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person:"Palomino, Frédéric"
subject:"Portfolio-Management"
~person:"Guidolin, Massimo"
~subject:"Risiko"
~type_genre:"Aufsatz in Zeitschrift"
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Portfolio-Management
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Palomino, Frédéric
Guidolin, Massimo
Fabozzi, Frank J.
42
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40
Eeckhoudt, Louis R.
39
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29
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ECONIS (ZBW)
14
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1
Performance persistence and optimal asset allocation strategies
Desai, Prajakta
;
Guidolin, Massimo
- In:
The European journal of finance
28
(
2022
)
16
,
pp. 1571-1598
Persistent link: https://www.econbiz.de/10013532250
Saved in:
2
Regime shifts in excess stock return predictability : an out-of-sample portfolio analysis
Dal Pra, Giulia
;
Guidolin, Massimo
;
Pedio, Manuela
; …
- In:
The journal of portfolio management : a publication of …
44
(
2017
)
3
,
pp. 10-24
Persistent link: https://www.econbiz.de/10011877594
Saved in:
3
Portfolio performance of linear SDF models : an out-of-sample assessment
Guidolin, Massimo
;
Hansen, Erwin
;
Lozano-Banda, Martín
- In:
Quantitative finance
18
(
2018
)
8
,
pp. 1425-1436
Persistent link: https://www.econbiz.de/10011911550
Saved in:
4
Linear and nonlinear predictability in investment style factors : multivariate evidence
Chincoli, Francesco
;
Guidolin, Massimo
- In:
The journal of asset management
18
(
2017
)
6
,
pp. 476-509
Persistent link: https://www.econbiz.de/10011844398
Saved in:
5
Can long-run dynamic optimal strategies outperform fixed-mix portfolios? : evidence from multiple data sets
Bianchi, Daniele
;
Guidolin, Massimo
- In:
European journal of operational research : EJOR
236
(
2014
)
1
,
pp. 160-176
Persistent link: https://www.econbiz.de/10010361755
Saved in:
6
Can VAR models capture regime shifts in asset returns? : a long-horizon strategic asset allocation perspective
Guidolin, Massimo
;
Hyde, Stuart
- In:
Journal of banking & finance
36
(
2012
)
3
,
pp. 695-716
Persistent link: https://www.econbiz.de/10009540509
Saved in:
7
Overconfidence and delegated portfolio management
Palomino, Frédéric
;
Sadrieh, Abdolkarim
- In:
Journal of financial intermediation
20
(
2011
)
2
,
pp. 159-177
Persistent link: https://www.econbiz.de/10008989438
Saved in:
8
What tames the Celtic tiger? : portfolio implications from a multivariate Markov switching model
Guidolin, Massimo
;
Hyde, Stuart
- In:
Applied financial economics
19
(
2009
)
4/6
,
pp. 463-488
Persistent link: https://www.econbiz.de/10003828825
Saved in:
9
International asset allocation under regime switching, skew and kurtosis preferences
Guidolin, Massimo
;
Timmermann, Allan
- In:
The review of financial studies
21
(
2008
)
2
,
pp. 889-935
Persistent link: https://www.econbiz.de/10003716663
Saved in:
10
Size and value anomalies under regime shifts
Guidolin, Massimo
;
Timmermann, Allan
- In:
Journal of financial econometrics : official journal of …
6
(
2008
)
1
,
pp. 1-48
Persistent link: https://www.econbiz.de/10003669209
Saved in:
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