IRIS
GUIDOLIN, MASSIMO
 Distribuzione geografica
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Continente #
EU - Europa 3.469
NA - Nord America 2.662
AS - Asia 739
SA - Sud America 34
OC - Oceania 14
Continente sconosciuto - Info sul continente non disponibili 8
AF - Africa 5
Totale 6.931
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Nazione #
US - Stati Uniti d'America 2.483
IT - Italia 1.097
IE - Irlanda 744
GB - Regno Unito 434
CN - Cina 410
UA - Ucraina 408
DE - Germania 233
CA - Canada 176
SE - Svezia 144
FI - Finlandia 121
VN - Vietnam 101
TR - Turchia 81
HK - Hong Kong 74
BG - Bulgaria 64
FR - Francia 45
CH - Svizzera 30
CZ - Repubblica Ceca 28
BE - Belgio 22
SK - Slovacchia (Repubblica Slovacca) 17
BR - Brasile 16
IN - India 16
DK - Danimarca 15
CL - Cile 13
JP - Giappone 11
RO - Romania 11
AU - Australia 10
NL - Olanda 10
MY - Malesia 8
EU - Europa 7
GR - Grecia 6
IR - Iran 6
RU - Federazione Russa 6
SG - Singapore 6
ES - Italia 5
LV - Lettonia 5
AT - Austria 4
ID - Indonesia 4
NZ - Nuova Zelanda 4
AE - Emirati Arabi Uniti 3
BY - Bielorussia 3
HR - Croazia 3
HU - Ungheria 3
KR - Corea 3
LU - Lussemburgo 3
PE - Perù 3
PK - Pakistan 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
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 6.931
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Città #
Dublin 741
Milan 438
Chandler 425
Jacksonville 338
Southend 247
Ann Arbor 194
Toronto 166
Dearborn 152
Beijing 106
Dong Ket 94
Redwood City 88
Wilmington 88
Lawrence 78
Izmir 73
Boston 72
Helsinki 70
Mountain View 65
Hong Kong 61
Modena 58
Boardman 51
Woodstock 41
Rome 40
Hefei 34
Ashburn 33
Fairfield 33
New York 33
Woodbridge 32
Houston 28
Frankfurt am Main 27
Turin 21
Falls Church 18
Nanjing 18
Nanchang 16
Bratislava 15
Kunming 15
Washington 15
Brussels 14
Düsseldorf 14
Zhangzhou 14
London 12
Pordenone 12
Seattle 11
Como 10
Harbin 10
Naples 10
Palombara Sabina 10
Basel 9
Shanghai 9
Brescia 8
Changsha 8
Guangzhou 8
Jinan 8
Manchester 8
Meda 8
Shenyang 8
Tappahannock 8
Claremont 7
Fremont 7
Fuzhou 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
Los Angeles 5
Mumbai 5
Riga 5
Trieste 5
Brignano Gera D'adda 4
Cambridge 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
Central 3
Chengdu 3
Chislehurst 3
Copenhagen 3
Totale 4.425
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Nome #
Essentials of time series for financial applications 551
Diamonds Are Forever, Wars Are Not. Is Conflict Bad for Private Firms? 255
Big data e sentiment analysis : il futuro dell'asset management 232
Asset-backed securities 203
Comparing in- and out-of-sample approaches to variance decomposition-based estimates of network connectedness an application to the Italian banking system 190
Preference Models in Portfolio Construction and Evaluation 163
Essentials of applied portfolio management 155
Can Funding Liquidity and Market Spillovers Help Forecast the Dynamics of Implied Volatility Surfaces? Evidence from Equity Index Options 138
Transmission channels of financial shocks to stock, bond, and asset-backed markets: An empirical model 117
Performance persistence and optimal asset allocation strategies 114
The impact of rating changes on stock markets:evidence from U.S. insurance and reinsurance firms 104
Markov Switching in Portfolio Choice and Asset Pricing Models: A Survey 97
The impact of monetary policy on corporate bonds under regime shifts 96
The economic effects of violent conflict: evidence from asset market reactions 94
How good can heuristic-based forecasts be? A comparative performance of econometric and heuristic models for UK and US asset returns 94
Ambiguity aversion and underdiversification 91
Can we forecast the implied volatility surface dynamics of equity options? Predictability and economic value tests 91
Can long-run dynamic optimal strategies outperform fixed-mix portfolios? Evidence from multiple data sets 88
The robustness of the volatility factor: linear versus nonlinear factor model 88
Estimating stochastic discount factor models with hidden regimes: Applications to commodity pricing 88
The predictability of real estate excess returns: an out-of-sample economic value analysis 88
A yield spread perspective on the great financial crisis: Break-point test evidence 87
A simple model of trading and pricing risky assets under ambiguity: any lessons for policy-makers? 87
Affiliated mutual funds and analyst optimism 85
Can linear predictability models time bull and bear real estate markets? Out-of-sample evidence from REIT portfolios 84
Linear and nonlinear predictability in investment style factors: multivariate evidence 82
Do Jumps Matter in Emerging Market Portfolio Strategies? 81
Asset allocation under multivariate regime switching 81
Detecting and exploiting regime switching ARCH dynamics in U.S. stock and bond returns 81
Macroeconomic factors strike back: a bayesian change-point model of time-varying risk exposures and premia in the U.S. cross-section 81
Diversifying in public real estate: The ex-post performance 79
Identifying and measuring the contagion channels at work in the European financial crises 79
Alternative econometric implementations of multi-factor models of the U.S. financial markets 78
Ambiguity in asset pricing and portfolio choice: a review of the literature 78
Forecasting commodity futures returns with stepwise regressions: do commodity-specific factors help? 78
Learning to smile: can rational learning explain predictable dynamics in the implied volatility surface? 75
Equally weighted vs. long-run optimal portfolios 75
International asset allocation under regime switching, skew, and kurtosis preferences 75
Predictable Dynamics in the S&P 500 Index Options Implied Volatility Surface 73
Pricing S&P 500 index options: a conditional semi-nonparametric approach 73
Markov Switching Models in Empirical Finance 72
Myths and Facts about the Alleged Over-Pricing of U.S. Real Estate 72
Unconventional monetary policies and the corporate bond market 71
Cross-asset contagion in the financial crisis: a Bayesian time-varying parameter approach 71
Modeling systemic risk with Markov Switching Graphical SUR models 71
Dissecting the 2007-2009 real estate market bust: systematic pricing correction or just a housing fad? 70
How did the financial crisis alter the correlations of U.S. yield spreads? 69
Properties of equilibrium asset prices under alternative learning schemes 69
Volatility as an alternative asset class: does it improve portfolio performance? 69
Time and risk diversification in real estate investments: assessing the ex post economic value 69
Forecasting and trading monetary policy effects on the riskless yield curve with regime switching Nelson–Siegel models 68
Can VAR models capture regime shifts in asset returns? A long-horizon strategic asset allocation perspective 67
The economic and statistical value of forecast combinations under regime switching: an application to predictable U.S. returns 67
Markov Switching Dynamics in REIT Returns: Univariate and Multivariate Evidence on Forecasting Performance 65
Size and Value Anomalies under Regime Shifts 64
Equity portfolio diversification under time-varying predictability: Evidence from Ireland, the US, and the UK 64
The decline in the U.S. personal saving rate: is it real and is it a puzzle? 64
Investing for the Long-run in European Real Estate 64
Markov switching mean-variance frontier dynamics: theory and international evidence 64
Small caps in international equity portfolios: the effects of variance risk 64
Monetary policy after the crisis: a threat to hedge funds' alphas? 61
Time varying stock return predictability: Evidence from US sectors 60
Simple VARs cannot approximate Markov switching asset allocation decisions: An out-of-sample assessment 60
Portfolio performance of linear SDF models: an out-of-sample assessment 59
Linear predictability vs. bull and bear market models in strategic asset allocation decisions: evidence from UK data 58
Predictions of short-term rates and the expectations hypothesis 58
What tames the Celtic Tiger? Portfolio implications from a multivariate Markov switching model 57
Does the Macroeconomy Predict UK Asset Returns in a Nonlinear Fashion? Comprehensive Out-of-Sample Evidence 57
Forecasts of US short-term interest rates: A flexible forecast combination approach 56
Arbitrage risk and a sentiment as causes of persistent mispricing: the European evidence 56
Non-linear predictability in stock and bond returns: When and where is it exploitable? 53
Regime shifts in mean-variance efficient frontiers: Some international evidence 52
Sharpening the accuracy of credit scoring models with machine learning algorithms 52
Forecasting Yield Spreads under Crisis-Induced Multiple Breakpoints 50
An empirical analysis of changes in the relative timeliness of issuer-paid vs. investor-paid ratings 50
Time-varying price discovery in sovereign credit markets 45
Media attention vs. sentiment as drivers of conditional volatility predictions: an application to Brexit 43
Mildly explosive dynamics in U.S. fixed income markets 42
The dynamics of returns predictability in cryptocurrency markets 32
Switching coefficients or automatic variable selection: an application in forecasting commodity returns 29
Forecasting: theory and practice 29
Can investors benefit from hedge fund strategies? Utility-based, out-of-sample evidence 17
The empirical performance of option implied volatility surface-driven optimal portfolios 11
Does the cost of private debt respond to monetary policy? Heteroskedasticity-based identification in a model with regimes 10
Totale 7.100
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Categoria #
all - tutte 27.245
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 27.245
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2018/2019149 0 0 0 0 0 0 0 0 0 14 25 110
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
2023/2024962 87 77 102 34 114 78 132 262 40 36 0 0
Totale 7.100