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subject:"Portfolio-Management"
subject:"USA"
~person:"Campbell, John Y."
~person:"Guidolin, Massimo"
~type_genre:"Aufsatz in Zeitschrift"
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Portfolio-Management
USA
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Campbell, John Y.
Guidolin, Massimo
Fabozzi, Frank J.
46
Korn, Ralf
29
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27
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27
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26
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17
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ECONIS (ZBW)
30
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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
Portfolio choice with sustainable spending : a model of reaching for yield
Campbell, John Y.
;
Sigalov, Roman
- In:
Journal of financial economics
143
(
2022
)
1
,
pp. 188-206
Persistent link: https://www.econbiz.de/10013350633
Saved in:
3
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:
4
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:
5
Macroeconomic factors strike back : a Bayesian change-point model of time-varying risk exposures and premia in the U.S. cross-section
Bianchi, Daniele
;
Guidolin, Massimo
;
Ravazzolo, Francesco
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
1
,
pp. 110-129
Persistent link: https://www.econbiz.de/10011704120
Saved in:
6
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:
7
Comment on the Campbell-Cochrane habit model
Ljungqvist, Lars
;
Uhlig, Harald
- In:
Journal of political economy
123
(
2015
)
5
,
pp. 1201-1213
Persistent link: https://www.econbiz.de/10011409389
Saved in:
8
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:
9
Time varying stock return predictability : evidence from US sectors
Guidolin, Massimo
;
McMillan, David G.
;
Wohar, Mark E.
- In:
Finance research letters
10
(
2013
)
1
,
pp. 34-40
Persistent link: https://www.econbiz.de/10009728606
Saved in:
10
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
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