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subject:"Portfolio-Management"
subject:"USA"
~person:"Guidolin, Massimo"
~subject:"Zeitreihenanalyse"
~type_genre:"Aufsatz in Zeitschrift"
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Portfolio-Management
USA
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27
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11
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8
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8
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7
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Guidolin, Massimo
Phillips, Peter C. B.
58
Franses, Philip Hans
56
Gil-Alaña, Luis A.
50
Fabozzi, Frank J.
46
Caporale, Guglielmo Maria
31
Heckman, James J.
30
Korn, Ralf
30
Koop, Gary
29
Perron, Pierre
29
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28
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28
Taylor, Robert
28
Wong, Wing Keung
28
Engle, Robert F.
27
Escobar, Marcos
26
Jarrow, Robert A.
26
Diebold, Francis X.
25
Granger, C. W. J.
25
Li, Duan
25
Leybourne, Stephen James
24
Campbell, John Y.
23
Chavas, Jean-Paul
23
Harvey, Andrew C.
23
Lo, Andrew W.
23
Lütkepohl, Helmut
23
McAleer, Michael
23
Swanson, Norman R.
23
Hecq, Alain W. J.
22
Hong, Yongmiao
22
Lucas, André
22
Mills, Terence C.
22
Newbold, Paul
22
Bollerslev, Tim
21
Ghysels, Eric
21
Hendry, David F.
21
Pesaran, M. Hashem
21
Stock, James H.
21
Zagst, Rudi
21
Markowitz, Harry
20
Prigent, Jean-Luc
20
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1
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1
Finance research letters
1
International journal of forecasting
1
Journal of banking & finance
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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
Forecasting : theory and practice
Petropoulos, Fotios
;
Apiletti, Daniele
;
Assimakopoulos, V.
- In:
International journal of forecasting
38
(
2022
)
3
,
pp. 705-871
Persistent link: https://www.econbiz.de/10013349395
Saved in:
3
Forecasting and trading monetary policy effects on the riskless yield curve with regime switching Nelson-Siegel models
Guidolin, Massimo
;
Pedio, Manuela
- In:
Journal of economic dynamics & control
107
(
2019
),
pp. 1-30
Persistent link: https://www.econbiz.de/10012312634
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
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:
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
Saved in:
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