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~isPartOf:"Working papers / Innocenzo Gasparini Institute for Economic Research"
~person:"Bodie, Zvi"
~person:"Guidolin, Massimo"
~person:"Stambaugh, Robert F."
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Ambiguity in asset pricing and portfolio choice : a review of the literature
Guidolin, Massimo
;
Rinaldi, Francesca
-
2011
Persistent link: https://www.econbiz.de/10011337371
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2
Can VAR models capture regime shifts in asset returns? : a long-horizon strategic asset allocation perspective
Guidolin, Massimo
;
Hyde, Stuart
-
2011
Persistent link: https://www.econbiz.de/10011337373
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3
Mildly explosive dynamics in U.S. fixed income markets
Contessi, Silvio
;
De Pace, Pierangelo
;
Guidolin, Massimo
-
2020
-
This version: January 14, 2020
Persistent link: https://www.econbiz.de/10012493351
Saved in:
4
Ambiguity aversion and under-diversification
Guidolin, Massimo
;
Liu, Hening
-
2013
-
This version: January, 2013
Persistent link: https://www.econbiz.de/10011814332
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5
Portfolio performance of linear SDF models : an out-of-sample assessment
Guidolin, Massimo
;
Hansen, Erwin
;
Lozano-Banda, Martín
-
2018
-
This version: February, 2018
Persistent link: https://www.econbiz.de/10011920747
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6
Optimal portfolios for occupational funds under time-varying correlations in bull and bear markets* : assessing the ex-post economic value
Guidolin, Massimo
;
Hyde, Stuart
-
2012
-
This version: July, 2012
Persistent link: https://www.econbiz.de/10011817936
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