su duke.edu
Marcus HutterResearcher@DeepMind & Professor at ANUEmail verificata su anu.edu.au
Jan WrampelmeyerVrije Universiteit AmsterdamEmail verificata su vu.nl

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Fabio Trojani

Professor of Finance (University of Geneva), AXA Chair (University of Turin), Senior Chair (SFI)

Email verificata su alphacruncher.com - Home page


Titolo Ordina per citazioni Ordina per anno Ordina per titolo	Citata da Citata da	Anno
Correlation risk and optimal portfolio choice A Buraschi, P Porchia, F Trojani The Journal of Finance 65 (1), 393-420, 2010	352	2010
A geometric approach to multiperiod mean variance optimization of assets and liabilities M Leippold, F Trojani, P Vanini Journal of Economic Dynamics and Control 28 (6), 1079-1113, 2004	241	2004
When uncertainty blows in the orchard: Comovement and equilibrium volatility risk premia A Buraschi, F Trojani, A Vedolin The Journal of Finance 69 (1), 101-137, 2014	199	2014
Robust inference with GMM estimators E Ronchetti, F Trojani Journal of econometrics 101 (1), 37-69, 2001	178	2001
When there is no place to hide: Correlation risk and the cross-section of hedge fund returns A Buraschi, R Kosowski, F Trojani The Review of Financial Studies 27 (2), 581-616, 2014	171	2014
Learning and asset prices under ambiguous information M Leippold, F Trojani, P Vanini The Review of Financial Studies 21 (6), 2565-2597, 2008	157	2008
Economic uncertainty, disagreement, and credit markets A Buraschi, F Trojani, A Vedolin Management Science 60 (5), 1281-1296, 2014	124	2014
Robustness and ambiguity aversion in general equilibrium F Trojani, P Vanini Review of Finance 8 (2), 279-324, 2004	105	2004
Ambiguity aversion and the term structure of interest rates P Gagliardini, P Porchia, F Trojani The Review of Financial Studies 22 (10), 4157-4188, 2008	98	2008
Robust value at risk prediction L Mancini, F Trojani Journal of financial econometrics 9 (2), 281-313, 2011	85	2011
Correlation risk and the term structure of interest rates A Buraschi, A Cieslak, F Trojani unpublished paper, Imperial College London and University of St. Gallen, 2008	74	2008
Equilibrium impact of value-at-risk regulation M Leippold, F Trojani, P Vanini Journal of Economic Dynamics and Control 30 (8), 1277-1313, 2006	69	2006
Optimal conditionally unbiased bounded-influence inference in dynamic location and scale models L Mancini, E Ronchetti, F Trojani Journal of the American Statistical Association 100 (470), 628-641, 2005	65	2005
A note on robustness in Merton's model of intertemporal consumption and portfolio choice F Trojani, P Vanini Journal of economic dynamics and control 26 (3), 423-435, 2002	59	2002
Fear trading P Schneider, F Trojani Swiss Finance Institute Research Paper, 2015	54	2015
Model‐free international stochastic discount factors M Sandulescu, F Trojani, A Vedolin The Journal of Finance 76 (2), 935-976, 2021	52	2021
The price of the smile and variance risk premia PH Gruber, C Tebaldi, F Trojani Swiss Finance Institute Research Paper, 2015	51*	2015
Asset pricing with matrix jump diffusions M Leippold, F Trojani Available at SSRN 1572576, 2010	50	2010
Divergence and the price of uncertainty P Schneider, F Trojani Journal of Financial Econometrics 17 (3), 341-396, 2019	49	2019
Robust GMM analysis of models for the short rate process R Dell'Aquila, E Ronchetti, F Trojani Journal of Empirical finance 10 (3), 373-397, 2003	48	2003

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