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subject:"Portfolio-Management"
subject:"USA"
~person:"Guidolin, Massimo"
~subject:"Stochastic process"
~type_genre:"Aufsatz in Zeitschrift"
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Portfolio-Management
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Guidolin, Massimo
Fabozzi, Frank J.
51
Escudero, Laureano F.
35
Wong, Wing Keung
33
Korn, Ralf
30
Escobar, Marcos
29
Heckman, James J.
28
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27
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27
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25
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23
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23
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23
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23
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22
Prigent, Jean-Luc
22
Siu, Tak Kuen
22
Kumbhakar, Subal
21
McAleer, Michael
21
Markowitz, Harry
20
Wong, Hoi Ying
20
Campbell, John Y.
19
Engle, Robert F.
19
Ferson, Wayne E.
19
Madan, Dilip B.
19
Schwartz, Eduardo S.
19
Zhou, Guofu
19
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18
Diebold, Francis X.
18
Forsyth, Peter A.
18
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18
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18
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18
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18
Post, Thierry
18
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17
Levy, Haim
17
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17
Račev, Svetlozar T.
17
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17
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17
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2
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1
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1
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1
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1
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1
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1
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1
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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
Estimating stochastic discount factor models with hidden regimes : applications to commodity pricing
Giampietro, Marta
;
Guidolin, Massimo
;
Pedio, Manuela
- In:
European journal of operational research : EJOR
265
(
2018
)
2
,
pp. 685-702
Persistent link: https://www.econbiz.de/10011811481
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
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:
8
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:
9
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:
10
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:
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