IRIS
GUIDOLIN, MASSIMO
 Distribuzione geografica
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Continente #
EU - Europa 3.978
NA - Nord America 2.752
AS - Asia 1.386
SA - Sud America 86
OC - Oceania 18
AF - Africa 16
Continente sconosciuto - Info sul continente non disponibili 8
Totale 8.244
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Nazione #
US - Stati Uniti d'America 2.559
IT - Italia 1.296
IE - Irlanda 745
CN - Cina 479
GB - Regno Unito 448
UA - Ucraina 410
SG - Singapore 361
DE - Germania 260
RU - Federazione Russa 212
CA - Canada 186
HK - Hong Kong 180
TR - Turchia 154
SE - Svezia 144
FI - Finlandia 130
VN - Vietnam 101
BG - Bulgaria 64
BR - Brasile 62
FR - Francia 46
CH - Svizzera 37
NL - Olanda 36
CZ - Repubblica Ceca 31
BE - Belgio 26
IN - India 20
ID - Indonesia 17
SK - Slovacchia (Repubblica Slovacca) 17
DK - Danimarca 15
JP - Giappone 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
AT - Austria 5
LV - Lettonia 5
PK - Pakistan 5
PT - Portogallo 5
TW - Taiwan 5
MA - Marocco 4
MX - Messico 4
NZ - Nuova Zelanda 4
PL - Polonia 4
AR - Argentina 3
BY - Bielorussia 3
HR - Croazia 3
HU - Ungheria 3
KR - Corea 3
LT - Lituania 3
LU - Lussemburgo 3
PE - Perù 3
PH - Filippine 3
VE - Venezuela 3
ZA - Sudafrica 3
BJ - Benin 2
IL - Israele 2
KE - Kenya 2
KG - Kirghizistan 2
NG - Nigeria 2
QA - Qatar 2
TM - Turkmenistan 2
A2 - ???statistics.table.value.countryCode.A2??? 1
BD - Bangladesh 1
BH - Bahrain 1
CG - Congo 1
CO - Colombia 1
CR - Costa Rica 1
DO - Repubblica Dominicana 1
DZ - Algeria 1
HN - Honduras 1
JO - Giordania 1
LA - Repubblica Popolare Democratica del Laos 1
MZ - Mozambico 1
NO - Norvegia 1
OM - Oman 1
PY - Paraguay 1
RS - Serbia 1
SM - San Marino 1
TH - Thailandia 1
Totale 8.244
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Città #
Dublin 742
Milan 502
Chandler 425
Jacksonville 338
Southend 247
Singapore 199
Ann Arbor 194
Toronto 173
Hong Kong 165
Dearborn 152
Beijing 109
Dong Ket 94
Redwood City 88
Wilmington 88
Rome 80
Helsinki 78
Lawrence 78
Izmir 73
Boston 72
Mountain View 65
Modena 58
Boardman 51
Moscow 47
Woodstock 41
Ashburn 36
Hefei 34
New York 34
Fairfield 33
Frankfurt am Main 33
Woodbridge 32
Houston 28
Los Angeles 27
Turin 25
Brussels 18
Falls Church 18
Nanjing 18
London 17
Nanchang 16
Washington 16
Bratislava 15
Kunming 15
Düsseldorf 14
Zhangzhou 14
Brescia 13
Pordenone 12
Falkenstein 11
Seattle 11
Como 10
Guangzhou 10
Harbin 10
Naples 10
Palombara Sabina 10
Basel 9
Fuzhou 9
Jakarta 9
Manchester 9
Shanghai 9
São Paulo 9
Tashkent 9
Changsha 8
Jinan 8
Meda 8
Shenyang 8
Tappahannock 8
Claremont 7
Fremont 7
Mumbai 7
Norwalk 7
Ottawa 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
Amsterdam 5
Athens 5
Bergamo 5
Bloomington 5
Dörentrup 5
Hamburg 5
Riga 5
Rio de Janeiro 5
Taipei 5
Trieste 5
Viterbo 5
Brignano Gera D'adda 4
Cambridge 4
Central 4
Ceva 4
Chicago 4
Council Bluffs 4
Dubai 4
Parma 4
Perugia 4
Phoenix 4
Totale 4.995
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Nome #
Essentials of time series for financial applications 710
Big data e sentiment analysis : il futuro dell'asset management 333
Diamonds Are Forever, Wars Are Not. Is Conflict Bad for Private Firms? 268
Asset-backed securities 225
Comparing in- and out-of-sample approaches to variance decomposition-based estimates of network connectedness an application to the Italian banking system 221
Preference Models in Portfolio Construction and Evaluation 171
Essentials of applied portfolio management 167
Can Funding Liquidity and Market Spillovers Help Forecast the Dynamics of Implied Volatility Surfaces? Evidence from Equity Index Options 159
Transmission channels of financial shocks to stock, bond, and asset-backed markets: An empirical model 126
Performance persistence and optimal asset allocation strategies 122
Markov Switching in Portfolio Choice and Asset Pricing Models: A Survey 118
The impact of rating changes on stock markets:evidence from U.S. insurance and reinsurance firms 114
The economic effects of violent conflict: evidence from asset market reactions 107
Can we forecast the implied volatility surface dynamics of equity options? Predictability and economic value tests 106
The impact of monetary policy on corporate bonds under regime shifts 105
How good can heuristic-based forecasts be? A comparative performance of econometric and heuristic models for UK and US asset returns 105
Ambiguity aversion and underdiversification 103
Can long-run dynamic optimal strategies outperform fixed-mix portfolios? Evidence from multiple data sets 102
A simple model of trading and pricing risky assets under ambiguity: any lessons for policy-makers? 102
A yield spread perspective on the great financial crisis: Break-point test evidence 100
Can linear predictability models time bull and bear real estate markets? Out-of-sample evidence from REIT portfolios 99
The robustness of the volatility factor: linear versus nonlinear factor model 98
The predictability of real estate excess returns: an out-of-sample economic value analysis 98
Estimating stochastic discount factor models with hidden regimes: Applications to commodity pricing 97
Affiliated mutual funds and analyst optimism 95
Macroeconomic factors strike back: a bayesian change-point model of time-varying risk exposures and premia in the U.S. cross-section 95
Do Jumps Matter in Emerging Market Portfolio Strategies? 93
Identifying and measuring the contagion channels at work in the European financial crises 93
Ambiguity in asset pricing and portfolio choice: a review of the literature 93
Linear and nonlinear predictability in investment style factors: multivariate evidence 92
Asset allocation under multivariate regime switching 91
Detecting and exploiting regime switching ARCH dynamics in U.S. stock and bond returns 91
Markov Switching Models in Empirical Finance 91
Learning to smile: can rational learning explain predictable dynamics in the implied volatility surface? 88
Alternative econometric implementations of multi-factor models of the U.S. financial markets 87
Myths and Facts about the Alleged Over-Pricing of U.S. Real Estate 87
Volatility as an alternative asset class: does it improve portfolio performance? 87
Forecasting commodity futures returns with stepwise regressions: do commodity-specific factors help? 87
Diversifying in public real estate: The ex-post performance 85
International asset allocation under regime switching, skew, and kurtosis preferences 84
How did the financial crisis alter the correlations of U.S. yield spreads? 83
Pricing S&P 500 index options: a conditional semi-nonparametric approach 83
Dissecting the 2007-2009 real estate market bust: systematic pricing correction or just a housing fad? 82
Modeling systemic risk with Markov Switching Graphical SUR models 82
Predictable Dynamics in the S&P 500 Index Options Implied Volatility Surface 81
Equally weighted vs. long-run optimal portfolios 81
Cross-asset contagion in the financial crisis: a Bayesian time-varying parameter approach 81
Time and risk diversification in real estate investments: assessing the ex post economic value 81
Unconventional monetary policies and the corporate bond market 80
Can VAR models capture regime shifts in asset returns? A long-horizon strategic asset allocation perspective 79
Properties of equilibrium asset prices under alternative learning schemes 79
The economic and statistical value of forecast combinations under regime switching: an application to predictable U.S. returns 78
Simple VARs cannot approximate Markov switching asset allocation decisions: An out-of-sample assessment 78
Investing for the Long-run in European Real Estate 76
Monetary policy after the crisis: a threat to hedge funds' alphas? 76
Equity portfolio diversification under time-varying predictability: Evidence from Ireland, the US, and the UK 75
The decline in the U.S. personal saving rate: is it real and is it a puzzle? 75
Linear predictability vs. bull and bear market models in strategic asset allocation decisions: evidence from UK data 75
Markov switching mean-variance frontier dynamics: theory and international evidence 74
Forecasting and trading monetary policy effects on the riskless yield curve with regime switching Nelson–Siegel models 74
Markov Switching Dynamics in REIT Returns: Univariate and Multivariate Evidence on Forecasting Performance 74
Small caps in international equity portfolios: the effects of variance risk 74
Size and Value Anomalies under Regime Shifts 72
Sharpening the accuracy of credit scoring models with machine learning algorithms 71
Time varying stock return predictability: Evidence from US sectors 70
Does the Macroeconomy Predict UK Asset Returns in a Nonlinear Fashion? Comprehensive Out-of-Sample Evidence 69
Portfolio performance of linear SDF models: an out-of-sample assessment 69
Arbitrage risk and a sentiment as causes of persistent mispricing: the European evidence 68
Predictions of short-term rates and the expectations hypothesis 67
Non-linear predictability in stock and bond returns: When and where is it exploitable? 66
Forecasting Yield Spreads under Crisis-Induced Multiple Breakpoints 65
Forecasts of US short-term interest rates: A flexible forecast combination approach 65
What tames the Celtic Tiger? Portfolio implications from a multivariate Markov switching model 64
An empirical analysis of changes in the relative timeliness of issuer-paid vs. investor-paid ratings 63
Regime shifts in mean-variance efficient frontiers: Some international evidence 61
Media attention vs. sentiment as drivers of conditional volatility predictions: an application to Brexit 58
Time-varying price discovery in sovereign credit markets 55
Mildly explosive dynamics in U.S. fixed income markets 53
Forecasting: theory and practice 52
The dynamics of returns predictability in cryptocurrency markets 49
Switching coefficients or automatic variable selection: an application in forecasting commodity returns 42
Can investors benefit from hedge fund strategies? Utility-based, out-of-sample evidence 36
Does the cost of private debt respond to monetary policy? Heteroskedasticity-based identification in a model with regimes 30
The empirical performance of option implied volatility surface-driven optimal portfolios 27
Machine Learning in Portfolio Decisions 9
Strong vs. stable: the impact of ESG ratings momentum and their volatility on the cost of equity capital 9
Do US Active Mutual Funds Make Good of Their ESG Promises? Evidence from Portfolio Holdings 8
Time-varying risk aversion and international stock returns 6
New ESG rating drivers in the cross‐section of European stock returns 6
Forecasting the CBOE VIX and SKEW Indices Using Heterogeneous Autoregressive Models 6
Totale 8.432
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Categoria #
all - tutte 39.495
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 39.495
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2019/2020320 0 0 0 0 0 0 0 0 127 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
2024/20251.050 43 31 58 34 83 50 164 161 426 0 0 0
Totale 8.432