Concepedia

Fabio Trojani

FT

Statistics

Publications

57

Citations

2.7K

H-Index

27

Active since

2001

Affiliations

Swiss Finance Institute(Current)

University of Geneva

Università della Svizzera italiana

University of Turin

International University College of Turin

Fabio Trojani is an author at Swiss Finance Institute specializing in finance, economics, and financial economics.

Publications per year

2001–2023

57

Publications

57

Correlation Risk and Optimal Portfolio Choice

Andrea Buraschi, Paolo Porchia, Fabio Trojani · The Journal of Finance · 2010 · 259 citations

Business, Economics, Finance +17

When Uncertainty Blows in the Orchard: Comovement and Equilibrium Volatility Risk Premia

Andrea Buraschi, Fabio Trojani, Andrea Vedolin · The Journal of Finance · 2013 · 200 citations

Business, Economics, Finance +17

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

Markus Leippold, Fabio Trojani, Paolo Vanini · Journal of Economic Dynamics and Control · 2003 · 188 citations · Full text

Social Sciences, Finance, Financial Management +13

Robust inference with GMM estimators

Elvezio Ronchetti, Fabio Trojani · Journal of Econometrics · 2001 · 173 citations · Full text

Natural Sciences, Economics, Econometrics +12

Learning and Asset Prices Under Ambiguous Information

Markus Leippold, Fabio Trojani, Paolo Vanini · Review of Financial Studies · 2007 · 132 citations

Business, Economics, Finance +17

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