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 15 16 18 234
1/N and long run optimal portfolios: results for mixed asset menus 0 0 0 132 5 5 6 349
A Bayesian multi-factor model of instability in prices and quantities of risk in U.S. financial markets 0 0 0 129 2 4 7 244
A Markov Switching Cointegration Analysis of the CDS-Bond Basis Puzzle 0 0 4 97 2 2 8 145
A simple model of trading and pricing risky assets under ambiguity: any lessons for policy-makers? 0 0 1 129 4 5 10 271
A yield spread perspective on the great financial crisis: break-point test evidence 0 0 0 152 1 4 5 291
Affiliated mutual funds and analyst optimism 0 0 0 256 0 2 5 442
Ambiguity Aversion and Under-diversification 0 0 0 215 2 3 8 415
Ambiguity in Asset Pricing and Portfolio Choice: A Review of the Literature 0 0 1 307 0 5 10 804
Ambiguity in asset pricing and portfolio choice: a review of the literature 0 0 0 152 3 5 13 274
An Empirical Analysis of Changes in the Relative Timeliness of Issuer-Paid vs. Investor-Paid Ratings 0 0 0 124 2 4 5 326
An econometric model of nonlinear dynamics in the joint distribution of stock and bond returns 0 0 0 292 1 4 5 563
Arbitrage Risk and Investor Sentiment as Causes of Persistent Mispricing: the European Evidence 0 0 0 23 1 1 2 48
Arbitrage Risk and Investor Sentiment as Causes of Persistent Mispricing: the European Evidence 0 0 1 55 0 2 4 109
Are Unconventional Monetary Policies a Priced Risk Factor for Hedge Fund Strategies? 1 3 8 128 1 4 11 155
Are the dynamic linkages between the macroeconomy and asset prices time-varying? 0 0 0 214 2 6 7 467
Asset allocation under multivariate regime switching 0 0 4 644 1 7 22 1,280
Boosting the Forecasting Power of Conditional Heteroskedasticity Models to Account for Covid-19 Outbreaks 0 0 1 87 2 6 9 63
Can Investors Benefit from Hedge Fund Strategies? Utility-Based, Out-of-Sample Evidence 0 0 0 105 1 3 6 145
Can Investors Benefit from Hedge Fund Strategies? Utility-Based, Out-of-Sample Evidence 0 0 2 52 1 1 6 93
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 1 6 434
Can VAR models capture regime shifts in asset returns? a long-horizon strategic asset allocation perspective 0 0 0 217 2 7 10 463
Can We Forecast the Implied Volatility Surface Dynamics of Equity Options? Predictability and Economic Value Tests 0 1 2 482 5 11 17 1,190
Diamonds are Forever, Wars are Not: Is Conflict Bad for Private Firms? 1 1 1 247 1 3 6 1,034
Diamonds are forever, wars are not. Is conflict bad for private firms? 0 1 1 474 1 7 10 1,172
Dissecting Time-Varying Risk Exposures in Cryptocurrency Markets 0 2 9 122 2 5 18 233
Dissecting the 2007-2009 real estate market bust: systematic pricing correction or just a housing fad? 0 0 0 60 0 4 7 164
Distilling Large Information Sets to Forecast Commodity Returns: Automatic Variable Selection or HiddenMarkov Models? 0 0 2 76 0 0 3 103
Do Regimes in Excess Stock Return Predictability Create Economic Value? An Out-of-Sample Portfolio Analysis 0 0 0 150 4 5 8 189
Do US Active Mutual Funds Make Good of Their ESG Promises? Evidence from Portfolio Holdings 1 3 12 26 3 5 14 39
Does the Cost of Private Debt Respond to Monetary Policy? Heteroskedasticity-Based Identification in a Model with Regimes 0 1 7 96 1 5 11 118
Does the Cost of Private Debt Respond to Monetary Policy? Heteroskedasticity-Based Identification in a Model with Regimes 0 3 4 56 1 13 15 86
Does the macroeconomy predict U.K. asset returns in a nonlinear fashion? comprehensive out-of-sample evidence 0 0 0 127 0 1 2 343
Economic Implications of Bull and Bear Regimes in UK Stock Returns 0 0 0 132 3 5 5 341
Equity portfolio diversification under time-varying predictability and comovements: evidence from Ireland, the US, and the UK 0 0 0 133 1 3 3 354
Estimating Stochastic Discount Factor Models with Hidden Regimes: Applications to Commodity Pricing 0 0 2 117 2 6 8 206
Ex Post Portfolio Performance with Predictable Skewness and Kurtosis 0 0 0 144 1 1 4 395
Federal Reserve Chair Communication Sentiments' Heterogeneity, Personal Characteristics and their Impact on Target Rate Discovery 0 0 0 27 1 1 1 43
Forecasting Commodity Futures Returns: An Economic Value Analysis of Macroeconomic vs. Specific Factors 0 0 2 115 1 3 6 164
Forecasting and Trading Monetary Policy Effects on the Riskless Yield Curve with Regime Switching Nelson†Siegel Models 0 0 6 144 5 6 13 206
Forecasting and Trading Monetary Policy Switching Nelson-Siegel Models 0 2 6 105 1 3 14 135
Forecasting: theory and practice 1 3 7 93 7 22 39 138
Forecasts of U.S. short-term interest rates: a flexible forecast combination approach 0 0 0 889 0 3 6 2,488
Forecasts of US Short-term Interest Rates: A Flexible Forecast Combination Approach 0 0 0 280 1 6 9 756
High equity premia and crash fears. Rational foundations 0 0 0 115 0 3 5 302
Home bias and high turnover in an overlapping generations model with learning 0 0 0 213 2 4 6 525
How Smart is the Real Estate Smart Beta? Evidence from Optimal Style Factor Strategies for REITs 2 7 19 19 3 10 23 23
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? 1 2 3 246 2 11 19 654
Implied Learning Paths from Option Prices 0 0 0 139 1 3 4 297
International asset allocation under regime switching, skew and kurtosis preferences 1 1 1 485 6 7 10 935
Investing for the Long-Run in European Real Estate. Does Predictability Matter? 0 0 0 178 2 3 4 437
Investing for the long-run in European real estate 0 0 0 384 3 7 7 1,322
Investing in Mixed Asset Portfolios: the Ex-Post Performance 0 0 0 112 3 4 5 382
Learning to smile: Can rational learning explain predictable dynamics in the implied volatility surface? 0 0 0 114 1 4 5 274
Linear and Nonlinear Predictability in Investment Style Factors: Multivariate Evidence* 0 0 0 141 1 4 25 245
Machine Learning in Portfolio Decisions 4 8 57 103 10 27 110 168
Macroeconomic Factors Strike Back: A Bayesian Change-Point Model of Time-Varying Risk Exposures and Premia in the U.S. Cross-Section 1 1 5 113 1 4 12 180
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 2 3 349
Managing international portfolios with small capitalization stocks 0 0 0 66 2 7 10 265
Markov Switching Models in Empirical Finance 0 2 17 2,379 13 22 71 4,581
Media Attention vs. Sentiment as Drivers of Conditional Volatility Predictions: An Application to Brexit 0 0 3 87 2 4 7 118
Mildly Explosive Dynamics in U.S. Fixed Income Markets 0 0 0 18 3 5 6 94
Mildly Explosive Dynamics in U.S. Fixed Income Markets 0 0 0 27 3 8 11 93
Mildly Explosive Dynamics in U.S. Fixed Income Markets 0 0 1 21 0 2 5 38
Modeling Systemic Risk with Markov Switching Graphical SUR Models 0 1 2 146 2 7 11 239
Modelling the MIB30 implied volatility surface. Does market efficiency matter? 0 0 0 225 1 2 4 760
Monetary Policy after the Crisis: Threat or Opportunity to Hedge Funds' Alphas? 0 0 2 126 2 3 7 147
Multifactor Empirical Asset Pricing Under Higher-Order Moment Variations 0 0 0 24 0 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 0 1 123 4 8 10 293
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 4 8 147
Non-linear predictability in stock and bond returns: when and where is it exploitable? 1 2 3 458 4 11 17 913
Nonlinear Dynamics in Monetary Policy-Fueled Stock Market Bubbles 3 7 30 30 8 14 38 38
Optimal Portfolios for Occupational Funds under Time-Varying Correlations in Bull and Bear Markets? Assessing the Ex-Post Economic Value 0 0 0 102 1 1 1 219
Optimal portfolio choice under regime switching, skew and kurtosis preferences 0 0 0 435 1 4 7 1,276
Option Prices under Bayesian Learning: Implied Volatility Dynamics and Predictive Densities 0 0 0 326 2 5 6 918
Option Prices under Bayesian Learning: Implied Volatility Dynamics and Predictive Densities 0 0 0 355 4 5 5 961
Option prices and implied volatility dynamics under Bayesian learning 0 0 0 0 3 5 9 665
Option prices under Bayesian learning: implied volatility dynamics and predictive densities 0 0 0 0 2 3 5 5
Pessimistic beliefs under rational learning: quantitative implications for the equity premium puzzle 0 0 0 144 1 3 7 455
Portfolio Performance of Linear SDF Models: An Out-of-Sample Assessment 0 0 2 25 2 4 11 62
Portfolio Performance of Linear SDF Models: An Out-of-Sample Assessment 0 0 1 55 3 5 6 121
Predictable dynamics in the S&P 500 index options implied volatility surface 0 0 0 611 1 5 12 1,533
Predictions of short-term rates and the expectations hypothesis 0 0 0 141 2 2 2 324
Predictions of short-term rates and the expectations hypothesis of the term structure of interest rates 0 4 4 162 5 20 26 486
Properties of equilibrium asset prices under alternative learning schemes 0 0 0 176 0 3 6 459
Regime shifts in mean-variance efficient frontiers: some international evidence 0 0 0 124 1 2 3 217
Responsible Investing under Climate Change Uncertainty 0 2 29 46 5 13 49 65
Sentiment Risk Premia In The Cross-Section of Global Equity 0 0 1 63 4 6 12 120
Sentiment Risk Premia in the Cross-Section of Global Equity and Currency Returns 0 2 2 92 1 4 8 146
Size and value anomalies under regime shifts 0 0 0 259 2 5 7 578
Small Caps in International Diversified Portfolios 0 0 0 74 0 2 3 252
Small Caps in International Equity Portfolios: The Effects of Variance Risk 0 0 0 155 0 4 4 525
Small caps in international equity portfolios: the effects of variance risk 0 0 0 171 2 4 5 526
Strategic Asset Allocation and Consumption Decisions under Multivariate Regime Switching 0 0 0 10 3 6 7 792
Strong vs. Stable: The Impact of ESG Ratings Momentum and their Volatility on the Cost of Equity Capital 1 3 14 72 5 13 29 97
Subjective probabilities: psychological evidence and economic applications 0 0 0 260 1 2 6 845
Term Structure of Risk Under Alternative Econometric Specifications 0 0 0 114 1 4 4 345
Term structure of risk under alternative econometric specifications 0 0 0 218 2 2 6 525
The Effects of Information Asymmetries on the Success of Stock Option Listings 0 0 0 117 2 4 4 431
The Empirical Performance of Option Implied Volatility Surface-Driven Optimal Portfolios 1 1 8 47 3 3 13 60
The Impact of Monetary Policy on Corporate Bonds under Regime Shifts 0 0 0 168 0 4 6 345
The Predictability of Real Estate Excess Returns: An Out-of-Sample Economic Value Analysis 0 0 3 88 0 4 9 102
The economic and statistical value of forecast combinations under regime switching: an application to predictable U.S. returns 0 0 2 249 0 2 10 640
The economic effects of violent conflict: evidence from asset market reactions 0 0 0 227 0 8 15 743
Time and Risk Diversification in Real Estate Investments: Assessing the Ex Post Economic Value 0 0 1 109 2 2 3 429
Time and risk diversification in real estate investments: assessing the ex post economic value 0 0 0 128 2 2 5 301
Time-Varying Price Discovery in Sovereign Credit Markets 0 0 3 57 0 0 3 74
Time-Varying Risk Aversion and International Stock Returns 1 1 14 62 2 4 18 87
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 0 3 7 121
Volatility as an Alternative asset Class: Does It Improve Portfolio Performance? 0 0 0 54 1 1 1 105
What tames the Celtic tiger? portfolio implications from a multivariate Markov switching model 0 0 0 170 1 5 9 547
Who should buy structured investment products and why? 1 3 22 43 9 13 37 61
Why do analysts continue to provide favorable coverage for seasoned stocks? 0 0 0 88 0 4 6 279
Total Working Papers 21 68 340 20,118 247 600 1,251 48,514

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 0 3 3 227
A yield spread perspective on the great financial crisis: Break-point test evidence 0 0 0 45 0 1 2 151
Affiliated mutual funds and analyst optimism 0 0 0 147 1 7 11 450
Alternative econometric implementations of multi-factor models of the U.S. financial markets 0 0 0 37 0 1 2 130
Ambiguity Aversion and Underdiversification 0 0 1 39 1 2 6 101
Ambiguity in asset pricing and portfolio choice: a review of the literature 0 0 0 71 0 1 5 178
An econometric model of nonlinear dynamics in the joint distribution of stock and bond returns 0 0 0 371 0 2 6 885
An econometric model of nonlinear dynamics in the joint distribution of stock and bond returns 0 0 1 4 0 1 4 18
An empirical analysis of changes in the relative timeliness of issuer-paid vs. investor-paid ratings 0 0 1 11 0 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 2 3 3 265
Asset allocation under multivariate regime switching 0 8 18 500 9 34 76 1,150
Bubbling (or just frothy) house prices? 0 0 1 36 0 1 3 155
Can Investors Benefit from Hedge Fund Strategies? Utility-Based, Out-of-Sample Evidence 0 0 0 7 3 7 8 18
Can Linear Predictability Models Time Bull and Bear Real Estate Markets? Out-of-Sample Evidence from REIT Portfolios 0 0 0 40 1 4 6 155
Can VAR models capture regime shifts in asset returns? A long-horizon strategic asset allocation perspective 0 0 3 105 1 4 12 267
Can long-run dynamic optimal strategies outperform fixed-mix portfolios? Evidence from multiple data sets 0 0 0 38 0 2 3 112
Can we forecast the implied volatility surface dynamics of equity options? Predictability and economic value tests 0 0 0 89 5 5 11 358
Cross-asset contagion in the financial crisis: A Bayesian time-varying parameter approach 0 0 0 25 3 7 7 83
Cross-country personal saving rates 0 0 0 83 0 3 4 233
Diamonds Are Forever, Wars Are Not: Is Conflict Bad for Private Firms? 1 2 3 455 4 10 34 1,741
Dissecting the 2007–2009 Real Estate Market Bust: Systematic Pricing Correction or Just a Housing Fad? 0 0 0 29 4 4 5 69
Diversifying in public real estate: The ex-post performance 0 0 0 0 1 3 3 12
Do US Active Mutual Funds Make Good of Their ESG Promises? Evidence from Portfolio Holdings 0 0 4 10 1 1 7 19
Does the Macroeconomy Predict UK Asset Returns in a Nonlinear Fashion? Comprehensive Out-of-Sample Evidence 0 0 1 20 1 2 3 82
Does the cost of private debt respond to monetary policy? Heteroskedasticity-based identification in a model with regimes 0 1 1 20 1 5 5 30
Economic Implications of Bull and Bear Regimes in UK Stock and Bond Returns 0 0 0 343 1 2 3 719
Equally Weighted vs. Long†Run Optimal Portfolios 0 0 0 10 1 3 4 32
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 2 3 6 6 4 6 17 17
Forecasting and trading monetary policy effects on the riskless yield curve with regime switching Nelson–Siegel models 0 0 2 26 2 3 8 109
Forecasting commodity futures returns with stepwise regressions: Do commodity-specific factors help? 0 1 3 29 1 2 5 56
Forecasting the CBOE VIX and SKEW Indices Using Heterogeneous Autoregressive Models 0 1 2 3 5 16 20 26
Forecasting yield spreads under crisis-induced multiple breakpoints 0 0 0 12 1 2 2 44
Forecasting: theory and practice 1 2 9 56 26 44 117 392
Forecasts of US short-term interest rates: A flexible forecast combination approach 0 1 2 243 0 3 9 637
High equity premia and crash fears - Rational foundations 0 0 0 94 0 1 2 241
Home Bias and High Turnover in an Overlapping‐generations Model with Learning 0 0 0 87 1 5 7 252
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 5 5 57
Identifying and measuring the contagion channels at work in the European financial crises 0 1 2 57 1 4 7 153
International asset allocation under regime switching, skew, and kurtosis preferences 1 1 1 222 5 7 11 598
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 2 2 3 306
Is the bond market irrational? 0 0 0 45 4 4 5 139
Is the financial crisis over? a yield spread perspective 0 0 0 16 1 2 2 66
Learning to smile: Can rational learning explain predictable dynamics in the implied volatility surface? 0 0 0 42 0 1 4 108
Linear and nonlinear predictability in investment style factors: multivariate evidence 1 1 10 35 4 13 59 163
Linear predictability vs. bull and bear market models in strategic asset allocation decisions: evidence from UK data 0 0 0 17 0 1 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 1 2 6 150
Markov Switching Dynamics in REIT Returns: Univariate and Multivariate Evidence on Forecasting Performance 0 0 4 51 2 2 10 133
Media Attention vs. Sentiment as Drivers of Conditional Volatility Predictions: An Application to Brexit 0 0 0 14 0 2 5 27
Mildly explosive dynamics in U.S. fixed income markets 0 0 0 14 1 1 4 43
Modeling systemic risk with Markov Switching Graphical SUR models 0 0 2 47 1 3 11 171
Modelling the implied volatility surface: Does market efficiency matter?: An application to MIB30 index options 0 0 0 92 6 6 7 251
Monetary policy after the crisis: A threat to hedge funds' alphas? 0 1 2 35 1 6 15 94
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 2 10 23 2 6 22 46
No volatility, no forecasting power for the term spread 0 0 0 29 0 2 3 102
Non-linear predictability in stock and bond returns: When and where is it exploitable? 0 0 0 155 2 5 5 384
Option prices under Bayesian learning: implied volatility dynamics and predictive densities 0 2 2 313 1 6 7 666
Performance persistence and optimal asset allocation strategies 0 0 0 10 0 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 2 3 4 51
Predictable Dynamics in the S&P 500 Index Options Implied Volatility Surface 0 1 4 379 3 9 18 1,057
Predictions of short-term rates and the expectations hypothesis 0 0 0 22 4 6 9 94
Pricing S&P 500 Index Options: A Conditional Semi‐Nonparametric Approach 0 0 0 10 0 0 0 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 1 1 2 235
Regime shifts in mean-variance efficient frontiers: Some international evidence 0 1 1 1 2 8 10 18
Simple VARs cannot approximate Markov switching asset allocation decisions: An out-of-sample assessment 0 0 1 16 1 2 5 52
Size and Value Anomalies under Regime Shifts 0 0 0 100 1 5 9 254
Small caps in international equity portfolios: the effects of variance risk 0 0 0 72 0 1 2 223
Strong vs. stable: the impact of ESG ratings momentum and their volatility on the cost of equity capital 1 1 4 4 6 7 24 26
Subjective probabilities: psychological theories and economic applications 0 0 0 46 2 2 5 380
Switching Coefficients or Automatic Variable Selection: An Application in Forecasting Commodity Returns 0 0 0 19 1 2 7 35
Taming the long-term spreads 0 0 0 10 1 2 2 50
Term structure of risk under alternative econometric specifications 0 0 0 159 4 5 7 372
The Predictability of Real Estate Excess Returns: An Out-of-Sample Economic Value Analysis 0 0 3 19 0 2 8 26
The decline in the U.S. personal saving rate: is it real and is it a puzzle? 0 0 0 106 3 3 6 481
The dollar U-turn 0 0 0 34 0 0 0 128
The dynamics of returns predictability in cryptocurrency markets 0 0 3 16 4 5 11 29
The economic effects of violent conflict: Evidence from asset market reactions 0 1 9 116 2 8 48 435
The effects of large-scale asset purchases on TIPS inflation expectations 1 2 5 85 2 3 7 194
The empirical performance of option implied volatility surface-driven optimal portfolios 0 1 1 16 2 6 8 31
The impact of monetary policy on corporate bonds under regime shifts 0 0 0 53 0 5 8 175
Time and Risk Diversification in Real Estate Investments: Assessing the Ex Post Economic Value 0 0 0 98 1 1 2 238
Time varying stock return predictability: Evidence from US sectors 0 0 1 100 6 8 12 232
Time-varying price discovery in sovereign credit markets 0 1 2 8 3 6 9 22
Time-varying risk aversion and international stock returns 2 2 3 3 4 4 9 9
Unconventional monetary policies and the corporate bond market 0 0 0 41 4 5 5 123
Understanding the Factors Driving the Demand of Structured Investment Products 1 3 3 3 2 4 4 4
What tames the Celtic Tiger? Portfolio implications from a Multivariate Markov Switching model 0 0 0 48 1 4 6 219
Total Journal Articles 12 40 135 6,809 178 407 891 19,711
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 2 3 3 3
Machine Learning in Portfolio Decisions 0 0 4 6 1 5 13 18
Markov Switching Mean-Variance Frontier Dynamics: Theory and International Evidence 0 1 1 1 0 2 3 11
Markov Switching Models in Empirical Finance 0 2 9 14 5 11 29 45
Markov Switching in Portfolio Choice and Asset Pricing Models: A Survey 1 1 4 13 2 3 14 29
Markov switching models in asset pricing research 0 2 4 123 2 8 14 218
Total Chapters 1 7 23 158 12 32 76 324

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Statistics updated 2026-01-09