Fabio Trojani

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andrea buraschiUniversity of ChicagoVerified email at ChicagoBooth.edu
Markus LeippoldUniversity of Zurich, Department of FinanceVerified email at bf.uzh.ch
Elvezio RonchettiResearch Center for Statistics and Geneva School of Economics and Management, University of GenevaVerified email at unige.ch
Patrick GagliardiniProfessor of Econometrics, Università della Svizzera ItalianaVerified email at usi.ch
Andrea VedolinBoston UniversityVerified email at bu.edu
Olivier ScailletProfessor of Finance and Statistics, University of Geneva (GSEM) and Swiss Finance InstituteVerified email at unige.ch
claudio tebaldiProfessor of Quantitative Finance, IGIER Bocconi UniversityVerified email at unibocconi.it
Paul SchneiderProfessor of Quantitative Methods, University of LuganoVerified email at usi.ch
Peter H GruberUSI LuganoVerified email at usi.ch
Alessandro SbuelzProfessor, School of Banking, Finance, and Insurance, UCSC (Catholic University of Milan)Verified email at unicatt.it
Loriano ManciniUSI Lugano, Swiss Finance InstituteVerified email at usi.ch
Robert KosowskiImperial College LondonVerified email at imperial.ac.uk
Marco ZaffalonIDSIA and Artificialy.comVerified email at idsia.ch
Mirela SandulescuUniversity of Michigan, Ross School of BusinessVerified email at umich.edu
Giovanni UrgaProfessor of Econometrics & Finance, Bayes Business School, London (U.K.)Verified email at city.ac.uk
Anna CieslakAssociate Professor of Finance, Duke University, Fuqua, NBER and CEPRVerified email at duke.edu
Marcus HutterResearcher@DeepMind & Professor at ANUVerified email at anu.edu.au
Jan WrampelmeyerVrije Universiteit AmsterdamVerified email at vu.nl

Fabio Trojani

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

Verified email at alphacruncher.com - Homepage


Title Sort by citations Sort by year Sort by title	Cited by Cited by	Year
Correlation risk and optimal portfolio choice A Buraschi, P Porchia, F Trojani The Journal of Finance 65 (1), 393-420, 2010	344	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	238	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	200	2014
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	172	2014
Robust inference with GMM estimators E Ronchetti, F Trojani Journal of econometrics 101 (1), 37-69, 2001	167	2001
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	120	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	71	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	67	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	62	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	58	2002
Fear trading P Schneider, F Trojani Swiss Finance Institute Research Paper, 2015	53	2015
Model‐free international stochastic discount factors M Sandulescu, F Trojani, A Vedolin The Journal of Finance 76 (2), 935-976, 2021	48	2021
The price of the smile and variance risk premia PH Gruber, C Tebaldi, F Trojani Swiss Finance Institute Research Paper, 2015	48*	2015
Asset pricing with matrix jump diffusions M Leippold, F Trojani Available at SSRN 1572576, 2010	48	2010
Divergence and the Price of Uncertainty P Schneider, F Trojani Journal of Financial Econometrics 17 (3), 341-396, 2019	47	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	47	2003

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