GUIDOLIN, MASSIMO
GUIDOLIN, MASSIMO
Dipartimento di Finanza
A simple model of trading and pricing risky assets under ambiguity: any lessons for policy-makers?
2010 Guidolin, Massimo; F., Rinaldi
A yield spread perspective on the great financial crisis: Break-point test evidence
2013 Guidolin, Massimo; Yu Man, Tam
Affiliated mutual funds and analyst optimism
2009 Guidolin, Massimo; S., Mola
Alternative econometric implementations of multi-factor models of the U.S. financial markets
2013 Guidolin, Massimo; Francesco, Ravazzolo; Andrea Donato, Tortora
Ambiguity aversion and underdiversification
2016 Guidolin, Massimo; Liu, Hening
Ambiguity in asset pricing and portfolio choice: a review of the literature
2013 Guidolin, Massimo; Francesca, Rinaldi
An empirical analysis of changes in the relative timeliness of issuer-paid vs. investor-paid ratings
2019 Berwart, Erik; Guidolin, Massimo; Milidonis, Andreas
Arbitrage risk and a sentiment as causes of persistent mispricing: the European evidence
2020 Guidolin, Massimo; Ricci, Andrea
Asset allocation under multivariate regime switching
2007 Guidolin, Massimo; Allan, Timmermann
Asset-backed securities
2019 Guidolin, Massimo; Pedio, Manuela
Big data e sentiment analysis : il futuro dell'asset management
2021 Guidolin, Massimo; Magnani, Monia; Mazza, Paola
Can Funding Liquidity and Market Spillovers Help Forecast the Dynamics of Implied Volatility Surfaces? Evidence from Equity Index Options
2013 Guidolin, Massimo; Longo, Lorenzo; Saita, Francesco
Can investors benefit from hedge fund strategies? Utility-based, out-of-sample evidence
2022 Guidolin, Massimo; Orlov, Alexei G.
Can linear predictability models time bull and bear real estate markets? Out-of-sample evidence from REIT portfolios
2014 Bianchi, Daniele; Guidolin, Massimo
Can long-run dynamic optimal strategies outperform fixed-mix portfolios? Evidence from multiple data sets
2014 Bianchi, Daniele; Guidolin, Massimo
Can VAR models capture regime shifts in asset returns? A long-horizon strategic asset allocation perspective
2012 Guidolin, Massimo; Stuart, Hyde
Can we forecast the implied volatility surface dynamics of equity options? Predictability and economic value tests
2014 Alejandro, Bernales; Guidolin, Massimo
Comparing in- and out-of-sample approaches to variance decomposition-based estimates of network connectedness an application to the Italian banking system
2018 Ferrario, Andrea; Guidolin, Massimo; Pedio, Manuela
Cross-asset contagion in the financial crisis: a Bayesian time-varying parameter approach
2019 Guidolin, Massimo; Hansen, Erwin; Pedio, Manuela
Detecting and exploiting regime switching ARCH dynamics in U.S. stock and bond returns
2009 Guidolin, Massimo