Sfoglia per Autore
Mostrati risultati da 1 a 8 di 8
Essays in asset pricing
2014 Bianchi, Daniele
Can long-run dynamic optimal strategies outperform fixed-mix portfolios? Evidence from multiple data sets
2014 Bianchi, Daniele; Guidolin, Massimo
Can linear predictability models time bull and bear real estate markets? Out-of-sample evidence from REIT portfolios
2014 Bianchi, Daniele; Guidolin, Massimo
Macroeconomic factors strike back: a bayesian change-point model of time-varying risk exposures and premia in the U.S. cross-section
2017 Bianchi, Daniele; Guidolin, Massimo; Ravazzolo, Francesco
Dissecting the 2007-2009 real estate market bust: systematic pricing correction or just a housing fad?
2018 Bianchi, Daniele; Guidolin, Massimo; Ravazzolo, Francesco
Modeling systemic risk with Markov Switching Graphical SUR models
2019 Bianchi, Daniele; Billio, Monica; Casarin, Roberto; Guidolin, Massimo
An anatomy of industry merger waves
2019 Bianchi, Daniele; Chiarella, Carlo
The dynamics of returns predictability in cryptocurrency markets
2023 Bianchi, Daniele; Guidolin, Massimo; Pedio, Manuela
Mostrati risultati da 1 a 8 di 8
Legenda icone
- file ad accesso aperto
- file disponibili sulla rete interna
- file disponibili agli utenti autorizzati
- file disponibili solo agli amministratori
- file sotto embargo
- nessun file disponibile