Fabio Trojani

Publication Activity (10 Years)

Years Active: 2005-2024
Publications (10 Years): 3

Top Topics

Conditional Expectation

Market Clearing

Risk Management

Top Venues

Publications

Piotr Orlowski, Paul Schneider, Fabio Trojani
On the Nature of (Jump) Skewness Risk Premia. Manag. Sci. 70 (2) (2024)
Peter H. Gruber, Claudio Tebaldi, Fabio Trojani
The Price of the Smile and Variance Risk Premia. Manag. Sci. 67 (7) (2021)
Ilaria Piatti, Fabio Trojani
Dividend Growth Predictability and the Price-Dividend Ratio. Manag. Sci. 66 (1) (2020)
Andrea Buraschi, Fabio Trojani, Andrea Vedolin
Economic Uncertainty, Disagreement, and Credit Markets. Manag. Sci. 60 (5) (2014)
Alberto Piatti, Marco Zaffalon, Fabio Trojani, Marcus Hutter
Limits of Learning about a Categorical Latent Variable under Prior Near-Ignorance CoRR (2009)
Alberto Piatti, Marco Zaffalon, Fabio Trojani, Marcus Hutter
Limits of learning about a categorical latent variable under prior near-ignorance. Int. J. Approx. Reason. 50 (4) (2009)
Alberto Piatti, Marco Zaffalon, Fabio Trojani
Limits of Learning from Imperfect Observations under Prior Ignorance: the Case of the Imprecise Dirichlet Model. ISIPTA (2005)