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subject:"Portfolio-Management"
subject:"USA"
~person:"Guidolin, Massimo"
~person:"Platen, Eckhard"
~type_genre:"Aufsatz in Zeitschrift"
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Portfolio-Management
USA
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Guidolin, Massimo
Platen, Eckhard
Fabozzi, Frank J.
46
Korn, Ralf
29
Heckman, James J.
27
Wong, Wing Keung
27
Escobar, Marcos
26
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Li, Duan
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17
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17
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17
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17
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17
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16
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16
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15
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Mathematical finance : an international journal of mathematics, statistics and financial theory
7
International journal of theoretical and applied finance
4
Asia-Pacific financial markets
2
ASTIN bulletin : the journal of the International Actuarial Association
1
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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
Dynamic asset allocation for target date funds under the benchmark approach
Sun, Jin
;
Zhu, Dan
;
Platen, Eckhard
- In:
ASTIN bulletin : the journal of the International …
51
(
2021
)
2
,
pp. 449-474
Persistent link: https://www.econbiz.de/10012523252
Saved in:
3
Approximating the growth optimal portfolio and stock price bubbles
Platen, Eckhard
;
Rendek, Renata
- In:
International journal of theoretical and applied finance
23
(
2020
)
7
,
pp. 1-33
Persistent link: https://www.econbiz.de/10012496905
Saved in:
4
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:
5
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:
6
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:
7
The numéraire property and long-term growth optimality for drawdown-constrained investments
Kardaras, Constantinos
;
Obłój, Jan
;
Platen, Eckhard
- In:
Mathematical finance : an international journal of …
27
(
2017
)
1
,
pp. 68-95
Persistent link: https://www.econbiz.de/10011739443
Saved in:
8
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:
9
Benchmarked risk minimization
Du, Ke
;
Platen, Eckhard
- In:
Mathematical finance : an international journal of …
26
(
2016
)
3
,
pp. 617-637
Persistent link: https://www.econbiz.de/10011583786
Saved in:
10
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
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