Narrow search
Showing 1 - 10 of 23
Cover Image
Monetary policy after the crisis : a threat to hedge funds' alphas?
Berglund, Alexander; Guidolin, Massimo; Pedio, Manuela - In: The journal of asset management 21 (2020) 3, pp. 219-238
Persistent link: https://www.econbiz.de/10012292767
Cover Image
Can investors benefit from hedge fund strategies? : utility-based, out-of-sample evidence
Guidolin, Massimo; Orlov, Alexei G. - In: The Quarterly Journal of Finance : QJF 12 (2022) 3, pp. 1-60
Persistent link: https://www.econbiz.de/10014234554
Cover Image
Small caps in international equity portfolios : the effects of variance risk
Guidolin, Massimo; Nicodano, Giovanna - In: Annals of finance 5 (2009) 1, pp. 15-48
Persistent link: https://www.econbiz.de/10003775308
Cover Image
A neoclassical interpretation of momentum
Xiaolei Lui, Laura; Zhang, Lu - In: Journal of monetary economics 67 (2014), pp. 109-128
Persistent link: https://www.econbiz.de/10010510918
Cover Image
Exploring asset pricing anomalies
Zhang, Lu - In: NBER reporter online (2014) 1, pp. 17-19
Persistent link: https://www.econbiz.de/10011368742
Cover Image
Can linear predictability models time bull and bear real estate markets? : out-of-sample evidence from REIT portfolios
Bianchi, Daniele; Guidolin, Massimo - In: The journal of real estate finance and economics 49 (2014) 1, pp. 116-164
Persistent link: https://www.econbiz.de/10010422318
Cover Image
Equally weighted vs. long-run optimal portfolios
Fugazza, Carolina; Guidolin, Massimo; Nicodano, Giovanna - In: European financial management : the journal of the … 21 (2015) 4, pp. 742-789
Persistent link: https://www.econbiz.de/10011408525
Cover Image
Equity portfolio diversification under time-varying predictability : evidence from Ireland, the US, and the UK
Guidolin, Massimo; Hyde, Stuart - In: Journal of multinational financial management 18 (2008) 4, pp. 293-312
Persistent link: https://www.econbiz.de/10003751602
Cover Image
Economic implications of bull and bear regimes in UK stock and bond returns
Guidolin, Massimo; Timmermann, Allan - In: The economic journal : the journal of the Royal … 115 (2005) 500, pp. 111-143
Persistent link: https://www.econbiz.de/10002554576
Cover Image
Cross-sectional and time-series determinants of momentum returns
Jegadeesh, Narasimhan; Titman, Sheridan - In: The review of financial studies 15 (2002) 1, pp. 143-157
Persistent link: https://www.econbiz.de/10001639613