Lorenzo Trapani

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

ORCID: 0000-0003-3425-2786

Università di Pavia

Publications

• Factor Models of Asset Returns and Bear Market Risk — Management Science 2026
• Inference in Heavy-Tailed Nonstationary Multivariate Time Series — Journal of the American Statistical Association 2024
• Online change-point detection for matrix-valued time series with latent two-way factor structure — The Annals of Statistics 2024
• A Randomized Sequential Procedure to Determine the Number of Factors — Journal of the American Statistical Association 2018
• A general randomized test for Alpha — Journal of the American Statistical Association