IRIS
GUIDOLIN, MASSIMO
 Distribuzione geografica
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Continente #
EU - Europa 4.029
NA - Nord America 2.856
AS - Asia 1.432
SA - Sud America 143
AF - Africa 18
OC - Oceania 18
Continente sconosciuto - Info sul continente non disponibili 9
Totale 8.505
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Nazione #
US - Stati Uniti d'America 2.659
IT - Italia 1.328
IE - Irlanda 745
CN - Cina 481
GB - Regno Unito 451
UA - Ucraina 410
SG - Singapore 369
DE - Germania 263
RU - Federazione Russa 213
CA - Canada 188
HK - Hong Kong 186
TR - Turchia 154
SE - Svezia 144
FI - Finlandia 132
BR - Brasile 119
VN - Vietnam 101
BG - Bulgaria 65
FR - Francia 46
NL - Olanda 44
CH - Svizzera 37
CZ - Repubblica Ceca 31
IL - Israele 27
BE - Belgio 26
IN - India 20
ID - Indonesia 17
SK - Slovacchia (Repubblica Slovacca) 17
DK - Danimarca 16
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
MX - Messico 6
AT - Austria 5
LV - Lettonia 5
MA - Marocco 5
PK - Pakistan 5
PT - Portogallo 5
TW - Taiwan 5
NZ - Nuova Zelanda 4
PL - Polonia 4
ZA - Sudafrica 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
AZ - Azerbaigian 2
BD - Bangladesh 2
BH - Bahrain 2
BJ - Benin 2
KE - Kenya 2
KG - Kirghizistan 2
NG - Nigeria 2
QA - Qatar 2
TM - Turkmenistan 2
A2 - ???statistics.table.value.countryCode.A2??? 1
CG - Congo 1
CO - Colombia 1
CR - Costa Rica 1
DO - Repubblica Dominicana 1
DZ - Algeria 1
HN - Honduras 1
IQ - Iraq 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
XK - ???statistics.table.value.countryCode.XK??? 1
Totale 8.505
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Città #
Dublin 742
Milan 513
Chandler 425
Jacksonville 338
Southend 247
Singapore 203
Ann Arbor 194
Toronto 173
Hong Kong 167
Dearborn 152
Beijing 110
The Dalles 95
Dong Ket 94
Redwood City 88
Wilmington 88
Rome 82
Helsinki 78
Lawrence 78
Izmir 73
Boston 72
Mountain View 65
Modena 58
Boardman 51
Moscow 48
Woodstock 41
Ashburn 36
Frankfurt am Main 34
Hefei 34
New York 34
Fairfield 33
Woodbridge 32
Houston 28
Los Angeles 28
Turin 26
Tel Aviv 25
Brussels 18
Falls Church 18
Nanjing 18
London 17
Nanchang 16
Washington 16
Bratislava 15
Brescia 15
Düsseldorf 15
Kunming 15
Zhangzhou 14
Pordenone 12
Falkenstein 11
Seattle 11
São Paulo 11
Como 10
Guangzhou 10
Harbin 10
Manchester 10
Naples 10
Palombara Sabina 10
Basel 9
Fuzhou 9
Jakarta 9
Shanghai 9
Tashkent 9
Bergamo 8
Changsha 8
Jinan 8
Meda 8
Shenyang 8
Tappahannock 8
Claremont 7
Fremont 7
Mumbai 7
Norwalk 7
Ottawa 7
Reggio Nell'emilia 7
Rio de Janeiro 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
Bloomington 5
Dörentrup 5
Hamburg 5
Riga 5
Taipei 5
Trieste 5
Viterbo 5
Brignano Gera D'adda 4
Cambridge 4
Central 4
Ceva 4
Chicago 4
Copenhagen 4
Council Bluffs 4
Dubai 4
Totale 5.142
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Nome #
Essentials of time series for financial applications 739
Big data e sentiment analysis : il futuro dell'asset management 344
Diamonds Are Forever, Wars Are Not. Is Conflict Bad for Private Firms? 272
Asset-backed securities 227
Comparing in- and out-of-sample approaches to variance decomposition-based estimates of network connectedness an application to the Italian banking system 225
Preference Models in Portfolio Construction and Evaluation 171
Essentials of applied portfolio management 171
Can Funding Liquidity and Market Spillovers Help Forecast the Dynamics of Implied Volatility Surfaces? Evidence from Equity Index Options 164
Transmission channels of financial shocks to stock, bond, and asset-backed markets: An empirical model 128
Markov Switching in Portfolio Choice and Asset Pricing Models: A Survey 125
Performance persistence and optimal asset allocation strategies 125
The impact of rating changes on stock markets:evidence from U.S. insurance and reinsurance firms 115
The impact of monetary policy on corporate bonds under regime shifts 112
The economic effects of violent conflict: evidence from asset market reactions 110
How good can heuristic-based forecasts be? A comparative performance of econometric and heuristic models for UK and US asset returns 109
Can we forecast the implied volatility surface dynamics of equity options? Predictability and economic value tests 108
A simple model of trading and pricing risky assets under ambiguity: any lessons for policy-makers? 107
Ambiguity aversion and underdiversification 105
Estimating stochastic discount factor models with hidden regimes: Applications to commodity pricing 103
Can long-run dynamic optimal strategies outperform fixed-mix portfolios? Evidence from multiple data sets 102
The predictability of real estate excess returns: an out-of-sample economic value analysis 102
A yield spread perspective on the great financial crisis: Break-point test evidence 101
Can linear predictability models time bull and bear real estate markets? Out-of-sample evidence from REIT portfolios 100
Identifying and measuring the contagion channels at work in the European financial crises 99
The robustness of the volatility factor: linear versus nonlinear factor model 98
Volatility as an alternative asset class: does it improve portfolio performance? 98
Detecting and exploiting regime switching ARCH dynamics in U.S. stock and bond returns 96
Macroeconomic factors strike back: a bayesian change-point model of time-varying risk exposures and premia in the U.S. cross-section 96
Affiliated mutual funds and analyst optimism 95
Do Jumps Matter in Emerging Market Portfolio Strategies? 94
Linear and nonlinear predictability in investment style factors: multivariate evidence 94
Markov Switching Models in Empirical Finance 94
Ambiguity in asset pricing and portfolio choice: a review of the literature 94
Asset allocation under multivariate regime switching 93
Alternative econometric implementations of multi-factor models of the U.S. financial markets 92
Learning to smile: can rational learning explain predictable dynamics in the implied volatility surface? 90
Forecasting commodity futures returns with stepwise regressions: do commodity-specific factors help? 90
Cross-asset contagion in the financial crisis: a Bayesian time-varying parameter approach 88
Myths and Facts about the Alleged Over-Pricing of U.S. Real Estate 87
How did the financial crisis alter the correlations of U.S. yield spreads? 86
Can VAR models capture regime shifts in asset returns? A long-horizon strategic asset allocation perspective 86
International asset allocation under regime switching, skew, and kurtosis preferences 86
Diversifying in public real estate: The ex-post performance 85
Pricing S&P 500 index options: a conditional semi-nonparametric approach 84
Equally weighted vs. long-run optimal portfolios 83
Predictable Dynamics in the S&P 500 Index Options Implied Volatility Surface 82
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
Time and risk diversification in real estate investments: assessing the ex post economic value 82
The economic and statistical value of forecast combinations under regime switching: an application to predictable U.S. returns 81
Monetary policy after the crisis: a threat to hedge funds' alphas? 81
Unconventional monetary policies and the corporate bond market 80
Properties of equilibrium asset prices under alternative learning schemes 79
Simple VARs cannot approximate Markov switching asset allocation decisions: An out-of-sample assessment 79
Sharpening the accuracy of credit scoring models with machine learning algorithms 79
Investing for the Long-run in European Real Estate 78
Linear predictability vs. bull and bear market models in strategic asset allocation decisions: evidence from UK data 78
Forecasting and trading monetary policy effects on the riskless yield curve with regime switching Nelson–Siegel models 78
Markov switching mean-variance frontier dynamics: theory and international evidence 77
The decline in the U.S. personal saving rate: is it real and is it a puzzle? 76
Equity portfolio diversification under time-varying predictability: Evidence from Ireland, the US, and the UK 75
Markov Switching Dynamics in REIT Returns: Univariate and Multivariate Evidence on Forecasting Performance 75
Small caps in international equity portfolios: the effects of variance risk 75
Size and Value Anomalies under Regime Shifts 73
Time varying stock return predictability: Evidence from US sectors 71
Does the Macroeconomy Predict UK Asset Returns in a Nonlinear Fashion? Comprehensive Out-of-Sample Evidence 70
An empirical analysis of changes in the relative timeliness of issuer-paid vs. investor-paid ratings 70
Arbitrage risk and a sentiment as causes of persistent mispricing: the European evidence 70
Portfolio performance of linear SDF models: an out-of-sample assessment 69
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
What tames the Celtic Tiger? Portfolio implications from a multivariate Markov switching model 66
Forecasts of US short-term interest rates: A flexible forecast combination approach 66
Forecasting Yield Spreads under Crisis-Induced Multiple Breakpoints 65
Media attention vs. sentiment as drivers of conditional volatility predictions: an application to Brexit 65
Time-varying price discovery in sovereign credit markets 62
Regime shifts in mean-variance efficient frontiers: Some international evidence 61
The dynamics of returns predictability in cryptocurrency markets 55
Forecasting: theory and practice 55
Mildly explosive dynamics in U.S. fixed income markets 54
Switching coefficients or automatic variable selection: an application in forecasting commodity returns 44
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 33
The empirical performance of option implied volatility surface-driven optimal portfolios 28
Strong vs. stable: the impact of ESG ratings momentum and their volatility on the cost of equity capital 13
Time-varying risk aversion and international stock returns 12
Machine learning in portfolio decisions 12
Do US active mutual funds make good of their ESG promises? Evidence from portfolio holdings 11
Forecasting the CBOE VIX and SKEW Indices Using Heterogeneous Autoregressive Models 10
New ESG rating drivers in the cross‐section of European stock returns 7
Totale 8.703
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Categoria #
all - tutte 41.320
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 41.320
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2019/2020140 0 0 0 0 0 0 0 0 0 0 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
2024/20251.321 43 31 58 34 83 50 164 161 439 181 77 0
Totale 8.703