IRIS
GUIDOLIN, MASSIMO
 Distribuzione geografica
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Continente #
EU - Europa 3.652
NA - Nord America 2.724
AS - Asia 1.185
SA - Sud America 35
OC - Oceania 18
Continente sconosciuto - Info sul continente non disponibili 8
AF - Africa 5
Totale 7.627
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Nazione #
US - Stati Uniti d'America 2.543
IT - Italia 1.222
IE - Irlanda 745
CN - Cina 477
GB - Regno Unito 445
UA - Ucraina 409
DE - Germania 244
HK - Hong Kong 179
CA - Canada 177
SG - Singapore 173
TR - Turchia 151
SE - Svezia 144
FI - Finlandia 122
VN - Vietnam 101
BG - Bulgaria 64
FR - Francia 46
CH - Svizzera 37
CZ - Repubblica Ceca 29
BE - Belgio 23
IN - India 18
RU - Federazione Russa 18
ID - Indonesia 17
SK - Slovacchia (Repubblica Slovacca) 17
BR - Brasile 16
DK - Danimarca 15
JP - Giappone 15
NL - Olanda 15
AU - Australia 14
CL - Cile 13
RO - Romania 12
UZ - Uzbekistan 9
MY - Malesia 8
EU - Europa 7
AE - Emirati Arabi Uniti 6
ES - Italia 6
GR - Grecia 6
IR - Iran 6
LV - Lettonia 5
PT - Portogallo 5
TW - Taiwan 5
AT - Austria 4
NZ - Nuova Zelanda 4
PK - Pakistan 4
PL - Polonia 4
BY - Bielorussia 3
HR - Croazia 3
HU - Ungheria 3
KR - Corea 3
LU - Lussemburgo 3
PE - Perù 3
PH - Filippine 3
AR - Argentina 2
IL - Israele 2
MX - Messico 2
NG - Nigeria 2
QA - Qatar 2
TM - Turkmenistan 2
A2 - ???statistics.table.value.countryCode.A2??? 1
CO - Colombia 1
DO - Repubblica Dominicana 1
HN - Honduras 1
JO - Giordania 1
KE - Kenya 1
KG - Kirghizistan 1
LA - Repubblica Popolare Democratica del Laos 1
MA - Marocco 1
MZ - Mozambico 1
NO - Norvegia 1
RS - Serbia 1
SM - San Marino 1
TH - Thailandia 1
Totale 7.627
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Città #
Dublin 742
Milan 471
Chandler 425
Jacksonville 338
Southend 247
Ann Arbor 194
Toronto 167
Hong Kong 164
Dearborn 152
Singapore 123
Beijing 109
Dong Ket 94
Redwood City 88
Wilmington 88
Lawrence 78
Izmir 73
Boston 72
Helsinki 70
Mountain View 65
Rome 60
Modena 58
Boardman 51
Woodstock 41
Ashburn 35
Hefei 34
Fairfield 33
New York 33
Woodbridge 32
Frankfurt am Main 28
Houston 28
Los Angeles 26
Turin 24
Falls Church 18
Nanjing 18
Nanchang 16
Washington 16
Bratislava 15
Brussels 15
Kunming 15
Düsseldorf 14
London 14
Zhangzhou 14
Pordenone 12
Brescia 11
Seattle 11
Como 10
Guangzhou 10
Harbin 10
Naples 10
Palombara Sabina 10
Basel 9
Fuzhou 9
Jakarta 9
Manchester 9
Shanghai 9
Tashkent 9
Changsha 8
Jinan 8
Meda 8
Shenyang 8
Tappahannock 8
Claremont 7
Fremont 7
Mumbai 7
Norwalk 7
Reggio Nell'emilia 7
Verona 7
Zurich 7
Auburn Hills 6
Birmingham 6
Cossonay 6
Napoli 6
Redmond 6
San Mateo 6
Santiago 6
São Paulo 6
Athens 5
Bergamo 5
Bloomington 5
Dörentrup 5
Hamburg 5
Riga 5
Taipei 5
Trieste 5
Viterbo 5
Brignano Gera D'adda 4
Cambridge 4
Central 4
Ceva 4
Chicago 4
Dubai 4
Ottawa 4
Parma 4
Phoenix 4
Rho 4
Segrate 4
Zhengzhou 4
Agrate Brianza 3
Amsterdam 3
Atlanta 3
Totale 4.775
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Nome #
Essentials of time series for financial applications 649
Big data e sentiment analysis : il futuro dell'asset management 296
Diamonds Are Forever, Wars Are Not. Is Conflict Bad for Private Firms? 264
Asset-backed securities 218
Comparing in- and out-of-sample approaches to variance decomposition-based estimates of network connectedness an application to the Italian banking system 211
Preference Models in Portfolio Construction and Evaluation 169
Essentials of applied portfolio management 163
Can Funding Liquidity and Market Spillovers Help Forecast the Dynamics of Implied Volatility Surfaces? Evidence from Equity Index Options 146
Transmission channels of financial shocks to stock, bond, and asset-backed markets: An empirical model 120
Performance persistence and optimal asset allocation strategies 116
Markov Switching in Portfolio Choice and Asset Pricing Models: A Survey 112
The impact of rating changes on stock markets:evidence from U.S. insurance and reinsurance firms 109
The impact of monetary policy on corporate bonds under regime shifts 101
How good can heuristic-based forecasts be? A comparative performance of econometric and heuristic models for UK and US asset returns 101
The economic effects of violent conflict: evidence from asset market reactions 100
Can we forecast the implied volatility surface dynamics of equity options? Predictability and economic value tests 98
Can long-run dynamic optimal strategies outperform fixed-mix portfolios? Evidence from multiple data sets 97
Ambiguity aversion and underdiversification 97
A simple model of trading and pricing risky assets under ambiguity: any lessons for policy-makers? 95
A yield spread perspective on the great financial crisis: Break-point test evidence 93
Estimating stochastic discount factor models with hidden regimes: Applications to commodity pricing 93
The predictability of real estate excess returns: an out-of-sample economic value analysis 93
Can linear predictability models time bull and bear real estate markets? Out-of-sample evidence from REIT portfolios 91
The robustness of the volatility factor: linear versus nonlinear factor model 91
Macroeconomic factors strike back: a bayesian change-point model of time-varying risk exposures and premia in the U.S. cross-section 91
Affiliated mutual funds and analyst optimism 88
Identifying and measuring the contagion channels at work in the European financial crises 87
Ambiguity in asset pricing and portfolio choice: a review of the literature 87
Detecting and exploiting regime switching ARCH dynamics in U.S. stock and bond returns 86
Linear and nonlinear predictability in investment style factors: multivariate evidence 86
Do Jumps Matter in Emerging Market Portfolio Strategies? 85
Asset allocation under multivariate regime switching 85
Alternative econometric implementations of multi-factor models of the U.S. financial markets 84
Markov Switching Models in Empirical Finance 84
Forecasting commodity futures returns with stepwise regressions: do commodity-specific factors help? 83
Diversifying in public real estate: The ex-post performance 81
Learning to smile: can rational learning explain predictable dynamics in the implied volatility surface? 81
Pricing S&P 500 index options: a conditional semi-nonparametric approach 78
International asset allocation under regime switching, skew, and kurtosis preferences 78
Dissecting the 2007-2009 real estate market bust: systematic pricing correction or just a housing fad? 78
How did the financial crisis alter the correlations of U.S. yield spreads? 77
Equally weighted vs. long-run optimal portfolios 77
Myths and Facts about the Alleged Over-Pricing of U.S. Real Estate 77
Modeling systemic risk with Markov Switching Graphical SUR models 77
Predictable Dynamics in the S&P 500 Index Options Implied Volatility Surface 75
Volatility as an alternative asset class: does it improve portfolio performance? 75
Time and risk diversification in real estate investments: assessing the ex post economic value 75
Properties of equilibrium asset prices under alternative learning schemes 74
Cross-asset contagion in the financial crisis: a Bayesian time-varying parameter approach 74
Unconventional monetary policies and the corporate bond market 73
Can VAR models capture regime shifts in asset returns? A long-horizon strategic asset allocation perspective 73
The economic and statistical value of forecast combinations under regime switching: an application to predictable U.S. returns 72
Monetary policy after the crisis: a threat to hedge funds' alphas? 71
Markov Switching Dynamics in REIT Returns: Univariate and Multivariate Evidence on Forecasting Performance 71
Investing for the Long-run in European Real Estate 70
Forecasting and trading monetary policy effects on the riskless yield curve with regime switching Nelson–Siegel models 70
The decline in the U.S. personal saving rate: is it real and is it a puzzle? 69
Markov switching mean-variance frontier dynamics: theory and international evidence 69
Equity portfolio diversification under time-varying predictability: Evidence from Ireland, the US, and the UK 68
Simple VARs cannot approximate Markov switching asset allocation decisions: An out-of-sample assessment 68
Small caps in international equity portfolios: the effects of variance risk 68
Size and Value Anomalies under Regime Shifts 67
Linear predictability vs. bull and bear market models in strategic asset allocation decisions: evidence from UK data 67
Time varying stock return predictability: Evidence from US sectors 65
Sharpening the accuracy of credit scoring models with machine learning algorithms 65
Portfolio performance of linear SDF models: an out-of-sample assessment 64
Arbitrage risk and a sentiment as causes of persistent mispricing: the European evidence 62
Predictions of short-term rates and the expectations hypothesis 62
Does the Macroeconomy Predict UK Asset Returns in a Nonlinear Fashion? Comprehensive Out-of-Sample Evidence 61
What tames the Celtic Tiger? Portfolio implications from a multivariate Markov switching model 59
Forecasts of US short-term interest rates: A flexible forecast combination approach 59
Non-linear predictability in stock and bond returns: When and where is it exploitable? 58
Regime shifts in mean-variance efficient frontiers: Some international evidence 56
Forecasting Yield Spreads under Crisis-Induced Multiple Breakpoints 56
An empirical analysis of changes in the relative timeliness of issuer-paid vs. investor-paid ratings 56
Media attention vs. sentiment as drivers of conditional volatility predictions: an application to Brexit 52
Time-varying price discovery in sovereign credit markets 49
Mildly explosive dynamics in U.S. fixed income markets 47
The dynamics of returns predictability in cryptocurrency markets 44
Forecasting: theory and practice 40
Switching coefficients or automatic variable selection: an application in forecasting commodity returns 37
Can investors benefit from hedge fund strategies? Utility-based, out-of-sample evidence 30
The empirical performance of option implied volatility surface-driven optimal portfolios 20
Does the cost of private debt respond to monetary policy? Heteroskedasticity-based identification in a model with regimes 20
Strong vs. stable: the impact of ESG ratings momentum and their volatility on the cost of equity capital 5
Time-varying risk aversion and international stock returns 3
Do US Active Mutual Funds Make Good of Their ESG Promises? Evidence from Portfolio Holdings 3
Machine Learning in Portfolio Decisions 3
New ESG rating drivers in the cross‐section of European stock returns 3
Forecasting the CBOE VIX and SKEW Indices Using Heterogeneous Autoregressive Models 3
Totale 7.804
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Categoria #
all - tutte 36.854
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 36.854
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2019/2020724 0 0 0 0 0 0 310 94 127 53 42 98
2020/20211.143 52 91 78 106 108 50 122 57 132 93 95 159
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
2024/2025422 43 31 58 34 83 50 123 0 0 0 0 0
Totale 7.804