Corps professoral

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Prof. Fabio TROJANI

Professeur ordinaire
Geneva Finance Research Institute

Ph.D., Universität Zurich

Uni Pignon - Bureau 402
+41 22 37 98008
Courriel


Recherche & publications

Dividend Growth Predictability and the Price-Dividend Ratio, Management Science, forthcoming.(with I. Piatti).

Robust Inference with GMM Estimators, Journal of Econometrics, 101, 37-69 (with E. Ronchetti).

Short-Term Volatility Timing Reduces Downside Risk, International Journal of Finance, 13, Nr. 2, 1794-1825 (with G. Barone Adesi and P. Gagliardini).

A Note on Robustness in Merton’s Model of Intertemporal Consumption and Portfolio Choice, Journal of Economic Dynamics and Control, 26, 423-435 (with P. Vanini).

Robust GMM Analysis of Models for the Short Rate Process, Journal of Empirical Finance, 10, 373-397 (with R. Dell’Aquila and E. Ronchetti).


Corps professoral

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