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 1 1 3 219
1/N and long run optimal portfolios: results for mixed asset menus 0 0 0 132 0 0 1 344
A Bayesian multi-factor model of instability in prices and quantities of risk in U.S. financial markets 0 0 0 129 0 3 5 242
A Markov Switching Cointegration Analysis of the CDS-Bond Basis Puzzle 0 0 5 97 0 0 8 143
A simple model of trading and pricing risky assets under ambiguity: any lessons for policy-makers? 0 0 1 129 1 3 6 267
A yield spread perspective on the great financial crisis: break-point test evidence 0 0 0 152 1 3 4 290
Affiliated mutual funds and analyst optimism 0 0 0 256 0 3 5 442
Ambiguity Aversion and Under-diversification 0 0 0 215 0 1 6 413
Ambiguity in Asset Pricing and Portfolio Choice: A Review of the Literature 0 0 1 307 4 5 10 804
Ambiguity in asset pricing and portfolio choice: a review of the literature 0 0 0 152 0 5 10 271
An Empirical Analysis of Changes in the Relative Timeliness of Issuer-Paid vs. Investor-Paid Ratings 0 0 0 124 2 2 5 324
An econometric model of nonlinear dynamics in the joint distribution of stock and bond returns 0 0 0 292 2 3 4 562
Arbitrage Risk and Investor Sentiment as Causes of Persistent Mispricing: the European Evidence 0 0 1 55 1 2 4 109
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? 0 2 8 127 1 3 11 154
Are the dynamic linkages between the macroeconomy and asset prices time-varying? 0 0 0 214 1 5 5 465
Asset allocation under multivariate regime switching 0 1 4 644 4 9 22 1,279
Boosting the Forecasting Power of Conditional Heteroskedasticity Models to Account for Covid-19 Outbreaks 0 0 1 87 1 4 7 61
Can Investors Benefit from Hedge Fund Strategies? Utility-Based, Out-of-Sample Evidence 0 0 2 52 0 0 5 92
Can Investors Benefit from Hedge Fund Strategies? Utility-Based, Out-of-Sample Evidence 0 0 0 105 2 2 5 144
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 1 2 6 434
Can VAR models capture regime shifts in asset returns? a long-horizon strategic asset allocation perspective 0 0 0 217 2 5 8 461
Can We Forecast the Implied Volatility Surface Dynamics of Equity Options? Predictability and Economic Value Tests 1 1 2 482 3 6 14 1,185
Diamonds are Forever, Wars are Not: Is Conflict Bad for Private Firms? 0 0 0 246 2 2 5 1,033
Diamonds are forever, wars are not. Is conflict bad for private firms? 1 1 1 474 2 8 9 1,171
Dissecting Time-Varying Risk Exposures in Cryptocurrency Markets 1 3 10 122 1 4 18 231
Dissecting the 2007-2009 real estate market bust: systematic pricing correction or just a housing fad? 0 0 0 60 4 4 7 164
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 0 2 4 185
Do US Active Mutual Funds Make Good of Their ESG Promises? Evidence from Portfolio Holdings 1 3 12 25 1 3 12 36
Does the Cost of Private Debt Respond to Monetary Policy? Heteroskedasticity-Based Identification in a Model with Regimes 1 1 7 96 3 4 10 117
Does the Cost of Private Debt Respond to Monetary Policy? Heteroskedasticity-Based Identification in a Model with Regimes 1 3 4 56 4 13 14 85
Does the macroeconomy predict U.K. asset returns in a nonlinear fashion? comprehensive out-of-sample evidence 0 0 0 127 1 2 2 343
Economic Implications of Bull and Bear Regimes in UK Stock Returns 0 0 0 132 2 2 2 338
Equity portfolio diversification under time-varying predictability and comovements: evidence from Ireland, the US, and the UK 0 0 0 133 2 2 2 353
Estimating Stochastic Discount Factor Models with Hidden Regimes: Applications to Commodity Pricing 0 0 2 117 3 4 6 204
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 2 2 5 163
Forecasting and Trading Monetary Policy Effects on the Riskless Yield Curve with Regime Switching Nelson†Siegel Models 0 0 6 144 1 1 8 201
Forecasting and Trading Monetary Policy Switching Nelson-Siegel Models 0 2 6 105 0 2 13 134
Forecasting: theory and practice 1 2 7 92 7 18 33 131
Forecasts of U.S. short-term interest rates: a flexible forecast combination approach 0 0 0 889 2 3 6 2,488
Forecasts of US Short-term Interest Rates: A Flexible Forecast Combination Approach 0 0 0 280 4 6 8 755
High equity premia and crash fears. Rational foundations 0 0 0 115 2 4 5 302
Home bias and high turnover in an overlapping generations model with learning 0 0 0 213 1 4 4 523
How Smart is the Real Estate Smart Beta? Evidence from Optimal Style Factor Strategies for REITs 0 7 17 17 2 10 20 20
How Smart is the Real Estate Smart Beta? Evidence from Optimal Style Factor Strategies for REITs 0 1 5 94 0 3 11 157
How did the financial crisis alter the correlations of U.S. yield spreads? 0 1 3 245 7 9 18 652
Implied Learning Paths from Option Prices 0 0 0 139 0 2 3 296
International asset allocation under regime switching, skew and kurtosis preferences 0 0 0 484 0 1 4 929
Investing for the Long-Run in European Real Estate. Does Predictability Matter? 0 0 0 178 1 1 2 435
Investing for the long-run in European real estate 0 0 0 384 2 4 4 1,319
Investing in Mixed Asset Portfolios: the Ex-Post Performance 0 0 0 112 1 1 2 379
Learning to smile: Can rational learning explain predictable dynamics in the implied volatility surface? 0 0 0 114 3 4 4 273
Linear and Nonlinear Predictability in Investment Style Factors: Multivariate Evidence* 0 0 0 141 0 3 24 244
Machine Learning in Portfolio Decisions 1 7 62 99 10 22 107 158
Macroeconomic Factors Strike Back: A Bayesian Change-Point Model of Time-Varying Risk Exposures and Premia in the U.S. Cross-Section 0 0 4 112 1 4 11 179
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 1 1 2 348
Managing international portfolios with small capitalization stocks 0 0 0 66 4 6 8 263
Markov Switching Models in Empirical Finance 2 2 19 2,379 5 12 62 4,568
Media Attention vs. Sentiment as Drivers of Conditional Volatility Predictions: An Application to Brexit 0 0 3 87 2 2 5 116
Mildly Explosive Dynamics in U.S. Fixed Income Markets 0 0 0 18 2 2 3 91
Mildly Explosive Dynamics in U.S. Fixed Income Markets 0 0 2 21 2 2 6 38
Mildly Explosive Dynamics in U.S. Fixed Income Markets 0 0 0 27 5 5 8 90
Modeling Systemic Risk with Markov Switching Graphical SUR Models 0 1 2 146 2 6 9 237
Modelling the MIB30 implied volatility surface. Does market efficiency matter? 0 0 0 225 0 2 3 759
Monetary Policy after the Crisis: Threat or Opportunity to Hedge Funds' Alphas? 0 0 2 126 1 1 6 145
Multifactor Empirical Asset Pricing Under Higher-Order Moment Variations 0 0 0 24 1 1 1 81
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 1 5 6 289
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 2 3 6 145
Non-linear predictability in stock and bond returns: when and where is it exploitable? 1 1 2 457 4 7 13 909
Nonlinear Dynamics in Monetary Policy-Fueled Stock Market Bubbles 0 6 27 27 1 9 30 30
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 0 3 7 1,275
Option Prices under Bayesian Learning: Implied Volatility Dynamics and Predictive Densities 0 0 0 355 1 1 1 957
Option Prices under Bayesian Learning: Implied Volatility Dynamics and Predictive Densities 0 0 0 326 3 3 4 916
Option prices and implied volatility dynamics under Bayesian learning 0 0 0 0 0 2 6 662
Option prices under Bayesian learning: implied volatility dynamics and predictive densities 0 0 0 0 1 2 3 3
Pessimistic beliefs under rational learning: quantitative implications for the equity premium puzzle 0 0 0 144 1 3 6 454
Portfolio Performance of Linear SDF Models: An Out-of-Sample Assessment 0 0 2 25 2 3 9 60
Portfolio Performance of Linear SDF Models: An Out-of-Sample Assessment 0 0 1 55 2 2 3 118
Predictable dynamics in the S&P 500 index options implied volatility surface 0 0 0 611 3 6 11 1,532
Predictions of short-term rates and the expectations hypothesis 0 0 0 141 0 0 0 322
Predictions of short-term rates and the expectations hypothesis of the term structure of interest rates 1 4 4 162 10 16 21 481
Properties of equilibrium asset prices under alternative learning schemes 0 0 0 176 3 5 6 459
Regime shifts in mean-variance efficient frontiers: some international evidence 0 0 0 124 0 1 2 216
Responsible Investing under Climate Change Uncertainty 0 4 31 46 3 11 47 60
Sentiment Risk Premia In The Cross-Section of Global Equity 0 0 1 63 2 2 8 116
Sentiment Risk Premia in the Cross-Section of Global Equity and Currency Returns 1 2 2 92 2 5 8 145
Size and value anomalies under regime shifts 0 0 0 259 1 4 5 576
Small Caps in International Diversified Portfolios 0 0 0 74 2 2 3 252
Small Caps in International Equity Portfolios: The Effects of Variance Risk 0 0 0 155 3 4 4 525
Small caps in international equity portfolios: the effects of variance risk 0 0 0 171 1 2 3 524
Strategic Asset Allocation and Consumption Decisions under Multivariate Regime Switching 0 0 0 10 2 4 4 789
Strong vs. Stable: The Impact of ESG Ratings Momentum and their Volatility on the Cost of Equity Capital 1 2 13 71 6 8 24 92
Subjective probabilities: psychological evidence and economic applications 0 0 0 260 0 2 6 844
Term Structure of Risk Under Alternative Econometric Specifications 0 0 0 114 2 3 3 344
Term structure of risk under alternative econometric specifications 0 0 0 218 0 1 4 523
The Effects of Information Asymmetries on the Success of Stock Option Listings 0 0 0 117 2 2 2 429
The Empirical Performance of Option Implied Volatility Surface-Driven Optimal Portfolios 0 0 8 46 0 0 11 57
The Impact of Monetary Policy on Corporate Bonds under Regime Shifts 0 0 0 168 4 4 6 345
The Predictability of Real Estate Excess Returns: An Out-of-Sample Economic Value Analysis 0 0 3 88 3 4 9 102
The economic and statistical value of forecast combinations under regime switching: an application to predictable U.S. returns 0 1 2 249 0 4 10 640
The economic effects of violent conflict: evidence from asset market reactions 0 0 0 227 6 9 15 743
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 1 3 299
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 1 14 61 2 3 17 85
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 2 3 7 121
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 3 5 8 546
Who should buy structured investment products and why? 0 3 21 42 1 5 28 52
Why do analysts continue to provide favorable coverage for seasoned stocks? 0 0 0 88 3 5 7 279
Total Working Papers 14 63 342 20,097 207 425 1,042 48,267

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 2 3 3 227
A yield spread perspective on the great financial crisis: Break-point test evidence 0 0 0 45 1 1 2 151
Affiliated mutual funds and analyst optimism 0 0 0 147 4 7 10 449
Alternative econometric implementations of multi-factor models of the U.S. financial markets 0 0 0 37 1 1 2 130
Ambiguity Aversion and Underdiversification 0 1 1 39 1 3 5 100
Ambiguity in asset pricing and portfolio choice: a review of the literature 0 0 0 71 1 3 5 178
An econometric model of nonlinear dynamics in the joint distribution of stock and bond returns 0 0 1 371 2 2 8 885
An econometric model of nonlinear dynamics in the joint distribution of stock and bond returns 0 0 2 4 1 1 5 18
An empirical analysis of changes in the relative timeliness of issuer-paid vs. investor-paid ratings 0 0 1 11 1 3 6 40
Arbitrage risk and a sentiment as causes of persistent mispricing: The European evidence 0 0 0 20 0 2 7 53
Are the dynamic linkages between the macroeconomy and asset prices time-varying? 0 0 0 99 0 1 1 263
Asset allocation under multivariate regime switching 4 8 19 500 16 30 68 1,141
Bubbling (or just frothy) house prices? 0 0 1 36 1 1 3 155
Can Investors Benefit from Hedge Fund Strategies? Utility-Based, Out-of-Sample Evidence 0 0 0 7 2 4 5 15
Can Linear Predictability Models Time Bull and Bear Real Estate Markets? Out-of-Sample Evidence from REIT Portfolios 0 0 0 40 3 3 5 154
Can VAR models capture regime shifts in asset returns? A long-horizon strategic asset allocation perspective 0 0 3 105 1 3 11 266
Can long-run dynamic optimal strategies outperform fixed-mix portfolios? Evidence from multiple data sets 0 0 0 38 2 2 3 112
Can we forecast the implied volatility surface dynamics of equity options? Predictability and economic value tests 0 0 0 89 0 0 6 353
Cross-asset contagion in the financial crisis: A Bayesian time-varying parameter approach 0 0 0 25 2 4 4 80
Cross-country personal saving rates 0 0 0 83 1 3 4 233
Diamonds Are Forever, Wars Are Not: Is Conflict Bad for Private Firms? 1 2 2 454 5 10 30 1,737
Dissecting the 2007–2009 Real Estate Market Bust: Systematic Pricing Correction or Just a Housing Fad? 0 0 0 29 0 0 1 65
Diversifying in public real estate: The ex-post performance 0 0 0 0 1 2 2 11
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 1 1 2 81
Does the cost of private debt respond to monetary policy? Heteroskedasticity-based identification in a model with regimes 0 1 1 20 3 4 4 29
Economic Implications of Bull and Bear Regimes in UK Stock and Bond Returns 0 0 0 343 0 1 2 718
Equally Weighted vs. Long†Run Optimal Portfolios 0 0 0 10 2 2 3 31
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 0 2 4 52
Forecasting Asset Returns Using Nelson–Siegel Factors Estimated from the US Yield Curve 0 1 4 4 0 2 13 13
Forecasting and trading monetary policy effects on the riskless yield curve with regime switching Nelson–Siegel models 0 0 2 26 1 1 6 107
Forecasting commodity futures returns with stepwise regressions: Do commodity-specific factors help? 0 3 3 29 0 3 4 55
Forecasting the CBOE VIX and SKEW Indices Using Heterogeneous Autoregressive Models 0 1 3 3 4 11 16 21
Forecasting yield spreads under crisis-induced multiple breakpoints 0 0 0 12 1 1 1 43
Forecasting: theory and practice 1 1 10 55 12 23 99 366
Forecasts of US short-term interest rates: A flexible forecast combination approach 1 1 2 243 3 3 9 637
High equity premia and crash fears - Rational foundations 0 0 0 94 1 1 2 241
Home Bias and High Turnover in an Overlapping‐generations Model with Learning 0 0 0 87 3 5 6 251
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 2 3 3 55
Identifying and measuring the contagion channels at work in the European financial crises 1 1 2 57 1 4 6 152
International asset allocation under regime switching, skew, and kurtosis preferences 0 0 0 221 2 2 6 593
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 1 1 1 65
Learning to smile: Can rational learning explain predictable dynamics in the implied volatility surface? 0 0 0 42 1 1 5 108
Linear and nonlinear predictability in investment style factors: multivariate evidence 0 0 9 34 2 23 55 159
Linear predictability vs. bull and bear market models in strategic asset allocation decisions: evidence from UK data 0 0 0 17 1 2 3 42
Macroeconomic Factors Strike Back: A Bayesian Change-Point Model of Time-Varying Risk Exposures and Premia in the U.S. Cross-Section 0 0 1 26 0 1 5 149
Markov Switching Dynamics in REIT Returns: Univariate and Multivariate Evidence on Forecasting Performance 0 0 4 51 0 0 8 131
Media Attention vs. Sentiment as Drivers of Conditional Volatility Predictions: An Application to Brexit 0 0 0 14 1 2 5 27
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 2 2 10 170
Modelling the implied volatility surface: Does market efficiency matter?: An application to MIB30 index options 0 0 0 92 0 0 1 245
Monetary policy after the crisis: A threat to hedge funds' alphas? 0 1 3 35 3 5 15 93
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 1 3 9 22 4 6 22 44
No volatility, no forecasting power for the term spread 0 0 0 29 1 2 3 102
Non-linear predictability in stock and bond returns: When and where is it exploitable? 0 0 0 155 0 3 3 382
Option prices under Bayesian learning: implied volatility dynamics and predictive densities 0 2 2 313 1 5 6 665
Performance persistence and optimal asset allocation strategies 0 0 0 10 1 1 1 16
Pessimistic beliefs under rational learning: Quantitative implications for the equity premium puzzle 0 0 0 75 0 2 4 229
Portfolio performance of linear SDF models: an out-of-sample assessment 0 0 0 11 1 1 2 49
Predictable Dynamics in the S&P 500 Index Options Implied Volatility Surface 0 1 4 379 4 7 16 1,054
Predictions of short-term rates and the expectations hypothesis 0 0 0 22 2 2 6 90
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 1 277
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 1 1 1 1 5 6 8 16
Simple VARs cannot approximate Markov switching asset allocation decisions: An out-of-sample assessment 0 0 1 16 1 1 4 51
Size and Value Anomalies under Regime Shifts 0 0 0 100 0 5 8 253
Small caps in international equity portfolios: the effects of variance risk 0 0 0 72 1 1 2 223
Strong vs. stable: the impact of ESG ratings momentum and their volatility on the cost of equity capital 0 0 3 3 0 4 20 20
Subjective probabilities: psychological theories and economic applications 0 0 0 46 0 0 3 378
Switching Coefficients or Automatic Variable Selection: An Application in Forecasting Commodity Returns 0 0 0 19 0 1 6 34
Taming the long-term spreads 0 0 0 10 1 1 1 49
Term structure of risk under alternative econometric specifications 0 0 0 159 1 1 3 368
The Predictability of Real Estate Excess Returns: An Out-of-Sample Economic Value Analysis 0 0 3 19 1 3 8 26
The decline in the U.S. personal saving rate: is it real and is it a puzzle? 0 0 0 106 0 0 3 478
The dollar U-turn 0 0 0 34 0 0 0 128
The dynamics of returns predictability in cryptocurrency markets 0 1 3 16 1 3 7 25
The economic effects of violent conflict: Evidence from asset market reactions 0 2 9 116 1 9 48 433
The effects of large-scale asset purchases on TIPS inflation expectations 1 1 4 84 1 1 5 192
The empirical performance of option implied volatility surface-driven optimal portfolios 0 1 1 16 1 5 7 29
The impact of monetary policy on corporate bonds under regime shifts 0 0 0 53 4 5 8 175
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 6 226
Time-varying price discovery in sovereign credit markets 0 1 2 8 1 4 6 19
Time-varying risk aversion and international stock returns 0 0 1 1 0 0 5 5
Unconventional monetary policies and the corporate bond market 0 0 0 41 1 1 1 119
Understanding the Factors Driving the Demand of Structured Investment Products 1 2 2 2 1 2 2 2
What tames the Celtic Tiger? Portfolio implications from a Multivariate Markov Switching model 0 0 0 48 1 4 5 218
Total Journal Articles 12 36 130 6,797 132 283 740 19,533
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 0 1 1 21
Total Books 0 0 0 0 0 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 0 1 1 1 0 1 1 1
Machine Learning in Portfolio Decisions 0 0 4 6 4 5 12 17
Markov Switching Mean-Variance Frontier Dynamics: Theory and International Evidence 0 1 1 1 0 2 3 11
Markov Switching Models in Empirical Finance 1 3 10 14 4 8 25 40
Markov Switching in Portfolio Choice and Asset Pricing Models: A Survey 0 0 4 12 1 3 14 27
Markov switching models in asset pricing research 0 2 4 123 2 6 14 216
Total Chapters 1 7 24 157 11 25 69 312

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Statistics updated 2025-12-06