IRIS
GUIDOLIN, MASSIMO
 Distribuzione geografica
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Continente #
EU - Europa 4.300
NA - Nord America 3.955
AS - Asia 2.345
SA - Sud America 306
AF - Africa 39
OC - Oceania 20
Continente sconosciuto - Info sul continente non disponibili 9
Totale 10.974
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Nazione #
US - Stati Uniti d'America 3.708
IT - Italia 1.387
CN - Cina 939
IE - Irlanda 748
SG - Singapore 585
GB - Regno Unito 506
UA - Ucraina 415
DE - Germania 298
BR - Brasile 247
RU - Federazione Russa 220
CA - Canada 212
HK - Hong Kong 202
VN - Vietnam 162
TR - Turchia 158
SE - Svezia 154
FI - Finlandia 140
FR - Francia 79
BG - Bulgaria 66
KR - Corea 65
NL - Olanda 58
IN - India 42
CH - Svizzera 38
CZ - Repubblica Ceca 31
JP - Giappone 29
IL - Israele 27
BE - Belgio 26
MX - Messico 25
PL - Polonia 20
ID - Indonesia 19
ES - Italia 18
SK - Slovacchia (Repubblica Slovacca) 17
ZA - Sudafrica 17
DK - Danimarca 16
AU - Australia 15
CL - Cile 15
AR - Argentina 14
BD - Bangladesh 14
IQ - Iraq 14
PK - Pakistan 12
RO - Romania 12
UZ - Uzbekistan 12
AE - Emirati Arabi Uniti 9
IR - Iran 9
MY - Malesia 9
AT - Austria 8
MA - Marocco 8
TW - Taiwan 8
EC - Ecuador 7
EU - Europa 7
GR - Grecia 6
JO - Giordania 6
LT - Lituania 6
VE - Venezuela 6
CO - Colombia 5
LV - Lettonia 5
PE - Perù 5
PT - Portogallo 5
HR - Croazia 4
NZ - Nuova Zelanda 4
PH - Filippine 4
PY - Paraguay 4
AZ - Azerbaigian 3
BH - Bahrain 3
BY - Bielorussia 3
HN - Honduras 3
HU - Ungheria 3
KE - Kenya 3
LU - Lussemburgo 3
RS - Serbia 3
UY - Uruguay 3
BJ - Benin 2
KG - Kirghizistan 2
NG - Nigeria 2
NO - Norvegia 2
QA - Qatar 2
SA - Arabia Saudita 2
TM - Turkmenistan 2
TT - Trinidad e Tobago 2
A2 - ???statistics.table.value.countryCode.A2??? 1
AL - Albania 1
AO - Angola 1
BB - Barbados 1
CG - Congo 1
CI - Costa d'Avorio 1
CR - Costa Rica 1
DO - Repubblica Dominicana 1
DZ - Algeria 1
ET - Etiopia 1
GT - Guatemala 1
KI - Kiribati 1
KZ - Kazakistan 1
LA - Repubblica Popolare Democratica del Laos 1
MD - Moldavia 1
MM - Myanmar 1
MZ - Mozambico 1
OM - Oman 1
PA - Panama 1
SM - San Marino 1
SY - Repubblica araba siriana 1
TH - Thailandia 1
Totale 10.972
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Città #
Dublin 744
Milan 523
Chandler 425
Ashburn 371
Hefei 356
Dallas 349
Jacksonville 338
Singapore 271
Southend 247
Beijing 196
Ann Arbor 195
Hong Kong 181
Toronto 177
Dearborn 152
The Dalles 101
Dong Ket 94
Rome 89
Redwood City 88
Wilmington 88
Boston 79
Helsinki 78
Lawrence 78
Izmir 73
Mountain View 65
Seoul 62
Los Angeles 60
Modena 60
New York 59
Boardman 55
Moscow 48
Frankfurt am Main 45
Woodstock 41
Houston 36
Fairfield 33
Woodbridge 32
London 30
Turin 28
São Paulo 27
Tel Aviv 25
Ho Chi Minh City 24
Manchester 23
Brooklyn 22
Brussels 18
Falls Church 18
Nanjing 18
Munich 17
Tokyo 17
Washington 17
Nanchang 16
Seattle 16
Atlanta 15
Bratislava 15
Brescia 15
Düsseldorf 15
Kunming 15
Zhangzhou 14
Hanoi 13
Montreal 13
Phoenix 13
Warsaw 13
Chicago 12
Pordenone 12
Tashkent 12
Falkenstein 11
Orem 11
Amsterdam 10
Como 10
Guangzhou 10
Harbin 10
Jakarta 10
Mexico City 10
Naples 10
Palombara Sabina 10
Rio de Janeiro 10
Santa Clara 10
Stockholm 10
Basel 9
Fuzhou 9
Mumbai 9
Poplar 9
Shanghai 9
Bergamo 8
Changsha 8
Denver 8
Jinan 8
Johannesburg 8
Meda 8
Shenyang 8
Tappahannock 8
Birmingham 7
Claremont 7
Florence 7
Fremont 7
Norwalk 7
Ottawa 7
Reggio Nell'emilia 7
Santiago 7
Trieste 7
Verona 7
Zurich 7
Totale 6.700
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Nome #
Essentials of time series for financial applications 814
Big data e sentiment analysis : il futuro dell'asset management 393
Diamonds Are Forever, Wars Are Not. Is Conflict Bad for Private Firms? 309
Asset-backed securities 280
Comparing in- and out-of-sample approaches to variance decomposition-based estimates of network connectedness an application to the Italian banking system 271
Essentials of applied portfolio management 208
Can Funding Liquidity and Market Spillovers Help Forecast the Dynamics of Implied Volatility Surfaces? Evidence from Equity Index Options 203
Preference Models in Portfolio Construction and Evaluation 186
Markov Switching in Portfolio Choice and Asset Pricing Models: A Survey 152
The impact of monetary policy on corporate bonds under regime shifts 146
How good can heuristic-based forecasts be? A comparative performance of econometric and heuristic models for UK and US asset returns 145
Can long-run dynamic optimal strategies outperform fixed-mix portfolios? Evidence from multiple data sets 143
Transmission channels of financial shocks to stock, bond, and asset-backed markets: An empirical model 143
Performance persistence and optimal asset allocation strategies 143
Asset allocation under multivariate regime switching 141
Can linear predictability models time bull and bear real estate markets? Out-of-sample evidence from REIT portfolios 141
Can we forecast the implied volatility surface dynamics of equity options? Predictability and economic value tests 141
Estimating stochastic discount factor models with hidden regimes: Applications to commodity pricing 140
The economic effects of violent conflict: evidence from asset market reactions 138
A simple model of trading and pricing risky assets under ambiguity: any lessons for policy-makers? 138
Identifying and measuring the contagion channels at work in the European financial crises 134
Detecting and exploiting regime switching ARCH dynamics in U.S. stock and bond returns 133
The impact of rating changes on stock markets:evidence from U.S. insurance and reinsurance firms 132
Ambiguity aversion and underdiversification 132
A yield spread perspective on the great financial crisis: Break-point test evidence 131
The predictability of real estate excess returns: an out-of-sample economic value analysis 127
Affiliated mutual funds and analyst optimism 123
Macroeconomic factors strike back: a bayesian change-point model of time-varying risk exposures and premia in the U.S. cross-section 123
Modeling systemic risk with Markov Switching Graphical SUR models 123
The robustness of the volatility factor: linear versus nonlinear factor model 122
Alternative econometric implementations of multi-factor models of the U.S. financial markets 121
Ambiguity in asset pricing and portfolio choice: a review of the literature 119
Forecasting and trading monetary policy effects on the riskless yield curve with regime switching Nelson–Siegel models 119
Cross-asset contagion in the financial crisis: a Bayesian time-varying parameter approach 118
Do Jumps Matter in Emerging Market Portfolio Strategies? 117
Forecasting commodity futures returns with stepwise regressions: do commodity-specific factors help? 117
Linear and nonlinear predictability in investment style factors: multivariate evidence 116
Can VAR models capture regime shifts in asset returns? A long-horizon strategic asset allocation perspective 114
Markov Switching Models in Empirical Finance 114
Sharpening the accuracy of credit scoring models with machine learning algorithms 113
Volatility as an alternative asset class: does it improve portfolio performance? 112
Forecasting: theory and practice 111
Monetary policy after the crisis: a threat to hedge funds' alphas? 107
How did the financial crisis alter the correlations of U.S. yield spreads? 106
Myths and Facts about the Alleged Over-Pricing of U.S. Real Estate 106
The economic and statistical value of forecast combinations under regime switching: an application to predictable U.S. returns 106
Diversifying in public real estate: The ex-post performance 105
Time and risk diversification in real estate investments: assessing the ex post economic value 105
The dynamics of returns predictability in cryptocurrency markets 104
Dissecting the 2007-2009 real estate market bust: systematic pricing correction or just a housing fad? 104
Equally weighted vs. long-run optimal portfolios 103
Predictable Dynamics in the S&P 500 Index Options Implied Volatility Surface 102
International asset allocation under regime switching, skew, and kurtosis preferences 102
Learning to smile: can rational learning explain predictable dynamics in the implied volatility surface? 101
Pricing S&P 500 index options: a conditional semi-nonparametric approach 101
Properties of equilibrium asset prices under alternative learning schemes 100
An empirical analysis of changes in the relative timeliness of issuer-paid vs. investor-paid ratings 99
Unconventional monetary policies and the corporate bond market 98
Markov switching mean-variance frontier dynamics: theory and international evidence 96
Time-varying price discovery in sovereign credit markets 96
Investing for the Long-run in European Real Estate 95
Linear predictability vs. bull and bear market models in strategic asset allocation decisions: evidence from UK data 95
Equity portfolio diversification under time-varying predictability: Evidence from Ireland, the US, and the UK 94
Arbitrage risk and a sentiment as causes of persistent mispricing: the European evidence 93
Markov Switching Dynamics in REIT Returns: Univariate and Multivariate Evidence on Forecasting Performance 93
Simple VARs cannot approximate Markov switching asset allocation decisions: An out-of-sample assessment 92
Small caps in international equity portfolios: the effects of variance risk 92
The decline in the U.S. personal saving rate: is it real and is it a puzzle? 91
Size and Value Anomalies under Regime Shifts 90
What tames the Celtic Tiger? Portfolio implications from a multivariate Markov switching model 89
Does the Macroeconomy Predict UK Asset Returns in a Nonlinear Fashion? Comprehensive Out-of-Sample Evidence 87
Forecasts of US short-term interest rates: A flexible forecast combination approach 87
New ESG rating drivers in the cross‐section of European stock returns 85
Non-linear predictability in stock and bond returns: When and where is it exploitable? 85
Regime shifts in mean-variance efficient frontiers: Some international evidence 85
Portfolio performance of linear SDF models: an out-of-sample assessment 85
Time varying stock return predictability: Evidence from US sectors 84
Switching coefficients or automatic variable selection: an application in forecasting commodity returns 83
Media attention vs. sentiment as drivers of conditional volatility predictions: an application to Brexit 83
Forecasting Yield Spreads under Crisis-Induced Multiple Breakpoints 81
Predictions of short-term rates and the expectations hypothesis 76
Does the cost of private debt respond to monetary policy? Heteroskedasticity-based identification in a model with regimes 74
Mildly explosive dynamics in U.S. fixed income markets 70
Can investors benefit from hedge fund strategies? Utility-based, out-of-sample evidence 64
The empirical performance of option implied volatility surface-driven optimal portfolios 50
Forecasting the CBOE VIX and SKEW Indices Using Heterogeneous Autoregressive Models 44
Strong vs. stable: the impact of ESG ratings momentum and their volatility on the cost of equity capital 36
Time-varying risk aversion and international stock returns 35
Do US active mutual funds make good of their ESG promises? Evidence from portfolio holdings 35
Machine learning in portfolio decisions 34
Totale 11.174
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Categoria #
all - tutte 51.338
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 51.338
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2020/2021708 0 0 0 0 0 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
2024/20251.578 43 31 58 34 83 50 164 161 439 181 210 124
2025/20262.214 349 747 161 453 441 63 0 0 0 0 0 0
Totale 11.174