Fabio Trojani

19 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0001-8305-3631

University of Geneva and Swiss Finance Institute , Switzerland

Publications

• Smart Stochastic Discount Factors — Management Science 2026
• On the Nature of (Jump) Skewness Risk Premia — Management Science 2024
• The global factor structure of exchange rates — Journal of Financial Economics 2023
• The Price of the Smile and Variance Risk Premia — Management Science 2021
• Model-Free International Stochastic Discount Factors — The Journal of Finance 2021
• Dividend Growth Predictability and the Price–Dividend Ratio — Management Science 2020
• (Almost) Model-Free Recovery — The Journal of Finance 2019
• Economic Uncertainty, Disagreement, and Credit Markets — Management Science 2014
• When There Is No Place to Hide: Correlation Risk and the Cross-Section of Hedge Fund Returns — The Review of Financial Studies 2014
• When Uncertainty Blows in the Orchard: Comovement and Equilibrium Volatility Risk Premia — The Journal of Finance 2014
• Higher-Order Infinitesimal Robustness — Journal of the American Statistical Association 2012
• Infinitesimal Robustness for Diffusions — Journal of the American Statistical Association 2010
• Correlation Risk and Optimal Portfolio Choice — The Journal of Finance 2010
• Ambiguity Aversion and the Term Structure of Interest Rates — The Review of Financial Studies 2009
• Learning and Asset Prices Under Ambiguous Information — The Review of Financial Studies 2008
• Semiparametric Regression for the Applied Econometrician — Journal of the American Statistical Association 2006
• Optimal Conditionally Unbiased Bounded-Influence Inference in Dynamic Location and Scale Models — Journal of the American Statistical Association 2005
• Robustness and Ambiguity Aversion in General Equilibrium — Review of Finance 2004
• Universal Portfolio Shrinkage — The Review of Financial Studies