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USA
Volatilität
73
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68
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68
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46
risk management
46
portfolio management
42
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18
United States
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Börsenkurs
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Trojani, Fabio
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Gagliardini, Patrick
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Porchia, Paolo
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Leippold, Markus
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Vanini, Paolo
3
Behm, Ulrich
1
Blumer, Andreas
1
Buraschi, Andrea
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Hirszowicz, Christine
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ECONIS (ZBW)
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Ambiguity aversion and the term structure of interest rates
Gagliardini, Patrick
;
Porchia, Paolo
;
Trojani, Fabio
- In:
The review of financial studies
22
(
2009
)
10
,
pp. 4157-4188
Persistent link: https://www.econbiz.de/10003887015
Saved in:
2
When there is no place to hide : correlation risk and the cross-section of hedge fund returns
Buraschi, Andrea
;
Kosowski, Robert L.
;
Trojani, Fabio
- In:
The review of financial studies
27
(
2014
)
2
,
pp. 581-616
Persistent link: https://www.econbiz.de/10010357870
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3
Accurate short-term yield curve forecasting using functional gradient descent
Audrino, Francesco
(
contributor
);
Trojani, Fabio
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003674257
Saved in:
4
Ambiguity aversion and the term structure of interest rates
Gagliardini, Patrick
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003674261
Saved in:
5
Learning and asset prices under ambiguous information
Leippold, Markus
(
contributor
);
Trojani, Fabio
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003674270
Saved in:
6
Learning and asset prices under ambiguous information
Leippold, Markus
;
Trojani, Fabio
;
Vanini, Paolo
- In:
The review of financial studies
21
(
2008
)
6
,
pp. 2565-2597
Persistent link: https://www.econbiz.de/10003805077
Saved in:
7
Estimating and predicting multivariate volatility thresholds in global stock markets
Audrino, Francesco
;
Trojani, Fabio
- In:
Journal of applied econometrics
21
(
2006
)
3
,
pp. 345-369
Persistent link: https://www.econbiz.de/10003316303
Saved in:
8
Accurate short-term yield curve forecasting using functional gradient descent
Audrino, Francesco
;
Trojani, Fabio
- In:
Journal of financial econometrics : official journal of …
5
(
2007
)
4
,
pp. 591-623
Persistent link: https://www.econbiz.de/10003570734
Saved in:
9
Ambiguity aversion and the term structure of interest rates
Gagliardini, Patrick
;
Porchia, Paolo
;
Trojani, Fabio
-
2007
Persistent link: https://www.econbiz.de/10003523245
Saved in:
10
Accurate short-term yield curve forecasting using functional gradient descent
Audrino, Francesco
;
Trojani, Fabio
-
2007
Persistent link: https://www.econbiz.de/10003514617
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