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Results 1-10 of 11.
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Title
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2010
Regime shifts in mean-variance efficient frontiers: Some international evidence
Guidolin, Massimo
;
Ria, Federica
2012
Linear predictability vs. bull and bear market models in strategic asset allocation decisions: Evidence from UK data
Guidolin, Massimo
;
Hyde, Stuart
2013
An empirical analysis of changes in the relative timeliness of issuer-paid vs. investor-paid
Berwart, Erik
;
Guidolin, Massimo
;
Milidonis, Andreas
2010
Can VAR models capture regime shifts in asset returns? A long-horizon strategic asset allocation perspective
Guidolin, Massimo
;
Hyde, Stuart
2009
Time and risk diversification in real estate investements: Assessing the ex post economic value
Fugazza, Carolina
;
Guidolin, Massimo
;
Nicodano, Giovanna
2011
Bayesian multi-factor model of instability in prices and quantities of risk in U.S. financial markets
Guidolin, Massimo
;
Ravazzolo, Francesco
;
Tortora, Andrea Donato
2010
Does the macroeconomy predict UK asset returns in an nonlinear fashion? Comprehensive out-of-sample evidence
Guidolin, Massimo
;
Hyde, Stuart
;
McMillan, David
;
Ono, Sadayuki
2009
A simple model of trading and pricing risky assets under ambiguity: Any lessons for policy-makers?
Guidolin, Massimo
;
Rinaldi, Francesca
2008
Non-linear predictability in stock and bond returns: When and where is it exploitable?
Guidolin, Massimo
;
Hyde, Stuart
;
McMillan, David
;
Ono, Sadayuki
2013
Do we need non-linear models to predict REIT returns?
Case, Brad
;
Guidolin, Massimo
;
Yildirim, Yildiray
Author
4
Hyde, Stuart
2
McMillan, David
2
Ono, Sadayuki
1
Berwart, Erik
1
Case, Brad
1
Fugazza, Carolina
1
Milidonis, Andreas
1
Nicodano, Giovanna
1
Ravazzolo, Francesco
1
Ria, Federica
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