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Disambiguation of "Trojani, Fabio"

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A geometric approach to multiperiod mean variance optimization of assets and liabilities

, , and . Journal of Economic Dynamics and Control, 28 (6): 1079--1113 (March 2004)

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Fabio Sternberg

Fabio Farinon

Fabio Galbusera

Fabio Ruggiero

Fábio Favarim

 

Other publications of authors with the same name

A geometric approach to multiperiod mean variance optimization of assets and liabilities, , and . Journal of Economic Dynamics and Control, 28 (6): 1079--1113 (March 2004)Robust inference with GMM estimators, and . Journal of Econometrics, 101 (1): 37--69 (March 2001)Robust efficient method of moments, and . Journal of Econometrics, 128 (1): 69--97 (September 2005)A note on robustness in Merton's model of intertemporal consumption and portfolio choice, and . Journal of Economic Dynamics and Control, 26 (3): 423--435 (March 2002)Robust GMM tests for structural breaks, , and . Journal of Econometrics, 129 (1-2): 139--182 (00 2005)Equilibrium impact of value-at-risk regulation, , and . Journal of Economic Dynamics and Control, 30 (8): 1277--1313 (August 2006)Robust GMM analysis of models for the short rate process, , and . Journal of Empirical Finance, 10 (3): 373--397 (May 2003)Limits of Learning from Imperfect Observations under Prior Ignorance: the Case of the Imprecise Dirichlet Model., , and . ISIPTA, page 276-286. SIPTA, (2005)On the Nature of (Jump) Skewness Risk Premia., , and . Manag. Sci., 70 (2): 1154-1174 (2024)