IRIS
GUIDOLIN, MASSIMO
 Distribuzione geografica
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Continente #
NA - Nord America 7.298
EU - Europa 6.617
AS - Asia 3.122
SA - Sud America 392
Continente sconosciuto - Info sul continente non disponibili 230
AF - Africa 117
OC - Oceania 20
Totale 17.796
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Nazione #
US - Stati Uniti d'America 6.978
IT - Italia 1.718
RU - Federazione Russa 1.550
CN - Cina 1.073
SG - Singapore 788
IE - Irlanda 753
FI - Finlandia 591
GB - Regno Unito 526
UA - Ucraina 421
VN - Vietnam 332
DE - Germania 317
BR - Brasile 293
CA - Canada 250
HK - Hong Kong 245
FR - Francia 167
TR - Turchia 164
SE - Svezia 157
IN - India 82
KR - Corea 80
BD - Bangladesh 79
NL - Olanda 78
BG - Bulgaria 70
ZA - Sudafrica 70
CH - Svizzera 45
MX - Messico 39
JP - Giappone 38
CZ - Repubblica Ceca 32
IQ - Iraq 29
BE - Belgio 27
IL - Israele 27
PK - Pakistan 26
AR - Argentina 25
ES - Italia 25
PL - Polonia 24
ID - Indonesia 23
DK - Danimarca 18
TW - Taiwan 18
CL - Cile 17
MY - Malesia 17
SK - Slovacchia (Repubblica Slovacca) 17
AU - Australia 15
UZ - Uzbekistan 15
CO - Colombia 14
RO - Romania 14
MA - Marocco 13
AE - Emirati Arabi Uniti 12
VE - Venezuela 12
EC - Ecuador 11
JO - Giordania 10
KE - Kenya 10
PH - Filippine 10
IR - Iran 9
LT - Lituania 9
PE - Perù 9
AT - Austria 8
GR - Grecia 8
PT - Portogallo 8
SA - Arabia Saudita 8
AZ - Azerbaigian 7
EU - Europa 7
LV - Lettonia 6
NG - Nigeria 6
PY - Paraguay 6
HN - Honduras 5
HR - Croazia 5
OM - Oman 5
RS - Serbia 5
BB - Barbados 4
BH - Bahrain 4
CR - Costa Rica 4
NZ - Nuova Zelanda 4
BJ - Benin 3
BY - Bielorussia 3
CI - Costa d'Avorio 3
ET - Etiopia 3
GT - Guatemala 3
HU - Ungheria 3
JM - Giamaica 3
KG - Kirghizistan 3
KZ - Kazakistan 3
LU - Lussemburgo 3
NI - Nicaragua 3
NO - Norvegia 3
TH - Thailandia 3
TT - Trinidad e Tobago 3
UY - Uruguay 3
BO - Bolivia 2
CY - Cipro 2
DO - Repubblica Dominicana 2
DZ - Algeria 2
MD - Moldavia 2
QA - Qatar 2
TM - Turkmenistan 2
A2 - ???statistics.table.value.countryCode.A2??? 1
AL - Albania 1
AO - Angola 1
BA - Bosnia-Erzegovina 1
BW - Botswana 1
CG - Congo 1
EG - Egitto 1
Totale 17.558
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Città #
Ashburn 858
Dublin 750
San Jose 659
Milan 629
Helsinki 528
Chandler 425
Dallas 375
Singapore 363
Hefei 356
Jacksonville 343
Moscow 324
Council Bluffs 272
Southend 247
Beijing 245
Hong Kong 215
Ann Arbor 195
Toronto 188
Dearborn 152
The Dalles 133
Rome 119
Edison 97
Los Angeles 95
Dong Ket 94
New York 90
Wilmington 90
Redwood City 88
Columbus 84
Lauterbourg 82
Boston 81
Lawrence 80
Ho Chi Minh City 79
Izmir 73
Mountain View 65
Seoul 64
Modena 60
Hanoi 59
Boardman 58
Frankfurt am Main 57
Atlanta 54
Johannesburg 54
Santa Clara 44
Houston 43
Woodstock 41
Fairfield 33
London 32
Woodbridge 32
Brooklyn 31
São Paulo 31
Turin 30
Orem 28
Manchester 25
Tel Aviv 25
Washington 24
Phoenix 23
Tokyo 22
Montreal 21
Chicago 20
Naples 20
Seattle 20
Brescia 19
Mexico City 19
Brussels 18
Falls Church 18
Nanjing 18
San Francisco 18
Munich 17
Denver 16
Nanchang 16
Bratislava 15
Da Nang 15
Düsseldorf 15
Kunming 15
Shanghai 15
Warsaw 14
Zhangzhou 14
Amsterdam 13
Mumbai 13
Tashkent 13
Chennai 12
Pordenone 12
Stockholm 12
Zurich 12
Falkenstein 11
Poplar 11
Trieste 11
Brasília 10
Como 10
Florence 10
Guangzhou 10
Harbin 10
Jakarta 10
Palombara Sabina 10
Rio de Janeiro 10
Amman 9
Baghdad 9
Basel 9
Bologna 9
Fuzhou 9
Santiago 9
Bergamo 8
Totale 9.949
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Nome #
Predictive sorting of cryptocurrencies based on fundamentals and sentiment 1.198
Essentials of time series for financial applications 1.018
Big data e sentiment analysis : il futuro dell'asset management 493
Comparing in- and out-of-sample approaches to variance decomposition-based estimates of network connectedness an application to the Italian banking system 394
Diamonds Are Forever, Wars Are Not. Is Conflict Bad for Private Firms? 392
Asset-backed securities 347
Essentials of applied portfolio management 290
Asset allocation under multivariate regime switching 287
Can Funding Liquidity and Market Spillovers Help Forecast the Dynamics of Implied Volatility Surfaces? Evidence from Equity Index Options 282
Preference Models in Portfolio Construction and Evaluation 233
The economic effects of violent conflict: evidence from asset market reactions 227
Can long-run dynamic optimal strategies outperform fixed-mix portfolios? Evidence from multiple data sets 215
Can we forecast the implied volatility surface dynamics of equity options? Predictability and economic value tests 211
Markov Switching in Portfolio Choice and Asset Pricing Models: A Survey 206
The impact of monetary policy on corporate bonds under regime shifts 204
Can linear predictability models time bull and bear real estate markets? Out-of-sample evidence from REIT portfolios 203
How good can heuristic-based forecasts be? A comparative performance of econometric and heuristic models for UK and US asset returns 203
A simple model of trading and pricing risky assets under ambiguity: any lessons for policy-makers? 200
Detecting and exploiting regime switching ARCH dynamics in U.S. stock and bond returns 199
Estimating stochastic discount factor models with hidden regimes: Applications to commodity pricing 199
Forecasting: theory and practice 197
Performance persistence and optimal asset allocation strategies 197
Alternative econometric implementations of multi-factor models of the U.S. financial markets 195
Identifying and measuring the contagion channels at work in the European financial crises 193
Cross-asset contagion in the financial crisis: a Bayesian time-varying parameter approach 190
A yield spread perspective on the great financial crisis: Break-point test evidence 189
Ambiguity in asset pricing and portfolio choice: a review of the literature 187
Ambiguity aversion and underdiversification 186
Macroeconomic factors strike back: a bayesian change-point model of time-varying risk exposures and premia in the U.S. cross-section 186
Affiliated mutual funds and analyst optimism 182
Can VAR models capture regime shifts in asset returns? A long-horizon strategic asset allocation perspective 179
Modeling systemic risk with Markov Switching Graphical SUR models 179
Transmission channels of financial shocks to stock, bond, and asset-backed markets: An empirical model 176
Sharpening the accuracy of credit scoring models with machine learning algorithms 176
Forecasting and trading monetary policy effects on the riskless yield curve with regime switching Nelson–Siegel models 175
Forecasting commodity futures returns with stepwise regressions: do commodity-specific factors help? 174
The dynamics of returns predictability in cryptocurrency markets 169
Markov Switching Models in Empirical Finance 169
The predictability of real estate excess returns: an out-of-sample economic value analysis 168
The robustness of the volatility factor: linear versus nonlinear factor model 161
An empirical analysis of changes in the relative timeliness of issuer-paid vs. investor-paid ratings 160
Monetary policy after the crisis: a threat to hedge funds' alphas? 158
The impact of rating changes on stock markets:evidence from U.S. insurance and reinsurance firms 157
Dissecting the 2007-2009 real estate market bust: systematic pricing correction or just a housing fad? 156
Volatility as an alternative asset class: does it improve portfolio performance? 156
Arbitrage risk and a sentiment as causes of persistent mispricing: the European evidence 156
Linear and nonlinear predictability in investment style factors: multivariate evidence 153
Do Jumps Matter in Emerging Market Portfolio Strategies? 152
Size and Value Anomalies under Regime Shifts 150
Predictable Dynamics in the S&P 500 Index Options Implied Volatility Surface 149
Diversifying in public real estate: The ex-post performance 148
Equally weighted vs. long-run optimal portfolios 148
Myths and Facts about the Alleged Over-Pricing of U.S. Real Estate 148
Time-varying price discovery in sovereign credit markets 142
How did the financial crisis alter the correlations of U.S. yield spreads? 141
Time and risk diversification in real estate investments: assessing the ex post economic value 141
Simple VARs cannot approximate Markov switching asset allocation decisions: An out-of-sample assessment 139
Media attention vs. sentiment as drivers of conditional volatility predictions: an application to Brexit 139
Machine learning in portfolio decisions 138
Unconventional monetary policies and the corporate bond market 138
The economic and statistical value of forecast combinations under regime switching: an application to predictable U.S. returns 138
Properties of equilibrium asset prices under alternative learning schemes 137
Linear predictability vs. bull and bear market models in strategic asset allocation decisions: evidence from UK data 137
Small caps in international equity portfolios: the effects of variance risk 137
New ESG rating drivers in the cross‐section of European stock returns 135
Markov Switching Dynamics in REIT Returns: Univariate and Multivariate Evidence on Forecasting Performance 135
The decline in the U.S. personal saving rate: is it real and is it a puzzle? 133
Investing for the Long-run in European Real Estate 133
Learning to smile: can rational learning explain predictable dynamics in the implied volatility surface? 133
Markov switching mean-variance frontier dynamics: theory and international evidence 132
Pricing S&P 500 index options: a conditional semi-nonparametric approach 132
International asset allocation under regime switching, skew, and kurtosis preferences 131
Switching coefficients or automatic variable selection: an application in forecasting commodity returns 130
Does the cost of private debt respond to monetary policy? Heteroskedasticity-based identification in a model with regimes 130
What tames the Celtic Tiger? Portfolio implications from a multivariate Markov switching model 127
Equity portfolio diversification under time-varying predictability: Evidence from Ireland, the US, and the UK 127
Does the Macroeconomy Predict UK Asset Returns in a Nonlinear Fashion? Comprehensive Out-of-Sample Evidence 127
Portfolio performance of linear SDF models: an out-of-sample assessment 127
Non-linear predictability in stock and bond returns: When and where is it exploitable? 125
Regime shifts in mean-variance efficient frontiers: Some international evidence 125
Can investors benefit from hedge fund strategies? Utility-based, out-of-sample evidence 125
Time varying stock return predictability: Evidence from US sectors 124
Forecasting the CBOE VIX and SKEW Indices Using Heterogeneous Autoregressive Models 122
Forecasts of US short-term interest rates: A flexible forecast combination approach 115
The empirical performance of option implied volatility surface-driven optimal portfolios 113
Forecasting Yield Spreads under Crisis-Induced Multiple Breakpoints 112
Mildly explosive dynamics in U.S. fixed income markets 109
Predictions of short-term rates and the expectations hypothesis 109
Do US active mutual funds make good of their ESG promises? Evidence from portfolio holdings 106
Strong vs. stable: the impact of ESG ratings momentum and their volatility on the cost of equity capital 99
Factor Investing in Real Estate: The Performance of Smart Beta Strategies 87
Time-varying risk aversion and international stock returns 82
How and When Are Cryptocurrency Predictable? Backtesting Their Portfolio Economic Value 73
Understanding the Factors Driving the Demand of Structured Investment Products 53
Forecasting Asset Returns Using Nelson–Siegel Factors Estimated from the US Yield Curve 52
The pricing of biodiversity risk in commodity markets 44
Factor exposures of hedge fund strategies and unconventional monetary policy shocks 42
Totale 17.796
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Categoria #
all - tutte 69.052
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 69.052
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2021/2022844 0 0 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
2025/20266.751 349 747 161 453 441 253 892 807 1.716 626 206 100
2026/20272.085 1.309 478 298 0 0 0 0 0 0 0 0 0
Totale 17.796