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What tames the Celtic tiger? : Portfolio implications from a multivariate Markov switching model
Guidolin, Massimo (contributor); Hyde, Stuart (contributor) - 2008 - Rev.
Persistent link: https://www.econbiz.de/10003739801
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What tames the Celtic tiger? : portfolio implications from a multivariate Markov switching model
Guidolin, Massimo; Hyde, Stuart - In: Applied financial economics 19 (2009) 4/6, pp. 463-488
Persistent link: https://www.econbiz.de/10003828825
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International asset allocation under regime switching, skew and kurtosis preferences
Guidolin, Massimo; Timmermann, Allan - In: The review of financial studies 21 (2008) 2, pp. 889-935
Persistent link: https://www.econbiz.de/10003716663
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Managing international portfolios with small capitalization stocks
Guidolin, Massimo (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003740661
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Optioned portfolio selection : models and analysis
Liang, Jianfeng; Zhang, Shuzhong; Li, Duan - In: Mathematical finance : an international journal of … 18 (2008) 4, pp. 569-593
Persistent link: https://www.econbiz.de/10003769015
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High equity premia and crash fears : rational foundations
Guidolin, Massimo - In: Economic theory : official journal of the Society for … 28 (2006) 3, pp. 693-708
Persistent link: https://www.econbiz.de/10003347040
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Optimal lot solution to cardinality constrained mean-variance formulation for portfolio selction
Li, Duan; Sun, Xiaoling; Jun, Wang - In: Mathematical finance : an international journal of … 16 (2006) 1, pp. 83-101
Persistent link: https://www.econbiz.de/10003336788
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Properties of equilibrium asset prices under alternative learning schemes
Guidolin, Massimo; Timmermann, Allan - In: Journal of economic dynamics & control 31 (2007) 1, pp. 161-217
Persistent link: https://www.econbiz.de/10003404880
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Are the dynamic linkages between the macroeconomy and asset prices time-varying?
Guidolin, Massimo; Ono, Sadayuki - In: Journal of economics & business 58 (2006) 5/6, pp. 480-518
Persistent link: https://www.econbiz.de/10003374308
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Behavior patterns of investment strategies under Roy’s safety-first principle
Li, Zhongfei; Yao, Jing; Li, Duan - In: The quarterly review of economics and finance : journal … 50 (2010) 2, pp. 167-179
Persistent link: https://www.econbiz.de/10008688969