Pubblicazioni recenti

GUIDOLIN M., Pedio M. Forecasting commodity futures returns with stepwise regressions: Do commodity-specific factors help? Annals Of Operations Research, 2021, vol.299, no. 1-2, pp.1317-1356
GUIDOLIN M., MAGNANI M., MAZZA P. Big Data e Sentiment Analysis. Il Futuro dell'Asset Management Egea, Milano, Italia, 2021
Contessi S., De Pace P., GUIDOLIN M. Mildly explosive dynamics in U.S. fixed income markets European Journal Of Operational Research, 2020, vol.287, no. 2, pp.712-724
GUIDOLIN M., Ricci A. Arbitrage risk and a sentiment as causes of persistent mispricing: The European evidence The Quarterly Review Of Economics And Finance, 2020, vol.76, pp.1-11
Berglund A., GUIDOLIN M., Pedio M. Monetary policy after the crisis: A threat to hedge funds' alphas? Journal Of Asset Management, 2020, vol.21, no. 3, pp.219-238
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, 2020