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Mostrati risultati da 21 a 40 di 84
Titolo Data di pubblicazione Autore(i) Rivista Editore
The economic effects of violent conflict: evidence from asset market reactions 1-gen-2010 Guidolin, Massimo; LA FERRARA, Eliana JOURNAL OF PEACE RESEARCH -
A simple model of trading and pricing risky assets under ambiguity: any lessons for policy-makers? 1-gen-2010 Guidolin, Massimo; F., Rinaldi APPLIED FINANCIAL ECONOMICS -
Markov Switching Models in Empirical Finance 1-gen-2011 Guidolin, Massimo - Emerald Group Publishing Limited
Markov Switching in Portfolio Choice and Asset Pricing Models: A Survey 1-gen-2011 Guidolin, Massimo - Emerald Group Publishing Limited
Regime shifts in mean-variance efficient frontiers: Some international evidence 1-gen-2011 Guidolin, Massimo; Federica, Ria JOURNAL OF ASSET MANAGEMENT -
Can VAR models capture regime shifts in asset returns? A long-horizon strategic asset allocation perspective 1-gen-2012 Guidolin, Massimo; Stuart, Hyde JOURNAL OF BANKING & FINANCE -
Simple VARs cannot approximate Markov switching asset allocation decisions: An out-of-sample assessment 1-gen-2012 Guidolin, Massimo; Stuart, Hyde COMPUTATIONAL STATISTICS & DATA ANALYSIS -
Preference Models in Portfolio Construction and Evaluation 1-gen-2013 Guidolin, Massimo - Oxford University Press
The impact of rating changes on stock markets:evidence from U.S. insurance and reinsurance firms 1-gen-2013 Guidolin, Massimo; Andrea, Milidonis; Paci, Sergio - Carefin Uiversità Bocconi
Can Funding Liquidity and Market Spillovers Help Forecast the Dynamics of Implied Volatility Surfaces? Evidence from Equity Index Options 1-gen-2013 Guidolin, Massimo; Longo, Lorenzo; Saita, Francesco - Carefin Working paper series
Time varying stock return predictability: Evidence from US sectors 1-gen-2013 Guidolin, Massimo; David, Mcmillan; Mark, Wohar FINANCE RESEARCH LETTERS -
Forecasting Yield Spreads under Crisis-Induced Multiple Breakpoints 1-gen-2013 Caterina Forti, Grazzini; Guidolin, Massimo APPLIED ECONOMICS LETTERS -
A yield spread perspective on the great financial crisis: Break-point test evidence 1-gen-2013 Guidolin, Massimo; Yu Man, Tam INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS -
Alternative econometric implementations of multi-factor models of the U.S. financial markets 1-gen-2013 Guidolin, Massimo; Francesco, Ravazzolo; Andrea Donato, Tortora THE QUARTERLY REVIEW OF ECONOMICS AND FINANCE: JOURNAL OF THE MIDWEST ECONOMICS ASSOCIATION -
Ambiguity in asset pricing and portfolio choice: a review of the literature 1-gen-2013 Guidolin, Massimo; Francesca, Rinaldi THEORY AND DECISION -
Unconventional monetary policies and the corporate bond market 1-gen-2014 Guidolin, Massimo; Alex, Orlov; Manuela, Pedio FINANCE RESEARCH LETTERS -
Linear predictability vs. bull and bear market models in strategic asset allocation decisions: evidence from UK data 1-gen-2014 Guidolin, Massimo; Hyde, Stuart QUANTITATIVE FINANCE -
Markov Switching Dynamics in REIT Returns: Univariate and Multivariate Evidence on Forecasting Performance 1-gen-2014 Brad, Case; Guidolin, Massimo; Yildiray, Yildirim REAL ESTATE ECONOMICS -
Myths and Facts about the Alleged Over-Pricing of U.S. Real Estate 1-gen-2014 Guidolin, Massimo; Francesco, Ravazzolo; Andrea Donato, Tortora JOURNAL OF REAL ESTATE FINANCE AND ECONOMICS -
Can long-run dynamic optimal strategies outperform fixed-mix portfolios? Evidence from multiple data sets 1-gen-2014 Bianchi, Daniele; Guidolin, Massimo EUROPEAN JOURNAL OF OPERATIONAL RESEARCH -
Mostrati risultati da 21 a 40 di 84
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