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Equity portfolio diversification under time-varying predictability and comovements : evidence from Ireland, the US, and the UK
Guidolin, Massimo (contributor); Hyde, Stuart (contributor) - 2008
Persistent link: https://www.econbiz.de/10003741399
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Regime shifts in mean-variance efficient frontiers : some international evidence
Guidolin, Massimo; Ria, Federica - 2010
Persistent link: https://www.econbiz.de/10008668594
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Regime shifts in mean-variance efficient frontiers : some international evidence
Guidolin, Massimo; Ria, Federica - 2010
equity portfolio diversification that substantial differences exist between bull and bear regime-specific frontiers, both in …-Variance Optimization ; Asset Allocation ; International Portfolio Diversification. …
Persistent link: https://www.econbiz.de/10008990692
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Regime shifts in mean-variance efficient frontiers : some international evidence
Guidolin, Massimo; Ria, Federica - In: The journal of asset management 12 (2011) 5, pp. 322-349
Persistent link: https://www.econbiz.de/10009377003
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Regime Shifts in Mean-Variance Efficient Frontiers : Some International Evidence
Guidolin, Massimo - 2010
equity portfolio diversification that substantial differences exist between bull and bear regime-specific frontiers, both in …
Persistent link: https://www.econbiz.de/10013135227
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Regime Shifts in Mean-Variance Efficient Frontiers : Some International Evidence
Guidolin, Massimo - 2010
equity portfolio diversification that substantial differences exist between bull and bear regime-specific frontiers, both in …
Persistent link: https://www.econbiz.de/10013136630
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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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Small caps in international equity portfolios : the effects of variance risk
Guidolin, Massimo (contributor);  … - 2007 - Rev.
Persistent link: https://www.econbiz.de/10003739548
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Investing for the long-run in European real estate
Fugazza, Carolina (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003739799
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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