Sfoglia per Autore
Can long-run dynamic optimal strategies outperform fixed-mix portfolios? Evidence from multiple data sets
2014 Bianchi, Daniele; Guidolin, Massimo
How did the financial crisis alter the correlations of U.S. yield spreads?
2014 Silvio, Contessi; Pierangelo De, Pace; Guidolin, Massimo
Myths and Facts about the Alleged Over-Pricing of U.S. Real Estate
2014 Guidolin, Massimo; Francesco, Ravazzolo; Andrea Donato, Tortora
Does the Macroeconomy Predict UK Asset Returns in a Nonlinear Fashion? Comprehensive Out-of-Sample Evidence
2014 Guidolin, Massimo; Stuart, Hyde; David, Mcmillan; Sadayuki, Ono
Learning to smile: can rational learning explain predictable dynamics in the implied volatility surface?
2015 Bernales, Alejandro; Guidolin, Massimo
Equally weighted vs. long-run optimal portfolios
2015 Fugazza, Carolina; Guidolin, Massimo; Nicodano, Giovanna
Transmission channels of financial shocks to stock, bond, and asset-backed markets: An empirical model
2015 Fabbrini, Viola; Guidolin, Massimo; Pedio, Manuela
Essentials of applied portfolio management
2016 Guidolin, Massimo; Pedio, Manuela
Ambiguity aversion and underdiversification
2016 Guidolin, Massimo; Liu, Hening
Pricing S&P 500 index options: a conditional semi-nonparametric approach
2016 Guidolin, Massimo; Hansen, Erwin
The robustness of the volatility factor: linear versus nonlinear factor model
2017 De Franco, Carmine; Guidolin, Massimo; Monnier, Bruno
Linear and nonlinear predictability in investment style factors: multivariate evidence
2017 Chincoli, Francesco; Guidolin, Massimo
The impact of monetary policy on corporate bonds under regime shifts
2017 Guidolin, Massimo; Orlov, Alexei G.; Pedio, Manuela
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
Volatility as an alternative asset class: does it improve portfolio performance?
2017 Caloiero, Elvira; Guidolin, Massimo
Identifying and measuring the contagion channels at work in the European financial crises
2017 Guidolin, Massimo; Pedio, Manuela
Essentials of time series for financial applications
2018 Guidolin, Massimo; Pedio, Manuela
Predictions of short-term rates and the expectations hypothesis
2018 Guidolin, Massimo; Thornton, Daniel L.
How good can heuristic-based forecasts be? A comparative performance of econometric and heuristic models for UK and US asset returns
2018 Guidolin, Massimo; Orlov, Alexei G.; Pedio, Manuela
Dissecting the 2007-2009 real estate market bust: systematic pricing correction or just a housing fad?
2018 Bianchi, Daniele; Guidolin, Massimo; Ravazzolo, Francesco
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