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Regime shifts in excess stock return predictability : an out-of-sample portfolio analysis
Dal Pra, Giulia; Guidolin, Massimo; Pedio, Manuela; … - In: The journal of portfolio management : a publication of … 44 (2017) 3, pp. 10-24
Persistent link: https://www.econbiz.de/10011877594
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Linear and nonlinear predictability in investment style factors : multivariate evidence
Chincoli, Francesco; Guidolin, Massimo - In: The journal of asset management 18 (2017) 6, pp. 476-509
Persistent link: https://www.econbiz.de/10011844398
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Portfolio performance of linear SDF models : an out-of-sample assessment
Guidolin, Massimo; Hansen, Erwin; Lozano-Banda, Martín - In: Quantitative finance 18 (2018) 8, pp. 1425-1436
Persistent link: https://www.econbiz.de/10011911550
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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
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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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Can VAR models capture regime shifts in asset returns? : a long-horizon strategic asset allocation perspective
Guidolin, Massimo; Hyde, Stuart - In: Journal of banking & finance 36 (2012) 3, pp. 695-716
Persistent link: https://www.econbiz.de/10009540509
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Can long-run dynamic optimal strategies outperform fixed-mix portfolios? : evidence from multiple data sets
Bianchi, Daniele; Guidolin, Massimo - In: European journal of operational research : EJOR 236 (2014) 1, pp. 160-176
Persistent link: https://www.econbiz.de/10010361755
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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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Size and value anomalies under regime shifts
Guidolin, Massimo; Timmermann, Allan - In: Journal of financial econometrics : official journal of … 6 (2008) 1, pp. 1-48
Persistent link: https://www.econbiz.de/10003669209
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Home bias and high turnover in an overlapping-generations model with learning
Guidolin, Massimo - In: Review of international economics 13 (2005) 4, pp. 725-756
Persistent link: https://www.econbiz.de/10003093723