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On the out-of-sample predictability of stock market returns
Guo, Hui (contributor) - 2003 - [Elektronische Ressource], rev
Persistent link: https://www.econbiz.de/10001971221
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Idiosyncratic volatility, stock market volatility, and expected stock returns
Guo, Hui (contributor); Savickas, Robert (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001985899
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Optimal portfolio choice under regime switching, skew and kurtosis preferences
Guidolin, Massimo (contributor);  … - 2005
"This paper proposes a new tractable approach to solving multi-period asset allocation problems. We assume that investor preferences are defined over moments of the terminal wealth distribution such as its skew and kurtosis. Time-variations in investment opportunities are driven by a regime...
Persistent link: https://www.econbiz.de/10002917583
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Does idiosyncratic risk matter : another look
Guo, Hui (contributor); Savickas, Robert (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001984084
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Stock prices, firm size, and changes in the federal funds rate target
Guo, Hui (contributor) - 2003 - [Elektronische Ressource],rev
Persistent link: https://www.econbiz.de/10001971174
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Time-varying risk premia and the cross section of stock returns
Guo, Hui (contributor) - 2003 - [Elektronische Ressource], rev
Persistent link: https://www.econbiz.de/10001973914
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International asset allocation under regime switching, skew and kurtosis preferences
Guidolin, Massimo (contributor);  … - 2005
rational explanation of the strong home bias observed in US investors' asset allocation, based on regime switching, skew and …
Persistent link: https://www.econbiz.de/10002977388
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FOMC forecasts : is all the information in the central tendency?
Gavin, William T. (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001978133
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Subjective probabilities : psychological evidence and economic applications
Chiodo, Abbigail J.; Guidolin, Massimo; Owyang, Michael T. - 2003 - [Elektronische Ressource], rev
Persistent link: https://www.econbiz.de/10001979861
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Market timing with aggregate and idiosyncratic stock volatilities
Guo, Hui (contributor); Higbee, Jason (contributor) - 2005 - rev.
Persistent link: https://www.econbiz.de/10003344908