Massimo Guidolin



Pubblicazioni recenti

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
GUIDOLIN M., Pedio M. Switching Coefficients or Automatic Variable Selection: An Application in Forecasting Commodity Returns Forecasting, 2022, vol.4, no. 1, pp.275-306
Desai P., GUIDOLIN M. Performance persistence and optimal asset allocation strategies European Journal of Finance, 2022, vol.28, no. 16, pp.1571-1598