The following pages link to Massimo Guidolin (Q292019):
Displaying 22 items.
- Term structure of risk under alternative econometric specifications (Q292020) (← links)
- Can long-run dynamic optimal strategies outperform fixed-mix portfolios? Evidence from multiple data sets (Q299865) (← links)
- Forecasts of US short-term interest rates: a flexible forecast combination approach (Q302204) (← links)
- Properties of equilibrium asset prices under alternative learning schemes (Q959726) (← links)
- Asset allocation under multivariate regime switching (Q1027430) (← links)
- Estimating stochastic discount factor models with hidden regimes: applications to commodity pricing (Q1681295) (← links)
- Modeling systemic risk with Markov switching graphical SUR models (Q1740342) (← links)
- Option prices under Bayesian learning: implied volatility dynamics and predictive densities (Q1853221) (← links)
- Simple VARs cannot approximate Markov switching asset allocation decisions: an out-of-sample assessment (Q1927136) (← links)
- Ambiguity in asset pricing and portfolio choice: a review of the literature (Q1936325) (← links)
- Mildly explosive dynamics in U.S. fixed income markets (Q2023952) (← links)
- Forecasting commodity futures returns with stepwise regressions: do commodity-specific factors help? (Q2241123) (← links)
- Forecasting and trading monetary policy effects on the riskless yield curve with regime switching Nelson-Siegel models (Q2338517) (← links)
- High equity premia and crash fears -- rational foundations (Q2502343) (← links)
- Markov Switching Models in Empirical Finance (Q3295716) (← links)
- Markov Switching in Portfolio Choice and Asset Pricing Models: A Survey (Q3295717) (← links)
- How good can heuristic-based forecasts be? A comparative performance of econometric and heuristic models for UK and US asset returns (Q4554414) (← links)
- Portfolio performance of linear SDF models: an out-of-sample assessment (Q4554506) (← links)
- (Q4595036) (← links)
- How good can heuristic-based forecasts be? A comparative performance of econometric and heuristic models for UK and US asset returns (Q4957235) (← links)
- Linear predictability vs. bull and bear market models in strategic asset allocation decisions: evidence from UK data (Q5247932) (← links)
- Macroeconomic Factors Strike Back: A Bayesian Change-Point Model of Time-Varying Risk Exposures and Premia in the U.S. Cross-Section (Q6616601) (← links)
