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Results 1-10 of 11.
Year of PublicationTitleAuthor(s)
2010Regime shifts in mean-variance efficient frontiers: Some international evidenceGuidolin, Massimo; Ria, Federica
2012Linear predictability vs. bull and bear market models in strategic asset allocation decisions: Evidence from UK dataGuidolin, Massimo; Hyde, Stuart
2013An empirical analysis of changes in the relative timeliness of issuer-paid vs. investor-paidBerwart, Erik; Guidolin, Massimo; Milidonis, Andreas
2010Can VAR models capture regime shifts in asset returns? A long-horizon strategic asset allocation perspectiveGuidolin, Massimo; Hyde, Stuart
2009Time and risk diversification in real estate investements: Assessing the ex post economic valueFugazza, Carolina; Guidolin, Massimo; Nicodano, Giovanna
2011Bayesian multi-factor model of instability in prices and quantities of risk in U.S. financial marketsGuidolin, Massimo; Ravazzolo, Francesco; Tortora, Andrea Donato
2010Does the macroeconomy predict UK asset returns in an nonlinear fashion? Comprehensive out-of-sample evidenceGuidolin, Massimo; Hyde, Stuart; McMillan, David; Ono, Sadayuki
2009A simple model of trading and pricing risky assets under ambiguity: Any lessons for policy-makers?Guidolin, Massimo; Rinaldi, Francesca
2008Non-linear predictability in stock and bond returns: When and where is it exploitable?Guidolin, Massimo; Hyde, Stuart; McMillan, David; Ono, Sadayuki
2013Do we need non-linear models to predict REIT returns?Case, Brad; Guidolin, Massimo; Yildirim, Yildiray