GUIDOLIN, MASSIMO

GUIDOLIN, MASSIMO  

Dipartimento di Finanza  

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Risultati 1 - 20 di 78 (tempo di esecuzione: 0.024 secondi).
Titolo Data di pubblicazione Autore(i) Rivista Editore
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 -
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 -
Affiliated mutual funds and analyst optimism 1-gen-2009 Guidolin, Massimo; S., Mola JOURNAL OF FINANCIAL ECONOMICS -
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 aversion and underdiversification 1-gen-2016 Guidolin, Massimo; Liu, Hening JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS -
Ambiguity in asset pricing and portfolio choice: a review of the literature 1-gen-2013 Guidolin, Massimo; Francesca, Rinaldi THEORY AND DECISION -
Arbitrage risk and a sentiment as causes of persistent mispricing: the European evidence 1-gen-2020 Guidolin, Massimo; Ricci, Andrea THE QUARTERLY REVIEW OF ECONOMICS AND FINANCE: JOURNAL OF THE MIDWEST ECONOMICS ASSOCIATION -
Asset allocation under multivariate regime switching 1-gen-2007 Guidolin, Massimo; Allan, Timmermann JOURNAL OF ECONOMIC DYNAMICS & CONTROL -
Asset-backed securities 1-gen-2019 Guidolin, Massimo; Pedio, Manuela - Oxford University Press
Big data e sentiment analysis : il futuro dell'asset management 1-gen-2021 Guidolin, Massimo; Magnani, Monia; Mazza, Paola - Egea
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
Can linear predictability models time bull and bear real estate markets? Out-of-sample evidence from REIT portfolios 1-gen-2014 Bianchi, Daniele; Guidolin, Massimo 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 -
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 -
Can we forecast the implied volatility surface dynamics of equity options? Predictability and economic value tests 1-gen-2014 Alejandro, Bernales; Guidolin, Massimo JOURNAL OF BANKING & FINANCE -
Comparing in- and out-of-sample approaches to variance decomposition-based estimates of network connectedness an application to the Italian banking system 1-gen-2018 Ferrario, Andrea; Guidolin, Massimo; Pedio, Manuela QUANTITATIVE FINANCE AND ECONOMICS -
Cross-asset contagion in the financial crisis: a Bayesian time-varying parameter approach 1-gen-2019 Guidolin, Massimo; Hansen, Erwin; Pedio, Manuela JOURNAL OF FINANCIAL MARKETS -
Detecting and exploiting regime switching ARCH dynamics in U.S. stock and bond returns 1-gen-2009 Guidolin, Massimo - (seleziona...)
Diamonds Are Forever, Wars Are Not. Is Conflict Bad for Private Firms? 1-gen-2007 Guidolin, Massimo; LA FERRARA, Eliana THE AMERICAN ECONOMIC REVIEW American Economic Association / Tennessee:2014 Broadway, Suite 305:Nashville, TN 37203:(615)322-2595, EMAIL: aeainfo@vanderbilt.edu, INTERNET: http://www.aeaweb.org, Fax: (615)343-7590
Dissecting the 2007-2009 real estate market bust: systematic pricing correction or just a housing fad? 1-gen-2018 Bianchi, Daniele; Guidolin, Massimo; Ravazzolo, Francesco JOURNAL OF FINANCIAL ECONOMETRICS -