Access Statistics for Massimo Guidolin

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
1/N and Long Run Optimal Portfolios: Results for Mixed Asset Menus 0 0 1 83 0 0 2 218
1/N and long run optimal portfolios: results for mixed asset menus 0 0 0 132 0 0 4 344
A Bayesian multi-factor model of instability in prices and quantities of risk in U.S. financial markets 0 0 0 129 2 3 5 242
A Markov Switching Cointegration Analysis of the CDS-Bond Basis Puzzle 0 1 7 97 0 2 11 143
A simple model of trading and pricing risky assets under ambiguity: any lessons for policy-makers? 0 0 1 129 0 2 5 266
A yield spread perspective on the great financial crisis: break-point test evidence 0 0 0 152 2 2 3 289
Affiliated mutual funds and analyst optimism 0 0 0 256 2 3 5 442
Ambiguity Aversion and Under-diversification 0 0 1 215 1 2 7 413
Ambiguity in Asset Pricing and Portfolio Choice: A Review of the Literature 0 0 1 307 1 3 6 800
Ambiguity in asset pricing and portfolio choice: a review of the literature 0 0 1 152 2 6 12 271
An Empirical Analysis of Changes in the Relative Timeliness of Issuer-Paid vs. Investor-Paid Ratings 0 0 0 124 0 0 5 322
An econometric model of nonlinear dynamics in the joint distribution of stock and bond returns 0 0 0 292 1 1 2 560
Arbitrage Risk and Investor Sentiment as Causes of Persistent Mispricing: the European Evidence 0 0 1 55 1 1 3 108
Arbitrage Risk and Investor Sentiment as Causes of Persistent Mispricing: the European Evidence 0 0 0 23 0 0 1 47
Are Unconventional Monetary Policies a Priced Risk Factor for Hedge Fund Strategies? 2 2 8 127 2 2 10 153
Are the dynamic linkages between the macroeconomy and asset prices time-varying? 0 0 0 214 3 4 4 464
Asset allocation under multivariate regime switching 0 1 5 644 2 7 19 1,275
Boosting the Forecasting Power of Conditional Heteroskedasticity Models to Account for Covid-19 Outbreaks 0 0 1 87 3 4 6 60
Can Investors Benefit from Hedge Fund Strategies? Utility-Based, Out-of-Sample Evidence 0 0 0 105 0 0 3 142
Can Investors Benefit from Hedge Fund Strategies? Utility-Based, Out-of-Sample Evidence 0 0 2 52 0 2 5 92
Can No-Arbitrage SDF Models with Regime Shifts Explain the Correlations Between Commodity, Stock, and Bond Returns? 0 0 1 72 0 0 2 103
Can VAR Models Capture Regime Shifts in Asset Returns? A Long-Horizon Strategic Asset Allocation Perspective 0 0 0 189 0 2 5 433
Can VAR models capture regime shifts in asset returns? a long-horizon strategic asset allocation perspective 0 0 0 217 3 3 6 459
Can We Forecast the Implied Volatility Surface Dynamics of Equity Options? Predictability and Economic Value Tests 0 0 1 481 3 4 11 1,182
Diamonds are Forever, Wars are Not: Is Conflict Bad for Private Firms? 0 0 0 246 0 0 4 1,031
Diamonds are forever, wars are not. Is conflict bad for private firms? 0 0 1 473 4 6 8 1,169
Dissecting Time-Varying Risk Exposures in Cryptocurrency Markets 1 2 10 121 2 4 20 230
Dissecting the 2007-2009 real estate market bust: systematic pricing correction or just a housing fad? 0 0 0 60 0 2 3 160
Distilling Large Information Sets to Forecast Commodity Returns: Automatic Variable Selection or HiddenMarkov Models? 0 0 3 76 0 0 4 103
Do Regimes in Excess Stock Return Predictability Create Economic Value? An Out-of-Sample Portfolio Analysis 0 0 0 150 1 3 4 185
Do US Active Mutual Funds Make Good of Their ESG Promises? Evidence from Portfolio Holdings 1 2 12 24 1 2 12 35
Does the Cost of Private Debt Respond to Monetary Policy? Heteroskedasticity-Based Identification in a Model with Regimes 2 2 3 55 8 9 10 81
Does the Cost of Private Debt Respond to Monetary Policy? Heteroskedasticity-Based Identification in a Model with Regimes 0 0 6 95 1 1 7 114
Does the macroeconomy predict U.K. asset returns in a nonlinear fashion? comprehensive out-of-sample evidence 0 0 0 127 0 1 1 342
Economic Implications of Bull and Bear Regimes in UK Stock Returns 0 0 0 132 0 0 0 336
Equity portfolio diversification under time-varying predictability and comovements: evidence from Ireland, the US, and the UK 0 0 0 133 0 0 0 351
Estimating Stochastic Discount Factor Models with Hidden Regimes: Applications to Commodity Pricing 0 0 2 117 1 1 3 201
Ex Post Portfolio Performance with Predictable Skewness and Kurtosis 0 0 0 144 0 0 3 394
Federal Reserve Chair Communication Sentiments' Heterogeneity, Personal Characteristics and their Impact on Target Rate Discovery 0 0 0 27 0 0 1 42
Forecasting Commodity Futures Returns: An Economic Value Analysis of Macroeconomic vs. Specific Factors 0 0 2 115 0 0 5 161
Forecasting and Trading Monetary Policy Effects on the Riskless Yield Curve with Regime Switching Nelson†Siegel Models 0 1 6 144 0 2 7 200
Forecasting and Trading Monetary Policy Switching Nelson-Siegel Models 2 3 6 105 2 3 13 134
Forecasting: theory and practice 1 1 6 91 8 11 28 124
Forecasts of U.S. short-term interest rates: a flexible forecast combination approach 0 0 0 889 1 4 4 2,486
Forecasts of US Short-term Interest Rates: A Flexible Forecast Combination Approach 0 0 0 280 1 2 4 751
High equity premia and crash fears. Rational foundations 0 0 0 115 1 2 3 300
Home bias and high turnover in an overlapping generations model with learning 0 0 0 213 1 3 3 522
How Smart is the Real Estate Smart Beta? Evidence from Optimal Style Factor Strategies for REITs 5 13 17 17 5 13 18 18
How Smart is the Real Estate Smart Beta? Evidence from Optimal Style Factor Strategies for REITs 1 1 6 94 3 4 12 157
How did the financial crisis alter the correlations of U.S. yield spreads? 1 1 3 245 2 3 12 645
Implied Learning Paths from Option Prices 0 0 0 139 2 2 3 296
International asset allocation under regime switching, skew and kurtosis preferences 0 0 0 484 1 3 4 929
Investing for the Long-Run in European Real Estate. Does Predictability Matter? 0 0 0 178 0 0 1 434
Investing for the long-run in European real estate 0 0 0 384 2 2 2 1,317
Investing in Mixed Asset Portfolios: the Ex-Post Performance 0 0 0 112 0 1 1 378
Learning to smile: Can rational learning explain predictable dynamics in the implied volatility surface? 0 0 0 114 0 1 1 270
Linear and Nonlinear Predictability in Investment Style Factors: Multivariate Evidence* 0 0 0 141 3 4 24 244
Machine Learning in Portfolio Decisions 3 9 89 98 7 17 127 148
Macroeconomic Factors Strike Back: A Bayesian Change-Point Model of Time-Varying Risk Exposures and Premia in the U.S. Cross-Section 0 1 4 112 2 5 10 178
Macroeconomic factors strike back: A Bayesian change-point model of time-varying risk exposures and premia in the U.S. cross-section 0 0 0 62 0 0 1 347
Managing international portfolios with small capitalization stocks 0 0 0 66 1 2 4 259
Markov Switching Models in Empirical Finance 0 2 20 2,377 4 13 64 4,563
Media Attention vs. Sentiment as Drivers of Conditional Volatility Predictions: An Application to Brexit 0 0 4 87 0 0 5 114
Mildly Explosive Dynamics in U.S. Fixed Income Markets 0 0 0 27 0 0 3 85
Mildly Explosive Dynamics in U.S. Fixed Income Markets 0 0 2 21 0 0 4 36
Mildly Explosive Dynamics in U.S. Fixed Income Markets 0 0 0 18 0 0 1 89
Modeling Systemic Risk with Markov Switching Graphical SUR Models 1 1 2 146 3 4 7 235
Modelling the MIB30 implied volatility surface. Does market efficiency matter? 0 0 0 225 1 2 3 759
Monetary Policy after the Crisis: Threat or Opportunity to Hedge Funds' Alphas? 0 0 2 126 0 1 5 144
Multifactor Empirical Asset Pricing Under Higher-Order Moment Variations 0 0 0 24 0 0 0 80
Myths and Facts about the Alleged Over-Pricing of U.S. Real Estate. Evidence from Multi-Factor Asset Pricing Models of REIT Returns 0 1 1 123 3 5 5 288
Myths and facts about the alleged over-pricing of U.S. real estate. Evidence from multi-factor asset pricing models of REIT returns 0 0 0 71 0 1 4 143
Non-linear predictability in stock and bond returns: when and where is it exploitable? 0 0 1 456 3 4 13 905
Nonlinear Dynamics in Monetary Policy-Fueled Stock Market Bubbles 4 15 27 27 5 17 29 29
Optimal Portfolios for Occupational Funds under Time-Varying Correlations in Bull and Bear Markets? Assessing the Ex-Post Economic Value 0 0 0 102 0 0 0 218
Optimal portfolio choice under regime switching, skew and kurtosis preferences 0 0 0 435 3 4 7 1,275
Option Prices under Bayesian Learning: Implied Volatility Dynamics and Predictive Densities 0 0 0 355 0 0 0 956
Option Prices under Bayesian Learning: Implied Volatility Dynamics and Predictive Densities 0 0 0 326 0 0 2 913
Option prices and implied volatility dynamics under Bayesian learning 0 0 0 0 2 3 6 662
Option prices under Bayesian learning: implied volatility dynamics and predictive densities 0 0 0 0 0 2 2 2
Pessimistic beliefs under rational learning: quantitative implications for the equity premium puzzle 0 0 0 144 1 2 5 453
Portfolio Performance of Linear SDF Models: An Out-of-Sample Assessment 0 0 2 55 0 0 2 116
Portfolio Performance of Linear SDF Models: An Out-of-Sample Assessment 0 0 2 25 0 2 7 58
Predictable dynamics in the S&P 500 index options implied volatility surface 0 0 0 611 1 4 8 1,529
Predictions of short-term rates and the expectations hypothesis 0 0 1 141 0 0 1 322
Predictions of short-term rates and the expectations hypothesis of the term structure of interest rates 3 3 3 161 5 7 11 471
Properties of equilibrium asset prices under alternative learning schemes 0 0 0 176 0 2 4 456
Regime shifts in mean-variance efficient frontiers: some international evidence 0 0 0 124 1 1 2 216
Responsible Investing under Climate Change Uncertainty 2 5 40 46 5 11 51 57
Sentiment Risk Premia In The Cross-Section of Global Equity 0 0 1 63 0 0 6 114
Sentiment Risk Premia in the Cross-Section of Global Equity and Currency Returns 1 1 1 91 1 4 6 143
Size and value anomalies under regime shifts 0 0 0 259 2 3 4 575
Small Caps in International Diversified Portfolios 0 0 0 74 0 0 1 250
Small Caps in International Equity Portfolios: The Effects of Variance Risk 0 0 0 155 1 1 2 522
Small caps in international equity portfolios: the effects of variance risk 0 0 0 171 1 1 2 523
Strategic Asset Allocation and Consumption Decisions under Multivariate Regime Switching 0 0 0 10 1 2 2 787
Strong vs. Stable: The Impact of ESG Ratings Momentum and their Volatility on the Cost of Equity Capital 1 3 13 70 2 6 21 86
Subjective probabilities: psychological evidence and economic applications 0 0 0 260 1 2 6 844
Term Structure of Risk Under Alternative Econometric Specifications 0 0 0 114 1 1 1 342
Term structure of risk under alternative econometric specifications 0 0 0 218 0 3 4 523
The Effects of Information Asymmetries on the Success of Stock Option Listings 0 0 0 117 0 0 0 427
The Empirical Performance of Option Implied Volatility Surface-Driven Optimal Portfolios 0 0 9 46 0 0 12 57
The Impact of Monetary Policy on Corporate Bonds under Regime Shifts 0 0 0 168 0 0 2 341
The Predictability of Real Estate Excess Returns: An Out-of-Sample Economic Value Analysis 0 0 3 88 1 1 6 99
The economic and statistical value of forecast combinations under regime switching: an application to predictable U.S. returns 0 1 2 249 2 4 10 640
The economic effects of violent conflict: evidence from asset market reactions 0 0 0 227 2 3 10 737
Time and Risk Diversification in Real Estate Investments: Assessing the Ex Post Economic Value 0 0 1 109 0 0 1 427
Time and risk diversification in real estate investments: assessing the ex post economic value 0 0 0 128 0 2 4 299
Time-Varying Price Discovery in Sovereign Credit Markets 0 0 3 57 0 0 3 74
Time-Varying Risk Aversion and International Stock Returns 0 2 15 61 0 2 17 83
Understanding the Impact of Monetary Policy Shocks on the Corporate Bond Market in Good and Bad Times: A Markov Switching Model 0 0 0 53 1 2 6 119
Volatility as an Alternative asset Class: Does It Improve Portfolio Performance? 0 0 0 54 0 0 1 104
What tames the Celtic tiger? portfolio implications from a multivariate Markov switching model 0 0 0 170 1 2 5 543
Who should buy structured investment products and why? 2 3 24 42 3 6 30 51
Why do analysts continue to provide favorable coverage for seasoned stocks? 0 0 0 88 1 2 4 276
Total Working Papers 33 77 386 20,083 146 298 926 48,060

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Review of: “Book Review: Empirical Dynamic Asset Pricing” 0 0 0 39 0 0 0 116
A simple model of trading and pricing risky assets under ambiguity: any lessons for policy-makers? 0 0 0 86 1 1 1 225
A yield spread perspective on the great financial crisis: Break-point test evidence 0 0 0 45 0 0 1 150
Affiliated mutual funds and analyst optimism 0 0 0 147 2 3 7 445
Alternative econometric implementations of multi-factor models of the U.S. financial markets 0 0 0 37 0 0 1 129
Ambiguity Aversion and Underdiversification 0 1 1 39 0 2 4 99
Ambiguity in asset pricing and portfolio choice: a review of the literature 0 0 0 71 0 3 4 177
An econometric model of nonlinear dynamics in the joint distribution of stock and bond returns 0 0 2 4 0 0 4 17
An econometric model of nonlinear dynamics in the joint distribution of stock and bond returns 0 0 1 371 0 0 6 883
An empirical analysis of changes in the relative timeliness of issuer-paid vs. investor-paid ratings 0 0 1 11 2 4 5 39
Arbitrage risk and a sentiment as causes of persistent mispricing: The European evidence 0 0 0 20 2 4 7 53
Are the dynamic linkages between the macroeconomy and asset prices time-varying? 0 0 0 99 1 1 1 263
Asset allocation under multivariate regime switching 4 4 15 496 9 21 56 1,125
Bubbling (or just frothy) house prices? 0 0 1 36 0 1 2 154
Can Investors Benefit from Hedge Fund Strategies? Utility-Based, Out-of-Sample Evidence 0 0 0 7 2 2 3 13
Can Linear Predictability Models Time Bull and Bear Real Estate Markets? Out-of-Sample Evidence from REIT Portfolios 0 0 1 40 0 0 3 151
Can VAR models capture regime shifts in asset returns? A long-horizon strategic asset allocation perspective 0 1 4 105 2 3 11 265
Can long-run dynamic optimal strategies outperform fixed-mix portfolios? Evidence from multiple data sets 0 0 1 38 0 0 3 110
Can we forecast the implied volatility surface dynamics of equity options? Predictability and economic value tests 0 0 1 89 0 0 8 353
Cross-asset contagion in the financial crisis: A Bayesian time-varying parameter approach 0 0 0 25 2 2 2 78
Cross-country personal saving rates 0 0 0 83 2 2 3 232
Diamonds Are Forever, Wars Are Not: Is Conflict Bad for Private Firms? 0 1 3 453 1 5 31 1,732
Dissecting the 2007–2009 Real Estate Market Bust: Systematic Pricing Correction or Just a Housing Fad? 0 0 0 29 0 1 1 65
Diversifying in public real estate: The ex-post performance 0 0 0 0 1 1 1 10
Do US Active Mutual Funds Make Good of Their ESG Promises? Evidence from Portfolio Holdings 0 0 4 10 0 0 6 18
Does the Macroeconomy Predict UK Asset Returns in a Nonlinear Fashion? Comprehensive Out-of-Sample Evidence 0 0 1 20 0 0 1 80
Does the cost of private debt respond to monetary policy? Heteroskedasticity-based identification in a model with regimes 1 1 1 20 1 1 1 26
Economic Implications of Bull and Bear Regimes in UK Stock and Bond Returns 0 0 0 343 1 1 2 718
Equally Weighted vs. Long†Run Optimal Portfolios 0 0 0 10 0 0 1 29
Equity portfolio diversification under time-varying predictability: Evidence from Ireland, the US, and the UK 0 0 0 42 0 0 0 119
Estimating stochastic discount factor models with hidden regimes: Applications to commodity pricing 0 0 0 25 2 2 4 52
Forecasting Asset Returns Using Nelson–Siegel Factors Estimated from the US Yield Curve 1 1 4 4 2 2 13 13
Forecasting and trading monetary policy effects on the riskless yield curve with regime switching Nelson–Siegel models 0 0 2 26 0 0 5 106
Forecasting commodity futures returns with stepwise regressions: Do commodity-specific factors help? 1 3 3 29 1 3 5 55
Forecasting the CBOE VIX and SKEW Indices Using Heterogeneous Autoregressive Models 1 1 3 3 7 9 14 17
Forecasting yield spreads under crisis-induced multiple breakpoints 0 0 0 12 0 0 0 42
Forecasting: theory and practice 0 2 11 54 6 20 100 354
Forecasts of US short-term interest rates: A flexible forecast combination approach 0 0 1 242 0 1 7 634
High equity premia and crash fears - Rational foundations 0 0 0 94 0 0 1 240
Home Bias and High Turnover in an Overlapping‐generations Model with Learning 0 0 0 87 1 3 3 248
How did the financial crisis alter the correlations of U.S. yield spreads? 0 0 1 27 0 0 2 124
How good can heuristic-based forecasts be? A comparative performance of econometric and heuristic models for UK and US asset returns 0 0 0 20 1 1 2 53
Identifying and measuring the contagion channels at work in the European financial crises 0 0 1 56 2 3 5 151
International asset allocation under regime switching, skew, and kurtosis preferences 0 0 0 221 0 1 4 591
International asset prices and portfolio choices under Bayesian learning 0 0 0 101 0 0 0 228
Investing for the Long-run in European Real Estate 0 0 1 118 0 0 1 304
Is the bond market irrational? 0 0 0 45 0 0 1 135
Is the financial crisis over? a yield spread perspective 0 0 0 16 0 0 0 64
Learning to smile: Can rational learning explain predictable dynamics in the implied volatility surface? 0 0 0 42 0 2 4 107
Linear and nonlinear predictability in investment style factors: multivariate evidence 0 1 9 34 7 22 54 157
Linear predictability vs. bull and bear market models in strategic asset allocation decisions: evidence from UK data 0 0 0 17 0 1 2 41
Macroeconomic Factors Strike Back: A Bayesian Change-Point Model of Time-Varying Risk Exposures and Premia in the U.S. Cross-Section 0 1 1 26 1 2 5 149
Markov Switching Dynamics in REIT Returns: Univariate and Multivariate Evidence on Forecasting Performance 0 0 4 51 0 0 9 131
Media Attention vs. Sentiment as Drivers of Conditional Volatility Predictions: An Application to Brexit 0 0 0 14 1 4 4 26
Mildly explosive dynamics in U.S. fixed income markets 0 0 0 14 0 0 3 42
Modeling systemic risk with Markov Switching Graphical SUR models 0 0 2 47 0 0 8 168
Modelling the implied volatility surface: Does market efficiency matter?: An application to MIB30 index options 0 0 0 92 0 0 2 245
Monetary policy after the crisis: A threat to hedge funds' alphas? 1 1 3 35 2 3 14 90
Myths and Facts about the Alleged Over-Pricing of U.S. Real Estate 0 0 0 26 0 0 2 115
New ESG rating drivers in the cross‐section of European stock returns 0 3 9 21 0 5 19 40
No volatility, no forecasting power for the term spread 0 0 0 29 1 1 2 101
Non-linear predictability in stock and bond returns: When and where is it exploitable? 0 0 0 155 3 3 3 382
Option prices under Bayesian learning: implied volatility dynamics and predictive densities 2 2 2 313 4 4 6 664
Performance persistence and optimal asset allocation strategies 0 0 0 10 0 0 0 15
Pessimistic beliefs under rational learning: Quantitative implications for the equity premium puzzle 0 0 0 75 2 2 4 229
Portfolio performance of linear SDF models: an out-of-sample assessment 0 0 0 11 0 0 1 48
Predictable Dynamics in the S&P 500 Index Options Implied Volatility Surface 1 1 5 379 2 4 13 1,050
Predictions of short-term rates and the expectations hypothesis 0 0 2 22 0 1 6 88
Pricing S&P 500 Index Options: A Conditional Semi‐Nonparametric Approach 0 0 0 10 0 0 1 36
Properties of equilibrium asset prices under alternative learning schemes 0 0 1 117 0 0 2 277
Recursive Modeling of Nonlinear Dynamics in UK Stock Returns 0 0 0 85 0 0 2 234
Regime shifts in mean-variance efficient frontiers: Some international evidence 0 0 0 0 1 3 3 11
Simple VARs cannot approximate Markov switching asset allocation decisions: An out-of-sample assessment 0 0 1 16 0 0 3 50
Size and Value Anomalies under Regime Shifts 0 0 0 100 4 5 8 253
Small caps in international equity portfolios: the effects of variance risk 0 0 0 72 0 0 1 222
Strong vs. stable: the impact of ESG ratings momentum and their volatility on the cost of equity capital 0 0 3 3 1 4 20 20
Subjective probabilities: psychological theories and economic applications 0 0 0 46 0 1 3 378
Switching Coefficients or Automatic Variable Selection: An Application in Forecasting Commodity Returns 0 0 0 19 1 2 6 34
Taming the long-term spreads 0 0 0 10 0 0 0 48
Term structure of risk under alternative econometric specifications 0 0 0 159 0 0 2 367
The Predictability of Real Estate Excess Returns: An Out-of-Sample Economic Value Analysis 0 0 3 19 1 2 7 25
The decline in the U.S. personal saving rate: is it real and is it a puzzle? 0 0 0 106 0 1 6 478
The dollar U-turn 0 0 0 34 0 0 0 128
The dynamics of returns predictability in cryptocurrency markets 0 2 3 16 0 3 6 24
The economic effects of violent conflict: Evidence from asset market reactions 1 2 11 116 5 9 49 432
The effects of large-scale asset purchases on TIPS inflation expectations 0 0 3 83 0 0 4 191
The empirical performance of option implied volatility surface-driven optimal portfolios 1 1 1 16 3 5 6 28
The impact of monetary policy on corporate bonds under regime shifts 0 0 0 53 1 1 4 171
Time and Risk Diversification in Real Estate Investments: Assessing the Ex Post Economic Value 0 0 0 98 0 0 2 237
Time varying stock return predictability: Evidence from US sectors 0 0 1 100 1 2 5 225
Time-varying price discovery in sovereign credit markets 1 1 2 8 2 3 5 18
Time-varying risk aversion and international stock returns 0 0 1 1 0 1 5 5
Unconventional monetary policies and the corporate bond market 0 0 0 41 0 0 0 118
Understanding the Factors Driving the Demand of Structured Investment Products 1 1 1 1 1 1 1 1
What tames the Celtic Tiger? Portfolio implications from a Multivariate Markov Switching model 0 0 0 48 2 3 4 217
Total Journal Articles 16 31 132 6,785 97 203 659 19,401
1 registered items for which data could not be found

Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Transmission Channels of Financial Shocks to Stock, Bond, and Asset-Backed Markets: An Empirical Model 0 0 0 0 1 1 1 21
Total Books 0 0 0 0 1 1 1 21

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Chapter 16 The Economic and Statistical Value of Forecast Combinations Under Regime Switching: An Application to Predictable US Returns 1 1 1 1 1 1 1 1
Machine Learning in Portfolio Decisions 0 1 5 6 0 2 10 13
Markov Switching Mean-Variance Frontier Dynamics: Theory and International Evidence 1 1 1 1 2 2 3 11
Markov Switching Models in Empirical Finance 1 3 10 13 2 6 22 36
Markov Switching in Portfolio Choice and Asset Pricing Models: A Survey 0 0 4 12 0 2 13 26
Markov switching models in asset pricing research 2 2 5 123 4 4 13 214
Total Chapters 5 8 26 156 9 17 62 301

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Statistics updated 2025-11-08