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Fabio Trojani

Global rank #5221 94%

Institution: Université de Genève

Primary Field: Finance (weighted toward more recent publications)

Homepage: http://www.people.usi.ch/trojanif/

First Publication: 2001

Most Recent: 2014

RePEc ID: ptr61 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 0.00 0.00 0.00 0.00
Last 10 Years 0.00 0.00 0.00 0.00 0.00
All Time 0.00 7.71 4.36 0.00 19.77

Publication Statistics

Raw Publications 15
Coauthorship-Adjusted Count 12.12

Publications (15)

Year Article Journal Tier Authors
2014 When Uncertainty Blows in the Orchard: Comovement and Equilibrium Volatility Risk Premia Journal of Finance A 3
2014 When There Is No Place to Hide: Correlation Risk and the Cross-Section of Hedge Fund Returns The Review of Financial Studies A 3
2012 Robust subsampling Journal of Econometrics A 3
2011 A General Multivariate Threshold GARCH Model With Dynamic Conditional Correlations Journal of Business & Economic Statistics A 2
2010 Correlation Risk and Optimal Portfolio Choice Journal of Finance A 3
2009 Ambiguity Aversion and the Term Structure of Interest Rates The Review of Financial Studies A 3
2008 Learning and Asset Prices Under Ambiguous Information The Review of Financial Studies A 3
2008 Asset prices with locally constrained-entropy recursive multiple-priors utility Journal of Economic Dynamics and Control B 2
2006 Equilibrium impact of value-at-risk regulation Journal of Economic Dynamics and Control B 3
2005 Robust GMM tests for structural breaks Journal of Econometrics A 3
2005 Robust efficient method of moments Journal of Econometrics A 2
2004 A geometric approach to multiperiod mean variance optimization of assets and liabilities Journal of Economic Dynamics and Control B 3
2004 Robustness and Ambiguity Aversion in General Equilibrium Review of Finance B 2
2002 A note on robustness in Merton's model of intertemporal consumption and portfolio choice Journal of Economic Dynamics and Control B 2
2001 Robust inference with GMM estimators Journal of Econometrics A 2