Concepedia

Fabio Trojani

FT

54

Publications

2.6K

Citations

26

H-Index

2001

Active since

Affiliations

Swiss Finance Institute(Current)

University of Geneva

Università della Svizzera italiana

University of Turin

University of St.Gallen

Fabio Trojani is an author at Swiss Finance Institute specializing in finance, business, and asset pricing.

Top concepts

FinanceBusinessAsset PricingEconomicsStatisticsEngineeringFinancial EconomicsManagementEconometricsEmpirical Finance

Publications per year

2001–2023

54

Publications

54

Correlation Risk and Optimal Portfolio Choice

Andrea Buraschi, Paolo Porchia, Fabio Trojani · The Journal of Finance · 2010 · 254 citations

Economics, Portfolio Optimization, Financial Economics +14

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

Volatility Modeling, Engineering, Market Microstructure +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 · 187 citations · Full text

Mathematical Programming, Portfolio Optimization, Computational Finance +8

Robust inference with GMM estimators

Elvezio Ronchetti, Fabio Trojani · Journal of Econometrics · 2001 · 172 citations

Engineering, Robust Statistic, Statistical Inference +4

Learning and Asset Prices Under Ambiguous Information

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

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