Massimo Guidolin



Latest publications

GUIDOLIN M., Magnani M. Do US Active Mutual Funds Make Good of Their ESG Promises? Evidence from Portfolio Holdings Risks, 2024, vol.12, no. 2, pp.41
Berk I., GUIDOLIN M., Magnani M. New ESG rating drivers in the cross‐section of European stock returns Journal of Financial Research, 2023, vol.46, no. S1
GUIDOLIN M., Pedio M., Petrova M. T. The Predictability of Real Estate Excess Returns: An Out-of-Sample Economic Value Analysis Journal of Real Estate Finance and Economics, 2023, vol.67, pp.108–149
GUIDOLIN M., Wang K. The empirical performance of option implied volatility surface-driven optimal portfolios Physica A: Statistical Mechanics and its Applications, 2023, vol.618, pp.128496
Bianchi D., GUIDOLIN M., Pedio M. The dynamics of returns predictability in cryptocurrency markets European Journal of Finance, 2023, vol.29, no. 6, pp.583-611
GUIDOLIN M., Orlov A. G. Can Investors Benefit from Hedge Fund Strategies? Utility-Based, Out-of-Sample Evidence The Quarterly Journal of Finance, 2022, vol.12, no. 03