IRIS
GUIDOLIN, MASSIMO
 Distribuzione geografica
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Continente #
NA - Nord America 6.584
EU - Europa 6.538
AS - Asia 3.057
SA - Sud America 372
AF - Africa 117
OC - Oceania 20
Continente sconosciuto - Info sul continente non disponibili 9
Totale 16.697
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Nazione #
US - Stati Uniti d'America 6.288
IT - Italia 1.659
RU - Federazione Russa 1.550
CN - Cina 1.057
SG - Singapore 777
IE - Irlanda 753
FI - Finlandia 591
GB - Regno Unito 522
UA - Ucraina 420
VN - Vietnam 329
DE - Germania 315
BR - Brasile 284
HK - Hong Kong 239
CA - Canada 237
FR - Francia 167
TR - Turchia 164
SE - Svezia 157
IN - India 80
NL - Olanda 74
BD - Bangladesh 73
KR - Corea 73
ZA - Sudafrica 70
BG - Bulgaria 69
CH - Svizzera 43
MX - Messico 39
JP - Giappone 38
CZ - Repubblica Ceca 32
IQ - Iraq 29
BE - Belgio 27
IL - Israele 27
PK - Pakistan 26
PL - Polonia 24
AR - Argentina 23
ES - Italia 22
ID - Indonesia 22
CL - Cile 17
SK - Slovacchia (Repubblica Slovacca) 17
DK - Danimarca 16
MY - Malesia 16
AU - Australia 15
UZ - Uzbekistan 15
RO - Romania 14
MA - Marocco 13
AE - Emirati Arabi Uniti 12
CO - Colombia 12
JO - Giordania 10
KE - Kenya 10
PH - Filippine 10
TW - Taiwan 10
VE - Venezuela 10
IR - Iran 9
LT - Lituania 9
PE - Perù 9
AT - Austria 8
EC - Ecuador 8
PT - Portogallo 8
AZ - Azerbaigian 7
EU - Europa 7
GR - Grecia 7
SA - Arabia Saudita 7
LV - Lettonia 6
NG - Nigeria 6
HN - Honduras 5
HR - Croazia 5
OM - Oman 5
PY - Paraguay 5
RS - Serbia 5
BH - Bahrain 4
NZ - Nuova Zelanda 4
BJ - Benin 3
BY - Bielorussia 3
CI - Costa d'Avorio 3
ET - Etiopia 3
HU - Ungheria 3
KG - Kirghizistan 3
KZ - Kazakistan 3
LU - Lussemburgo 3
NO - Norvegia 3
UY - Uruguay 3
BB - Barbados 2
CR - Costa Rica 2
DO - Repubblica Dominicana 2
DZ - Algeria 2
GT - Guatemala 2
MD - Moldavia 2
QA - Qatar 2
TH - Thailandia 2
TM - Turkmenistan 2
TT - Trinidad e Tobago 2
A2 - ???statistics.table.value.countryCode.A2??? 1
AL - Albania 1
AO - Angola 1
BA - Bosnia-Erzegovina 1
BO - Bolivia 1
BW - Botswana 1
CG - Congo 1
EG - Egitto 1
GA - Gabon 1
GE - Georgia 1
KI - Kiribati 1
Totale 16.682
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Città #
Ashburn 813
Dublin 750
San Jose 636
Milan 619
Helsinki 528
Chandler 425
Dallas 360
Singapore 357
Hefei 356
Jacksonville 341
Moscow 324
Southend 247
Beijing 231
Hong Kong 212
Ann Arbor 195
Toronto 188
Council Bluffs 183
Dearborn 152
The Dalles 131
Rome 105
Edison 97
Dong Ket 94
Wilmington 90
Redwood City 88
Lauterbourg 82
Boston 80
Los Angeles 80
Ho Chi Minh City 79
Lawrence 79
New York 75
Izmir 73
Mountain View 65
Seoul 64
Modena 60
Boardman 58
Frankfurt am Main 57
Hanoi 57
Johannesburg 54
Atlanta 43
Houston 42
Woodstock 41
Fairfield 33
London 32
Woodbridge 32
São Paulo 30
Santa Clara 29
Turin 29
Manchester 25
Orem 25
Tel Aviv 25
Brooklyn 22
Tokyo 22
Washington 21
Brescia 19
Mexico City 19
Brussels 18
Falls Church 18
Montreal 18
Nanjing 18
Munich 17
Naples 17
Phoenix 17
Chicago 16
Nanchang 16
Seattle 16
Bratislava 15
Düsseldorf 15
Kunming 15
Shanghai 15
Da Nang 14
Warsaw 14
Zhangzhou 14
Amsterdam 13
Denver 13
Mumbai 13
Tashkent 13
Chennai 12
Pordenone 12
Stockholm 12
Falkenstein 11
Poplar 11
Trieste 11
Zurich 11
Como 10
Guangzhou 10
Harbin 10
Jakarta 10
Palombara Sabina 10
Rio de Janeiro 10
Amman 9
Baghdad 9
Basel 9
Bologna 9
Florence 9
Fuzhou 9
Santiago 9
Bergamo 8
Changsha 8
Fremont 8
Haiphong 8
Totale 9.534
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Nome #
Essentials of time series for financial applications 995
Predictive sorting of cryptocurrencies based on fundamentals and sentiment 922
Big data e sentiment analysis : il futuro dell'asset management 488
Comparing in- and out-of-sample approaches to variance decomposition-based estimates of network connectedness an application to the Italian banking system 387
Diamonds Are Forever, Wars Are Not. Is Conflict Bad for Private Firms? 379
Asset-backed securities 342
Essentials of applied portfolio management 283
Can Funding Liquidity and Market Spillovers Help Forecast the Dynamics of Implied Volatility Surfaces? Evidence from Equity Index Options 278
Asset allocation under multivariate regime switching 259
Preference Models in Portfolio Construction and Evaluation 229
The economic effects of violent conflict: evidence from asset market reactions 221
Can long-run dynamic optimal strategies outperform fixed-mix portfolios? Evidence from multiple data sets 209
The impact of monetary policy on corporate bonds under regime shifts 201
How good can heuristic-based forecasts be? A comparative performance of econometric and heuristic models for UK and US asset returns 200
Can linear predictability models time bull and bear real estate markets? Out-of-sample evidence from REIT portfolios 198
Can we forecast the implied volatility surface dynamics of equity options? Predictability and economic value tests 197
Estimating stochastic discount factor models with hidden regimes: Applications to commodity pricing 195
A simple model of trading and pricing risky assets under ambiguity: any lessons for policy-makers? 194
Forecasting: theory and practice 192
Detecting and exploiting regime switching ARCH dynamics in U.S. stock and bond returns 192
Markov Switching in Portfolio Choice and Asset Pricing Models: A Survey 191
Alternative econometric implementations of multi-factor models of the U.S. financial markets 191
Identifying and measuring the contagion channels at work in the European financial crises 190
Performance persistence and optimal asset allocation strategies 189
Macroeconomic factors strike back: a bayesian change-point model of time-varying risk exposures and premia in the U.S. cross-section 184
Ambiguity aversion and underdiversification 183
Ambiguity in asset pricing and portfolio choice: a review of the literature 183
A yield spread perspective on the great financial crisis: Break-point test evidence 182
Affiliated mutual funds and analyst optimism 178
Cross-asset contagion in the financial crisis: a Bayesian time-varying parameter approach 177
Modeling systemic risk with Markov Switching Graphical SUR models 175
Can VAR models capture regime shifts in asset returns? A long-horizon strategic asset allocation perspective 174
Sharpening the accuracy of credit scoring models with machine learning algorithms 173
Transmission channels of financial shocks to stock, bond, and asset-backed markets: An empirical model 170
Forecasting and trading monetary policy effects on the riskless yield curve with regime switching Nelson–Siegel models 170
Forecasting commodity futures returns with stepwise regressions: do commodity-specific factors help? 168
The predictability of real estate excess returns: an out-of-sample economic value analysis 164
The dynamics of returns predictability in cryptocurrency markets 163
Markov Switching Models in Empirical Finance 160
The robustness of the volatility factor: linear versus nonlinear factor model 157
The impact of rating changes on stock markets:evidence from U.S. insurance and reinsurance firms 155
Monetary policy after the crisis: a threat to hedge funds' alphas? 155
An empirical analysis of changes in the relative timeliness of issuer-paid vs. investor-paid ratings 154
Volatility as an alternative asset class: does it improve portfolio performance? 153
Arbitrage risk and a sentiment as causes of persistent mispricing: the European evidence 153
Linear and nonlinear predictability in investment style factors: multivariate evidence 152
Dissecting the 2007-2009 real estate market bust: systematic pricing correction or just a housing fad? 152
Do Jumps Matter in Emerging Market Portfolio Strategies? 147
Equally weighted vs. long-run optimal portfolios 143
Predictable Dynamics in the S&P 500 Index Options Implied Volatility Surface 142
Diversifying in public real estate: The ex-post performance 141
Myths and Facts about the Alleged Over-Pricing of U.S. Real Estate 141
Size and Value Anomalies under Regime Shifts 138
Time and risk diversification in real estate investments: assessing the ex post economic value 138
Time-varying price discovery in sovereign credit markets 138
How did the financial crisis alter the correlations of U.S. yield spreads? 137
Simple VARs cannot approximate Markov switching asset allocation decisions: An out-of-sample assessment 137
The economic and statistical value of forecast combinations under regime switching: an application to predictable U.S. returns 135
Unconventional monetary policies and the corporate bond market 132
Properties of equilibrium asset prices under alternative learning schemes 132
Media attention vs. sentiment as drivers of conditional volatility predictions: an application to Brexit 132
New ESG rating drivers in the cross‐section of European stock returns 131
Linear predictability vs. bull and bear market models in strategic asset allocation decisions: evidence from UK data 131
Investing for the Long-run in European Real Estate 129
Markov Switching Dynamics in REIT Returns: Univariate and Multivariate Evidence on Forecasting Performance 129
Switching coefficients or automatic variable selection: an application in forecasting commodity returns 128
Learning to smile: can rational learning explain predictable dynamics in the implied volatility surface? 128
The decline in the U.S. personal saving rate: is it real and is it a puzzle? 127
Markov switching mean-variance frontier dynamics: theory and international evidence 127
Pricing S&P 500 index options: a conditional semi-nonparametric approach 127
Does the cost of private debt respond to monetary policy? Heteroskedasticity-based identification in a model with regimes 126
International asset allocation under regime switching, skew, and kurtosis preferences 126
Equity portfolio diversification under time-varying predictability: Evidence from Ireland, the US, and the UK 123
Portfolio performance of linear SDF models: an out-of-sample assessment 123
Small caps in international equity portfolios: the effects of variance risk 123
Can investors benefit from hedge fund strategies? Utility-based, out-of-sample evidence 122
Regime shifts in mean-variance efficient frontiers: Some international evidence 121
Time varying stock return predictability: Evidence from US sectors 121
What tames the Celtic Tiger? Portfolio implications from a multivariate Markov switching model 120
Does the Macroeconomy Predict UK Asset Returns in a Nonlinear Fashion? Comprehensive Out-of-Sample Evidence 118
Non-linear predictability in stock and bond returns: When and where is it exploitable? 117
Machine learning in portfolio decisions 114
Forecasting the CBOE VIX and SKEW Indices Using Heterogeneous Autoregressive Models 113
Forecasts of US short-term interest rates: A flexible forecast combination approach 111
Mildly explosive dynamics in U.S. fixed income markets 107
Forecasting Yield Spreads under Crisis-Induced Multiple Breakpoints 106
Predictions of short-term rates and the expectations hypothesis 105
Do US active mutual funds make good of their ESG promises? Evidence from portfolio holdings 104
The empirical performance of option implied volatility surface-driven optimal portfolios 103
Strong vs. stable: the impact of ESG ratings momentum and their volatility on the cost of equity capital 93
Time-varying risk aversion and international stock returns 77
How and When Are Cryptocurrency Predictable? Backtesting Their Portfolio Economic Value 70
Factor Investing in Real Estate: The Performance of Smart Beta Strategies 66
Forecasting Asset Returns Using Nelson–Siegel Factors Estimated from the US Yield Curve 48
Understanding the Factors Driving the Demand of Structured Investment Products 43
Factor exposures of hedge fund strategies and unconventional monetary policy shocks 36
The pricing of biodiversity risk in commodity markets 35
Totale 16.918
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Categoria #
all - tutte 65.510
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 65.510
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
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
2025/20266.751 349 747 161 453 441 253 892 807 1.716 626 206 100
2026/20271.207 1.207 0 0 0 0 0 0 0 0 0 0 0
Totale 16.918