IRIS
GUIDOLIN, MASSIMO
 Distribuzione geografica
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Continente #
EU - Europa 6.496
NA - Nord America 5.404
AS - Asia 2.990
SA - Sud America 369
AF - Africa 115
OC - Oceania 20
Continente sconosciuto - Info sul continente non disponibili 9
Totale 15.403
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Nazione #
US - Stati Uniti d'America 5.122
IT - Italia 1.626
RU - Federazione Russa 1.549
CN - Cina 1.041
SG - Singapore 774
IE - Irlanda 753
FI - Finlandia 591
GB - Regno Unito 518
UA - Ucraina 420
VN - Vietnam 329
DE - Germania 314
BR - Brasile 284
HK - Hong Kong 236
CA - Canada 227
FR - Francia 167
TR - Turchia 164
SE - Svezia 157
IN - India 76
NL - Olanda 72
BG - Bulgaria 69
ZA - Sudafrica 68
KR - Corea 66
BD - Bangladesh 48
CH - Svizzera 43
JP - Giappone 38
MX - Messico 36
CZ - Repubblica Ceca 32
IQ - Iraq 29
BE - Belgio 27
IL - Israele 27
PK - Pakistan 25
PL - Polonia 24
AR - Argentina 23
ES - Italia 22
ID - Indonesia 22
CL - Cile 17
SK - Slovacchia (Repubblica Slovacca) 17
DK - Danimarca 16
AU - Australia 15
UZ - Uzbekistan 15
RO - Romania 14
MA - Marocco 13
MY - Malesia 13
AE - Emirati Arabi Uniti 11
CO - Colombia 11
JO - Giordania 10
KE - Kenya 10
IR - Iran 9
LT - Lituania 9
PE - Perù 9
PH - Filippine 9
TW - Taiwan 9
AT - Austria 8
EC - Ecuador 8
VE - Venezuela 8
AZ - Azerbaigian 7
EU - Europa 7
GR - Grecia 7
PT - Portogallo 7
LV - Lettonia 6
NG - Nigeria 6
HN - Honduras 5
HR - Croazia 5
OM - Oman 5
PY - Paraguay 5
RS - Serbia 5
SA - Arabia Saudita 5
BH - Bahrain 4
NZ - Nuova Zelanda 4
BJ - Benin 3
BY - Bielorussia 3
CI - Costa d'Avorio 3
ET - Etiopia 3
HU - Ungheria 3
KG - Kirghizistan 3
KZ - Kazakistan 3
LU - Lussemburgo 3
NO - Norvegia 3
UY - Uruguay 3
BB - Barbados 2
CR - Costa Rica 2
DO - Repubblica Dominicana 2
DZ - Algeria 2
MD - Moldavia 2
QA - Qatar 2
TH - Thailandia 2
TM - Turkmenistan 2
TT - Trinidad e Tobago 2
A2 - ???statistics.table.value.countryCode.A2??? 1
AL - Albania 1
AO - Angola 1
BA - Bosnia-Erzegovina 1
BO - Bolivia 1
BW - Botswana 1
CG - Congo 1
EG - Egitto 1
GA - Gabon 1
GE - Georgia 1
GT - Guatemala 1
KI - Kiribati 1
Totale 15.388
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Città #
Ashburn 799
Dublin 750
San Jose 629
Milan 617
Helsinki 528
Chandler 425
Hefei 356
Dallas 355
Singapore 355
Jacksonville 338
Moscow 324
Southend 247
Beijing 226
Hong Kong 209
Ann Arbor 195
Toronto 184
Dearborn 152
The Dalles 131
Rome 103
Edison 97
Dong Ket 94
Wilmington 89
Redwood City 88
Lauterbourg 82
Boston 80
Ho Chi Minh City 79
Lawrence 79
New York 74
Izmir 73
Los Angeles 73
Mountain View 65
Seoul 63
Modena 60
Boardman 57
Hanoi 57
Frankfurt am Main 56
Johannesburg 54
Woodstock 41
Houston 39
Council Bluffs 35
Fairfield 33
London 32
Woodbridge 32
São Paulo 30
Turin 29
Manchester 25
Tel Aviv 25
Orem 24
Brooklyn 22
Tokyo 22
Washington 21
Atlanta 20
Brescia 19
Brussels 18
Falls Church 18
Nanjing 18
Montreal 17
Munich 17
Phoenix 17
Santa Clara 17
Mexico City 16
Nanchang 16
Seattle 16
Bratislava 15
Chicago 15
Düsseldorf 15
Kunming 15
Da Nang 14
Warsaw 14
Zhangzhou 14
Amsterdam 13
Denver 13
Mumbai 13
Shanghai 13
Tashkent 13
Chennai 12
Naples 12
Pordenone 12
Stockholm 12
Falkenstein 11
Poplar 11
Zurich 11
Como 10
Guangzhou 10
Harbin 10
Jakarta 10
Palombara Sabina 10
Rio de Janeiro 10
Trieste 10
Amman 9
Baghdad 9
Basel 9
Florence 9
Fuzhou 9
Santiago 9
Bergamo 8
Changsha 8
Haiphong 8
Jinan 8
Meda 8
Totale 9.274
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Nome #
Essentials of time series for financial applications 992
Big data e sentiment analysis : il futuro dell'asset management 481
Diamonds Are Forever, Wars Are Not. Is Conflict Bad for Private Firms? 374
Comparing in- and out-of-sample approaches to variance decomposition-based estimates of network connectedness an application to the Italian banking system 357
Asset-backed securities 341
Can Funding Liquidity and Market Spillovers Help Forecast the Dynamics of Implied Volatility Surfaces? Evidence from Equity Index Options 274
Essentials of applied portfolio management 266
Asset allocation under multivariate regime switching 236
Preference Models in Portfolio Construction and Evaluation 226
The economic effects of violent conflict: evidence from asset market reactions 215
Can long-run dynamic optimal strategies outperform fixed-mix portfolios? Evidence from multiple data sets 206
Can linear predictability models time bull and bear real estate markets? Out-of-sample evidence from REIT portfolios 198
The impact of monetary policy on corporate bonds under regime shifts 198
How good can heuristic-based forecasts be? A comparative performance of econometric and heuristic models for UK and US asset returns 197
Can we forecast the implied volatility surface dynamics of equity options? Predictability and economic value tests 196
Estimating stochastic discount factor models with hidden regimes: Applications to commodity pricing 195
A simple model of trading and pricing risky assets under ambiguity: any lessons for policy-makers? 190
Alternative econometric implementations of multi-factor models of the U.S. financial markets 189
Detecting and exploiting regime switching ARCH dynamics in U.S. stock and bond returns 189
Identifying and measuring the contagion channels at work in the European financial crises 189
Forecasting: theory and practice 188
Performance persistence and optimal asset allocation strategies 186
Markov Switching in Portfolio Choice and Asset Pricing Models: A Survey 182
A yield spread perspective on the great financial crisis: Break-point test evidence 182
Ambiguity in asset pricing and portfolio choice: a review of the literature 182
Ambiguity aversion and underdiversification 181
Macroeconomic factors strike back: a bayesian change-point model of time-varying risk exposures and premia in the U.S. cross-section 180
Affiliated mutual funds and analyst optimism 176
Cross-asset contagion in the financial crisis: a Bayesian time-varying parameter approach 176
Modeling systemic risk with Markov Switching Graphical SUR models 175
Can VAR models capture regime shifts in asset returns? A long-horizon strategic asset allocation perspective 171
Forecasting and trading monetary policy effects on the riskless yield curve with regime switching Nelson–Siegel models 169
Forecasting commodity futures returns with stepwise regressions: do commodity-specific factors help? 168
Sharpening the accuracy of credit scoring models with machine learning algorithms 168
Transmission channels of financial shocks to stock, bond, and asset-backed markets: An empirical model 167
The predictability of real estate excess returns: an out-of-sample economic value analysis 163
The dynamics of returns predictability in cryptocurrency markets 162
Markov Switching Models in Empirical Finance 157
The impact of rating changes on stock markets:evidence from U.S. insurance and reinsurance firms 155
The robustness of the volatility factor: linear versus nonlinear factor model 154
An empirical analysis of changes in the relative timeliness of issuer-paid vs. investor-paid ratings 154
Monetary policy after the crisis: a threat to hedge funds' alphas? 154
Dissecting the 2007-2009 real estate market bust: systematic pricing correction or just a housing fad? 152
Volatility as an alternative asset class: does it improve portfolio performance? 152
Arbitrage risk and a sentiment as causes of persistent mispricing: the European evidence 151
Linear and nonlinear predictability in investment style factors: multivariate evidence 150
Do Jumps Matter in Emerging Market Portfolio Strategies? 147
Diversifying in public real estate: The ex-post performance 141
Equally weighted vs. long-run optimal portfolios 140
Predictable Dynamics in the S&P 500 Index Options Implied Volatility Surface 139
Myths and Facts about the Alleged Over-Pricing of U.S. Real Estate 139
Time and risk diversification in real estate investments: assessing the ex post economic value 138
Time-varying price discovery in sovereign credit markets 135
How did the financial crisis alter the correlations of U.S. yield spreads? 134
The economic and statistical value of forecast combinations under regime switching: an application to predictable U.S. returns 134
Properties of equilibrium asset prices under alternative learning schemes 129
Media attention vs. sentiment as drivers of conditional volatility predictions: an application to Brexit 129
Switching coefficients or automatic variable selection: an application in forecasting commodity returns 128
Unconventional monetary policies and the corporate bond market 128
Learning to smile: can rational learning explain predictable dynamics in the implied volatility surface? 128
Linear predictability vs. bull and bear market models in strategic asset allocation decisions: evidence from UK data 128
Simple VARs cannot approximate Markov switching asset allocation decisions: An out-of-sample assessment 128
Size and Value Anomalies under Regime Shifts 127
Pricing S&P 500 index options: a conditional semi-nonparametric approach 127
Markov Switching Dynamics in REIT Returns: Univariate and Multivariate Evidence on Forecasting Performance 127
New ESG rating drivers in the cross‐section of European stock returns 126
Investing for the Long-run in European Real Estate 126
The decline in the U.S. personal saving rate: is it real and is it a puzzle? 125
Does the cost of private debt respond to monetary policy? Heteroskedasticity-based identification in a model with regimes 123
International asset allocation under regime switching, skew, and kurtosis preferences 123
Equity portfolio diversification under time-varying predictability: Evidence from Ireland, the US, and the UK 122
Time varying stock return predictability: Evidence from US sectors 121
Markov switching mean-variance frontier dynamics: theory and international evidence 121
Can investors benefit from hedge fund strategies? Utility-based, out-of-sample evidence 121
What tames the Celtic Tiger? Portfolio implications from a multivariate Markov switching model 119
Portfolio performance of linear SDF models: an out-of-sample assessment 119
Does the Macroeconomy Predict UK Asset Returns in a Nonlinear Fashion? Comprehensive Out-of-Sample Evidence 118
Regime shifts in mean-variance efficient frontiers: Some international evidence 117
Small caps in international equity portfolios: the effects of variance risk 117
Non-linear predictability in stock and bond returns: When and where is it exploitable? 116
Forecasting the CBOE VIX and SKEW Indices Using Heterogeneous Autoregressive Models 109
Forecasts of US short-term interest rates: A flexible forecast combination approach 107
Forecasting Yield Spreads under Crisis-Induced Multiple Breakpoints 106
Mildly explosive dynamics in U.S. fixed income markets 104
Predictions of short-term rates and the expectations hypothesis 102
Do US active mutual funds make good of their ESG promises? Evidence from portfolio holdings 98
The empirical performance of option implied volatility surface-driven optimal portfolios 97
Strong vs. stable: the impact of ESG ratings momentum and their volatility on the cost of equity capital 90
Machine learning in portfolio decisions 75
Time-varying risk aversion and international stock returns 74
How and When Are Cryptocurrency Predictable? Backtesting Their Portfolio Economic Value 61
Factor Investing in Real Estate: The Performance of Smart Beta Strategies 54
Forecasting Asset Returns Using Nelson–Siegel Factors Estimated from the US Yield Curve 41
Understanding the Factors Driving the Demand of Structured Investment Products 36
The pricing of biodiversity risk in commodity markets 29
Factor exposures of hedge fund strategies and unconventional monetary policy shocks 28
Predictive sorting of cryptocurrencies based on fundamentals and sentiment 9
Totale 15.624
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Categoria #
all - tutte 61.282
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 61.282
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2020/2021159 0 0 0 0 0 0 0 0 0 0 0 159
2021/20221.071 40 187 37 79 73 30 76 107 126 111 89 116
2022/20232.029 143 81 47 165 134 139 33 107 992 53 86 49
2023/20241.244 87 77 102 34 114 78 132 262 40 51 106 161
2024/20251.578 43 31 58 34 83 50 164 161 439 181 210 124
2025/20266.664 349 747 161 453 441 253 892 807 1.716 626 206 13
Totale 15.624