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subject:"Portfolio-Management"
subject:"USA"
~person:"Guidolin, Massimo"
~subject:"Volatilität"
~type_genre:"Aufsatz in Zeitschrift"
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Portfolio-Management
USA
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8
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8
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Guidolin, Massimo
Fabozzi, Frank J.
49
Gupta, Rangan
33
Wong, Wing Keung
30
Korn, Ralf
29
Bollerslev, Tim
27
Escobar, Marcos
27
Heckman, James J.
27
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27
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27
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25
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24
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22
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22
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21
Lien, Da-hsiang Donald
21
Lo, Andrew W.
21
Zagst, Rudi
21
Engle, Robert F.
20
Gil-Alaña, Luis A.
20
Madan, Dilip B.
20
Markowitz, Harry
20
Prigent, Jean-Luc
20
Ferson, Wayne E.
19
Forsyth, Peter A.
19
Levy, Haim
19
Schwartz, Eduardo S.
19
Serletis, Apostolos
19
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19
Campbell, John Y.
18
Gollier, Christian
18
Lee, Cheng F.
18
Longstaff, Francis A.
18
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18
Zhou, Guofu
18
Acemoglu, Daron
17
Aït-Sahalia, Yacine
17
Bekaert, Geert
17
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17
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17
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17
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Applied financial economics
1
European journal of operational research : EJOR
1
Finance research letters
1
International review of financial analysis
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)
15
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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
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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:
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