GUIDOLIN, MASSIMO
 Distribuzione geografica
Continente #
EU - Europa 251
NA - Nord America 98
AS - Asia 60
AF - Africa 21
SA - Sud America 2
Totale 432
Nazione #
IT - Italia 124
US - Stati Uniti d'America 91
IE - Irlanda 45
DE - Germania 21
GB - Regno Unito 18
IN - India 18
FR - Francia 9
KE - Kenya 8
AM - Armenia 7
CN - Cina 7
RU - Federazione Russa 7
NL - Olanda 6
CH - Svizzera 5
CA - Canada 4
JP - Giappone 4
NG - Nigeria 4
VN - Vietnam 4
BD - Bangladesh 3
MY - Malesia 3
RW - Ruanda 3
SE - Svezia 3
ZA - Sudafrica 3
ES - Italia 2
GH - Ghana 2
IR - Iran 2
IS - Islanda 2
PK - Pakistan 2
SG - Singapore 2
AT - Austria 1
AZ - Azerbaigian 1
BB - Barbados 1
BG - Bulgaria 1
BO - Bolivia 1
BR - Brasile 1
BT - Bhutan 1
DK - Danimarca 1
DO - Repubblica Dominicana 1
FI - Finlandia 1
GR - Grecia 1
HK - Hong Kong 1
ID - Indonesia 1
LB - Libano 1
LT - Lituania 1
LU - Lussemburgo 1
MX - Messico 1
MZ - Mozambico 1
PH - Filippine 1
PL - Polonia 1
RO - Romania 1
TR - Turchia 1
TW - Taiwan 1
Totale 432
Città #
Milan 57
Dublin 45
San Francisco 9
Broomfield 8
Rome 8
Nairobi 7
Yerevan 7
Aßlar 6
Brooklyn 5
Ciampino 5
Fairfield 5
Fleming Island 5
Palombara Sabina 5
Berlin 4
Bovisio Masciago 4
Dong Ket 4
Meda 4
Milpitas 4
Delhi 3
Dhaka 3
Kigali 3
Liverpool 3
Livonia 3
Mumbai 3
Noida 3
Saint Petersburg 3
San Diego 3
Velikiy Novgorod 3
Asaba 2
Barcelona 2
Beek en Donk 2
Castel Gandolfo 2
Duncan 2
Exeter 2
Issaquah 2
Kish 2
Lausanne 2
Legnano 2
London 2
Mountain View 2
Naples 2
Nardò 2
Neuchatel 2
Pune 2
Reykjavik 2
Richardson 2
Scordia 2
Southend 2
Verona 2
Addison 1
Aguascalientes 1
Amsterdam 1
Andover 1
Ann Arbor 1
Ashburn 1
Baku 1
Beijing 1
Beirut 1
Bengaluru 1
Boardman 1
Bristol 1
Bryanston 1
Central District 1
Chapel Hill 1
Charlotte 1
Chennai 1
Chicago 1
Chislehurst 1
Cleveland 1
Copenhagen 1
Council Bluffs 1
Denpasar 1
Elk Grove 1
Frankfurt Am Main 1
George Town 1
Grenoble 1
Guangzhou 1
Hoek 1
Islamabad 1
Johannesburg 1
Kaduna 1
Karachi 1
Kiel 1
Kirkland 1
Koto 1
Kuala Lumpur 1
La Paz 1
Ladispoli 1
Lagos 1
Lodz 1
Lubbock 1
Lucca 1
Luxembourg 1
Mahwah 1
Maletto 1
Manila 1
Naivasha 1
Nanchang 1
Nanjing 1
Oakville 1
Totale 315
Nome #
Volatility as an alternative asset class: does it improve portfolio performance?, file e31e10d3-7dff-31fb-e053-1705fe0a5b99 120
Sharpening the accuracy of credit scoring models with machine learning algorithms, file e31e10d4-8f24-31fb-e053-1705fe0a5b99 99
Comparing in- and out-of-sample approaches to variance decomposition-based estimates of network connectedness an application to the Italian banking system, file e31e10d3-7e01-31fb-e053-1705fe0a5b99 85
The dynamics of returns predictability in cryptocurrency markets, file 47ffcc8a-042e-487d-a158-44b8863c8832 16
Switching coefficients or automatic variable selection: an application in forecasting commodity returns, file 829a647a-4dff-49bf-bf8b-49227c825d95 13
Ambiguity in asset pricing and portfolio choice: a review of the literature, file e31e10d2-2994-31fb-e053-1705fe0a5b99 13
Equally weighted vs. long-run optimal portfolios, file e31e10d2-5412-31fb-e053-1705fe0a5b99 6
Can VAR models capture regime shifts in asset returns? A long-horizon strategic asset allocation perspective, file e31e10d2-2001-31fb-e053-1705fe0a5b99 5
Transmission channels of financial shocks to stock, bond, and asset-backed markets: An empirical model, file e31e10d2-517b-31fb-e053-1705fe0a5b99 4
Learning to smile: can rational learning explain predictable dynamics in the implied volatility surface?, file e31e10d2-5680-31fb-e053-1705fe0a5b99 4
Essentials of applied portfolio management, file e31e10d2-9fbe-31fb-e053-1705fe0a5b99 4
Macroeconomic factors strike back: a bayesian change-point model of time-varying risk exposures and premia in the U.S. cross-section, file e31e10d3-0011-31fb-e053-1705fe0a5b99 4
Diamonds Are Forever, Wars Are Not. Is Conflict Bad for Private Firms?, file e31e10d2-17df-31fb-e053-1705fe0a5b99 3
Simple VARs cannot approximate Markov switching asset allocation decisions: An out-of-sample assessment, file e31e10d2-1fa5-31fb-e053-1705fe0a5b99 3
Alternative econometric implementations of multi-factor models of the U.S. financial markets, file e31e10d2-33e9-31fb-e053-1705fe0a5b99 3
A yield spread perspective on the great financial crisis: Break-point test evidence, file e31e10d2-345e-31fb-e053-1705fe0a5b99 3
Ambiguity aversion and underdiversification, file e31e10d2-9f63-31fb-e053-1705fe0a5b99 3
How good can heuristic-based forecasts be? A comparative performance of econometric and heuristic models for UK and US asset returns, file e31e10d2-f0ca-31fb-e053-1705fe0a5b99 3
Asset-backed securities, file e31e10d3-c833-31fb-e053-1705fe0a5b99 3
Big data e sentiment analysis : il futuro dell'asset management, file e31e10d4-8f25-31fb-e053-1705fe0a5b99 3
The economic effects of violent conflict: evidence from asset market reactions, file e31e10d2-1b8a-31fb-e053-1705fe0a5b99 2
Can we forecast the implied volatility surface dynamics of equity options? Predictability and economic value tests, file e31e10d2-274d-31fb-e053-1705fe0a5b99 2
Forecasting Yield Spreads under Crisis-Induced Multiple Breakpoints, file e31e10d2-336f-31fb-e053-1705fe0a5b99 2
Linear predictability vs. bull and bear market models in strategic asset allocation decisions: evidence from UK data, file e31e10d2-5411-31fb-e053-1705fe0a5b99 2
The impact of monetary policy on corporate bonds under regime shifts, file e31e10d2-f0c4-31fb-e053-1705fe0a5b99 2
The robustness of the volatility factor: linear versus nonlinear factor model, file e31e10d2-f0c8-31fb-e053-1705fe0a5b99 2
Predictions of short-term rates and the expectations hypothesis, file e31e10d3-78c4-31fb-e053-1705fe0a5b99 2
Essentials of time series for financial applications, file e31e10d3-7acc-31fb-e053-1705fe0a5b99 2
Estimating stochastic discount factor models with hidden regimes: Applications to commodity pricing, file e31e10d3-7dfd-31fb-e053-1705fe0a5b99 2
Portfolio performance of linear SDF models: an out-of-sample assessment, file e31e10d3-7e03-31fb-e053-1705fe0a5b99 2
Performance persistence and optimal asset allocation strategies, file e31e10d4-8652-31fb-e053-1705fe0a5b99 2
Media attention vs. sentiment as drivers of conditional volatility predictions: an application to Brexit, file e31e10d4-876d-31fb-e053-1705fe0a5b99 2
Time-varying price discovery in sovereign credit markets, file e31e10d4-9042-31fb-e053-1705fe0a5b99 2
Regime shifts in mean-variance efficient frontiers: Some international evidence, file e31e10d2-1e00-31fb-e053-1705fe0a5b99 1
Can long-run dynamic optimal strategies outperform fixed-mix portfolios? Evidence from multiple data sets, file e31e10d2-274c-31fb-e053-1705fe0a5b99 1
Can linear predictability models time bull and bear real estate markets? Out-of-sample evidence from REIT portfolios, file e31e10d2-2dd1-31fb-e053-1705fe0a5b99 1
Time varying stock return predictability: Evidence from US sectors, file e31e10d2-346d-31fb-e053-1705fe0a5b99 1
Pricing S&P 500 index options: a conditional semi-nonparametric approach, file e31e10d2-9f66-31fb-e053-1705fe0a5b99 1
Identifying and measuring the contagion channels at work in the European financial crises, file e31e10d2-f122-31fb-e053-1705fe0a5b99 1
Linear and nonlinear predictability in investment style factors: multivariate evidence, file e31e10d2-f124-31fb-e053-1705fe0a5b99 1
Dissecting the 2007-2009 real estate market bust: systematic pricing correction or just a housing fad?, file e31e10d3-71d8-31fb-e053-1705fe0a5b99 1
An empirical analysis of changes in the relative timeliness of issuer-paid vs. investor-paid ratings, file e31e10d3-c829-31fb-e053-1705fe0a5b99 1
Modeling systemic risk with Markov Switching Graphical SUR models, file e31e10d3-c82d-31fb-e053-1705fe0a5b99 1
Cross-asset contagion in the financial crisis: a Bayesian time-varying parameter approach, file e31e10d3-c82f-31fb-e053-1705fe0a5b99 1
Forecasting and trading monetary policy effects on the riskless yield curve with regime switching Nelson–Siegel models, file e31e10d3-c831-31fb-e053-1705fe0a5b99 1
Monetary policy after the crisis: a threat to hedge funds' alphas?, file e31e10d4-2871-31fb-e053-1705fe0a5b99 1
The predictability of real estate excess returns: an out-of-sample economic value analysis, file e31e10d4-287c-31fb-e053-1705fe0a5b99 1
Forecasting commodity futures returns with stepwise regressions: do commodity-specific factors help?, file e31e10d4-2a3c-31fb-e053-1705fe0a5b99 1
Arbitrage risk and a sentiment as causes of persistent mispricing: the European evidence, file e31e10d4-2dc0-31fb-e053-1705fe0a5b99 1
Mildly explosive dynamics in U.S. fixed income markets, file e31e10d4-2e73-31fb-e053-1705fe0a5b99 1
Performance persistence and optimal asset allocation strategies, file e31e10d4-8653-31fb-e053-1705fe0a5b99 1
Forecasting: theory and practice, file ed15db2b-0999-4e07-a34f-333afedbe1b8 1
Totale 442
Categoria #
all - tutte 684
article - articoli 0
book - libri 0
conference - conferenze 0
curatela - curatele 0
other - altro 0
patent - brevetti 0
selected - selezionate 0
volume - volumi 0
Totale 684


Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2018/201916 0000 08 50 0030
2019/202029 2401 02 62 1452
2020/202154 5232 00 103 64136
2021/2022107 270216 08 296 7705
2022/2023197 44718 2221 2926 66000
Totale 442