IRIS
GUIDOLIN, MASSIMO
 Distribuzione geografica
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Continente #
EU - Europa 3.539
NA - Nord America 2.677
AS - Asia 951
SA - Sud America 34
OC - Oceania 14
Continente sconosciuto - Info sul continente non disponibili 8
AF - Africa 5
Totale 7.228
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Nazione #
US - Stati Uniti d'America 2.497
IT - Italia 1.157
IE - Irlanda 744
CN - Cina 442
GB - Regno Unito 438
UA - Ucraina 408
DE - Germania 236
CA - Canada 176
TR - Turchia 149
SE - Svezia 144
FI - Finlandia 121
SG - Singapore 107
VN - Vietnam 101
HK - Hong Kong 76
BG - Bulgaria 64
FR - Francia 45
CH - Svizzera 30
CZ - Repubblica Ceca 29
BE - Belgio 23
IN - India 18
SK - Slovacchia (Repubblica Slovacca) 17
BR - Brasile 16
DK - Danimarca 15
CL - Cile 13
JP - Giappone 12
RO - Romania 11
AU - Australia 10
NL - Olanda 10
ID - Indonesia 9
MY - Malesia 8
EU - Europa 7
RU - Federazione Russa 7
GR - Grecia 6
IR - Iran 6
ES - Italia 5
LV - Lettonia 5
AT - Austria 4
NZ - Nuova Zelanda 4
PK - Pakistan 4
AE - Emirati Arabi Uniti 3
BY - Bielorussia 3
HR - Croazia 3
HU - Ungheria 3
KR - Corea 3
LU - Lussemburgo 3
PE - Perù 3
PT - Portogallo 3
IL - Israele 2
MX - Messico 2
NG - Nigeria 2
PL - Polonia 2
QA - Qatar 2
TW - Taiwan 2
A2 - ???statistics.table.value.countryCode.A2??? 1
AR - Argentina 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
PH - Filippine 1
RS - Serbia 1
SM - San Marino 1
TH - Thailandia 1
TM - Turkmenistan 1
UZ - Uzbekistan 1
Totale 7.228
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Città #
Dublin 741
Milan 451
Chandler 425
Jacksonville 338
Southend 247
Ann Arbor 194
Toronto 166
Dearborn 152
Beijing 108
Dong Ket 94
Redwood City 88
Wilmington 88
Lawrence 78
Izmir 73
Boston 72
Helsinki 70
Singapore 67
Mountain View 65
Hong Kong 61
Modena 58
Boardman 51
Rome 51
Woodstock 41
Hefei 34
Ashburn 33
Fairfield 33
New York 33
Woodbridge 32
Houston 28
Frankfurt am Main 27
Turin 24
Falls Church 18
Nanjing 18
Nanchang 16
Washington 16
Bratislava 15
Brussels 15
Kunming 15
Düsseldorf 14
Zhangzhou 14
Los Angeles 13
London 12
Pordenone 12
Seattle 11
Como 10
Guangzhou 10
Harbin 10
Naples 10
Palombara Sabina 10
Basel 9
Manchester 9
Shanghai 9
Brescia 8
Changsha 8
Jinan 8
Meda 8
Shenyang 8
Tappahannock 8
Claremont 7
Fremont 7
Fuzhou 7
Mumbai 7
Norwalk 7
Reggio Nell'emilia 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
Riga 5
Trieste 5
Viterbo 5
Brignano Gera D'adda 4
Cambridge 4
Central 4
Ceva 4
Chicago 4
Ottawa 4
Phoenix 4
Rho 4
Segrate 4
Verona 4
Zhengzhou 4
Agrate Brianza 3
Amsterdam 3
Atlanta 3
Bagarmossen 3
Baotou 3
Bermondsey 3
Borgo San Lorenzo 3
Bristol 3
Budapest 3
Chengdu 3
Totale 4.536
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Nome #
Essentials of time series for financial applications 591
Diamonds Are Forever, Wars Are Not. Is Conflict Bad for Private Firms? 258
Big data e sentiment analysis : il futuro dell'asset management 251
Asset-backed securities 212
Comparing in- and out-of-sample approaches to variance decomposition-based estimates of network connectedness an application to the Italian banking system 202
Preference Models in Portfolio Construction and Evaluation 166
Essentials of applied portfolio management 160
Can Funding Liquidity and Market Spillovers Help Forecast the Dynamics of Implied Volatility Surfaces? Evidence from Equity Index Options 143
Transmission channels of financial shocks to stock, bond, and asset-backed markets: An empirical model 120
Performance persistence and optimal asset allocation strategies 115
The impact of rating changes on stock markets:evidence from U.S. insurance and reinsurance firms 107
Markov Switching in Portfolio Choice and Asset Pricing Models: A Survey 101
The economic effects of violent conflict: evidence from asset market reactions 99
The impact of monetary policy on corporate bonds under regime shifts 99
How good can heuristic-based forecasts be? A comparative performance of econometric and heuristic models for UK and US asset returns 96
Can we forecast the implied volatility surface dynamics of equity options? Predictability and economic value tests 94
Ambiguity aversion and underdiversification 93
Estimating stochastic discount factor models with hidden regimes: Applications to commodity pricing 92
A yield spread perspective on the great financial crisis: Break-point test evidence 91
Can long-run dynamic optimal strategies outperform fixed-mix portfolios? Evidence from multiple data sets 91
The predictability of real estate excess returns: an out-of-sample economic value analysis 91
The robustness of the volatility factor: linear versus nonlinear factor model 90
A simple model of trading and pricing risky assets under ambiguity: any lessons for policy-makers? 90
Affiliated mutual funds and analyst optimism 86
Can linear predictability models time bull and bear real estate markets? Out-of-sample evidence from REIT portfolios 86
Detecting and exploiting regime switching ARCH dynamics in U.S. stock and bond returns 85
Linear and nonlinear predictability in investment style factors: multivariate evidence 84
Macroeconomic factors strike back: a bayesian change-point model of time-varying risk exposures and premia in the U.S. cross-section 84
Do Jumps Matter in Emerging Market Portfolio Strategies? 83
Asset allocation under multivariate regime switching 83
Alternative econometric implementations of multi-factor models of the U.S. financial markets 82
Identifying and measuring the contagion channels at work in the European financial crises 82
Diversifying in public real estate: The ex-post performance 81
Ambiguity in asset pricing and portfolio choice: a review of the literature 81
Forecasting commodity futures returns with stepwise regressions: do commodity-specific factors help? 81
Learning to smile: can rational learning explain predictable dynamics in the implied volatility surface? 79
Pricing S&P 500 index options: a conditional semi-nonparametric approach 76
International asset allocation under regime switching, skew, and kurtosis preferences 76
Predictable Dynamics in the S&P 500 Index Options Implied Volatility Surface 75
Equally weighted vs. long-run optimal portfolios 75
How did the financial crisis alter the correlations of U.S. yield spreads? 74
Markov Switching Models in Empirical Finance 74
Myths and Facts about the Alleged Over-Pricing of U.S. Real Estate 74
Dissecting the 2007-2009 real estate market bust: systematic pricing correction or just a housing fad? 74
Unconventional monetary policies and the corporate bond market 73
Cross-asset contagion in the financial crisis: a Bayesian time-varying parameter approach 73
Modeling systemic risk with Markov Switching Graphical SUR models 73
Volatility as an alternative asset class: does it improve portfolio performance? 72
Properties of equilibrium asset prices under alternative learning schemes 71
Time and risk diversification in real estate investments: assessing the ex post economic value 71
Can VAR models capture regime shifts in asset returns? A long-horizon strategic asset allocation perspective 70
The economic and statistical value of forecast combinations under regime switching: an application to predictable U.S. returns 70
Forecasting and trading monetary policy effects on the riskless yield curve with regime switching Nelson–Siegel models 68
The decline in the U.S. personal saving rate: is it real and is it a puzzle? 67
Markov switching mean-variance frontier dynamics: theory and international evidence 67
Markov Switching Dynamics in REIT Returns: Univariate and Multivariate Evidence on Forecasting Performance 67
Size and Value Anomalies under Regime Shifts 66
Equity portfolio diversification under time-varying predictability: Evidence from Ireland, the US, and the UK 66
Investing for the Long-run in European Real Estate 66
Small caps in international equity portfolios: the effects of variance risk 65
Monetary policy after the crisis: a threat to hedge funds' alphas? 64
Simple VARs cannot approximate Markov switching asset allocation decisions: An out-of-sample assessment 63
Time varying stock return predictability: Evidence from US sectors 62
Portfolio performance of linear SDF models: an out-of-sample assessment 62
Linear predictability vs. bull and bear market models in strategic asset allocation decisions: evidence from UK data 60
Arbitrage risk and a sentiment as causes of persistent mispricing: the European evidence 60
Predictions of short-term rates and the expectations hypothesis 60
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
Does the Macroeconomy Predict UK Asset Returns in a Nonlinear Fashion? Comprehensive Out-of-Sample Evidence 58
Sharpening the accuracy of credit scoring models with machine learning algorithms 56
Non-linear predictability in stock and bond returns: When and where is it exploitable? 55
Regime shifts in mean-variance efficient frontiers: Some international evidence 54
Forecasting Yield Spreads under Crisis-Induced Multiple Breakpoints 52
An empirical analysis of changes in the relative timeliness of issuer-paid vs. investor-paid ratings 52
Time-varying price discovery in sovereign credit markets 48
Media attention vs. sentiment as drivers of conditional volatility predictions: an application to Brexit 47
Mildly explosive dynamics in U.S. fixed income markets 44
The dynamics of returns predictability in cryptocurrency markets 35
Forecasting: theory and practice 34
Switching coefficients or automatic variable selection: an application in forecasting commodity returns 31
Can investors benefit from hedge fund strategies? Utility-based, out-of-sample evidence 25
The empirical performance of option implied volatility surface-driven optimal portfolios 14
Does the cost of private debt respond to monetary policy? Heteroskedasticity-based identification in a model with regimes 13
Totale 7.399
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Categoria #
all - tutte 31.124
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 31.124
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2019/20201.188 31 21 83 66 123 140 310 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
2024/202517 17 0 0 0 0 0 0 0 0 0 0 0
Totale 7.399