Massimo Guidolin
Università Commerciale Luigi Bocconi
H-index: 33
Europe-Italy
Top articles of Massimo Guidolin
Title | Journal | Author(s) | Publication Date |
|---|---|---|---|
Do US Active Mutual Funds Make Good of Their ESG Promises? Evidence from Portfolio Holdings | Risks | Massimo Guidolin Monia Magnani | 2024/2/18 |
STUDIES IN NONLINEAR DYNAMICS AND ECONOMETRICS | Jeremy Piger Heather Anderson Robert A Becker Hilde C Bjørnland Francesco Ravazzolo | 2024 | |
A Markov Switching Cointegration Analysis of the CDS‐Bond Basis Puzzle | BAFFI CAREFIN Centre Research Paper | Massimo Guidolin Francesco Melloni Manuela Pedio | 2023/6/18 |
The empirical performance of option implied volatility surface-driven optimal portfolios | Physica A: Statistical Mechanics and its Applications | Massimo Guidolin Kai Wang | 2023/5/15 |
The dynamics of returns predictability in cryptocurrency markets | The European Journal of Finance | Daniele Bianchi Massimo Guidolin Manuela Pedio | 2023/4/13 |
New ESG rating drivers in the cross‐section of European stock returns | Journal of Financial Research | Ian Berk Massimo Guidolin Monia Magnani | 2023/12 |
Generalized Black-Litterman with Decision Fusion | Available at SSRN | Xinyu Huang Massimo Guidolin David Newton Emmanouil Platanakis Xiaoxia Ye | 2023/3/21 |
Time-Varying Risk Aversion and International Stock Returns | BAFFI CAREFIN Centre Research Paper | Massimo Guidolin Erwin Hansen Gabriel Cabrera | 2023/7/12 |
Generalized Black-Litterman Portfolio Optimization with Decision Fusion | Available at SSRN 4484376 | Xinyu Huang David Newton Emmanouil Platanakis Xiaoxia Ye | 2023/2/8 |
Strong vs. Stable: The Impact of ESG Ratings Momentum and Their Volatility on the Cost of Equity Capital | BAFFI CAREFIN Centre Research Paper | Massimo Guidolin Monia Magnani Ian Berk | 2023/6/20 |
Performance persistence and optimal asset allocation strategies | The European Journal of Finance | Prajakta Desai Massimo Guidolin | 2022/11/30 |
Acknowledgment to the Reviewers of Forecasting in 2021 | Ahmed Ma A El-Sayed Inga Uvarova Alessandra Carioli Irene Albarrán Alexandra Tragaki | 2023 | |
Can Investors Benefit from Hedge Fund Strategies? Utility-Based, Out-of-Sample Evidence | The Quarterly Journal of Finance | Massimo Guidolin Alexei G Orlov | 2022/9/31 |
Forecasting: theory and practice | Fotios Petropoulos Daniele Apiletti Vassilios Assimakopoulos Mohamed Zied Babai Devon K Barrow | 2022/7/1 | |
The Efficiency vs. Pricing Accuracy Trade-Off in GMM Estimation of Multifactor Linear Asset Pricing Models | Pricing Accuracy Trade-Off in GMM Estimation of Multifactor Linear Asset Pricing Models (June 1, 2022) | Juan Arismendi-Zambrano Massimo Guidolin Martin Lozano | 2022/6/1 |
Switching Coefficients or Automatic Variable Selection: An Application in Forecasting Commodity Returns | Forecasting | Massimo Guidolin Manuela Pedio | 2022/2/18 |
Sharpening the Accuracy of Credit Scoring Models with Machine Learning Algorithms | Massimo Guidolin Manuela Pedio | 2021/1/9 | |
Dynamic portfolio management with machine learning | Available at SSRN 3770688 | Xinyu Huang Massimo Guidolin Emmanouil Platanakis David Newton | 2021 |
Boosting the forecasting power of conditional heteroskedasticity models to account for COVID-19 outbreaks | BAFFI CAREFIN Centre Research Paper | Massimo Guidolin Davide La Cara Massimiliano Giuseppe Marcellino | 2021/11/30 |
Time-varying price discovery in sovereign credit markets | Finance Research Letters | Massimo Guidolin Manuela Pedio Alessandra Tosi | 2021/1/1 |
Co-Authors
