Found 3 results for your keywords: author="Trojani, Fabio"

When There Is No Place to Hide: Correlation Risk and the Cross-Section of Hedge Fund Returns

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(Kosowski, Robert) (Buraschi, Andrea) (Trojani, Fabio)

When Unvertainty Blows in the Orchard: Comovement and Equilibrium Volatility Risk Premia

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(Buraschi, Andrea.) (Trojani, Fabio. Vedolin, Andrea.)

Correlation risk and optimal portfolio choice

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(Buraschi, Andrea) (Porchia, Paolo) (Trojani, Fabio)