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 0 83 5 6 40 258
1/N and long run optimal portfolios: results for mixed asset menus 0 0 0 132 5 8 19 363
A Bayesian multi-factor model of instability in prices and quantities of risk in U.S. financial markets 0 0 0 129 5 5 14 251
A Markov Switching Cointegration Analysis of the CDS-Bond Basis Puzzle 0 0 1 97 3 3 11 151
A simple model of trading and pricing risky assets under ambiguity: any lessons for policy-makers? 0 0 1 129 4 7 21 283
A yield spread perspective on the great financial crisis: break-point test evidence 0 0 0 152 4 5 10 297
Affiliated mutual funds and analyst optimism 0 0 0 256 2 5 10 448
Ambiguity Aversion and Under-diversification 0 0 0 215 1 5 15 424
Ambiguity in Asset Pricing and Portfolio Choice: A Review of the Literature 0 0 0 307 1 6 17 812
Ambiguity in asset pricing and portfolio choice: a review of the literature 0 0 0 152 0 2 16 279
An Empirical Analysis of Changes in the Relative Timeliness of Issuer-Paid vs. Investor-Paid Ratings 0 0 0 124 2 6 13 335
An econometric model of nonlinear dynamics in the joint distribution of stock and bond returns 0 0 0 292 2 3 10 568
Arbitrage Risk and Investor Sentiment as Causes of Persistent Mispricing: the European Evidence 0 0 1 55 3 7 13 119
Arbitrage Risk and Investor Sentiment as Causes of Persistent Mispricing: the European Evidence 0 0 1 24 2 6 11 57
Are Unconventional Monetary Policies a Priced Risk Factor for Hedge Fund Strategies? 2 2 7 130 4 4 12 161
Are the dynamic linkages between the macroeconomy and asset prices time-varying? 0 0 0 214 1 2 10 470
Asset allocation under multivariate regime switching 0 0 3 645 9 11 36 1,297
Boosting the Forecasting Power of Conditional Heteroskedasticity Models to Account for Covid-19 Outbreaks 1 1 1 88 5 9 20 76
Can Investors Benefit from Hedge Fund Strategies? Utility-Based, Out-of-Sample Evidence 0 0 0 105 1 2 7 148
Can Investors Benefit from Hedge Fund Strategies? Utility-Based, Out-of-Sample Evidence 0 0 0 52 1 2 8 98
Can No-Arbitrage SDF Models with Regime Shifts Explain the Correlations Between Commodity, Stock, and Bond Returns? 0 0 1 73 3 7 12 115
Can VAR Models Capture Regime Shifts in Asset Returns? A Long-Horizon Strategic Asset Allocation Perspective 0 0 0 189 2 3 13 443
Can VAR models capture regime shifts in asset returns? a long-horizon strategic asset allocation perspective 0 0 0 217 4 5 14 469
Can We Forecast the Implied Volatility Surface Dynamics of Equity Options? Predictability and Economic Value Tests 0 0 1 482 6 10 29 1,205
Diamonds are Forever, Wars are Not: Is Conflict Bad for Private Firms? 0 0 1 247 0 4 13 1,044
Diamonds are forever, wars are not. Is conflict bad for private firms? 1 1 2 475 2 3 16 1,179
Dissecting Time-Varying Risk Exposures in Cryptocurrency Markets 0 3 11 126 2 8 25 244
Dissecting the 2007-2009 real estate market bust: systematic pricing correction or just a housing fad? 0 0 0 60 6 8 20 177
Distilling Large Information Sets to Forecast Commodity Returns: Automatic Variable Selection or HiddenMarkov Models? 1 1 3 78 2 4 7 109
Do Regimes in Excess Stock Return Predictability Create Economic Value? An Out-of-Sample Portfolio Analysis 0 0 1 151 5 6 20 202
Do US Active Mutual Funds Make Good of Their ESG Promises? Evidence from Portfolio Holdings 0 1 9 28 1 5 19 49
Does the Cost of Private Debt Respond to Monetary Policy? Heteroskedasticity-Based Identification in a Model with Regimes 1 1 4 57 1 3 22 94
Does the Cost of Private Debt Respond to Monetary Policy? Heteroskedasticity-Based Identification in a Model with Regimes 0 0 2 96 3 3 16 128
Does the macroeconomy predict U.K. asset returns in a nonlinear fashion? comprehensive out-of-sample evidence 0 0 0 127 4 5 10 351
Economic Implications of Bull and Bear Regimes in UK Stock Returns 0 0 0 132 3 6 14 350
Equity portfolio diversification under time-varying predictability and comovements: evidence from Ireland, the US, and the UK 0 0 0 133 2 3 7 358
Estimating Stochastic Discount Factor Models with Hidden Regimes: Applications to Commodity Pricing 0 0 1 117 1 6 18 217
Ex Post Portfolio Performance with Predictable Skewness and Kurtosis 0 0 0 144 2 2 8 400
Federal Reserve Chair Communication Sentiments' Heterogeneity, Personal Characteristics and their Impact on Target Rate Discovery 0 0 0 27 1 10 15 57
Forecasting Commodity Futures Returns: An Economic Value Analysis of Macroeconomic vs. Specific Factors 0 0 1 115 3 12 17 177
Forecasting and Trading Monetary Policy Effects on the Riskless Yield Curve with Regime Switching Nelson†Siegel Models 0 0 3 144 2 4 16 212
Forecasting and Trading Monetary Policy Switching Nelson-Siegel Models 0 0 3 105 0 2 20 149
Forecasting: theory and practice 1 1 5 95 3 5 45 154
Forecasts of U.S. short-term interest rates: a flexible forecast combination approach 0 0 0 889 2 2 12 2,494
Forecasts of US Short-term Interest Rates: A Flexible Forecast Combination Approach 0 0 0 280 1 1 16 765
High equity premia and crash fears. Rational foundations 0 0 0 115 5 5 12 309
Home bias and high turnover in an overlapping generations model with learning 0 0 0 213 2 2 11 530
How Smart is the Real Estate Smart Beta? Evidence from Optimal Style Factor Strategies for REITs 3 8 29 29 16 35 64 64
How Smart is the Real Estate Smart Beta? Evidence from Optimal Style Factor Strategies for REITs 1 1 3 95 3 6 15 167
How did the financial crisis alter the correlations of U.S. yield spreads? 0 0 3 246 1 4 24 663
Implied Learning Paths from Option Prices 0 0 0 139 1 1 6 300
International asset allocation under regime switching, skew and kurtosis preferences 1 2 3 487 9 12 24 949
Investing for the Long-Run in European Real Estate. Does Predictability Matter? 0 0 0 178 5 7 14 448
Investing for the long-run in European real estate 0 0 0 384 1 4 13 1,328
Investing in Mixed Asset Portfolios: the Ex-Post Performance 0 0 0 112 0 1 8 385
Learning to smile: Can rational learning explain predictable dynamics in the implied volatility surface? 0 0 0 114 2 4 16 285
Linear and Nonlinear Predictability in Investment Style Factors: Multivariate Evidence* 0 0 0 141 3 3 28 254
Machine Learning in Portfolio Decisions 4 8 39 112 16 29 101 204
Macroeconomic Factors Strike Back: A Bayesian Change-Point Model of Time-Varying Risk Exposures and Premia in the U.S. Cross-Section 0 0 4 113 2 5 20 190
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 63 2 4 9 356
Managing international portfolios with small capitalization stocks 0 0 0 66 1 2 15 271
Markov Switching Models in Empirical Finance 2 4 11 2,383 6 22 79 4,616
Media Attention vs. Sentiment as Drivers of Conditional Volatility Predictions: An Application to Brexit 1 1 1 88 4 6 14 128
Mildly Explosive Dynamics in U.S. Fixed Income Markets 0 0 1 28 2 5 16 100
Mildly Explosive Dynamics in U.S. Fixed Income Markets 1 1 2 23 4 6 11 46
Mildly Explosive Dynamics in U.S. Fixed Income Markets 0 0 0 18 3 5 14 103
Modeling Systemic Risk with Markov Switching Graphical SUR Models 0 0 2 147 2 2 19 248
Modelling the MIB30 implied volatility surface. Does market efficiency matter? 0 1 1 226 1 3 11 768
Monetary Policy after the Crisis: Threat or Opportunity to Hedge Funds' Alphas? 0 0 1 127 2 3 10 153
Multifactor Empirical Asset Pricing Under Higher-Order Moment Variations 0 0 0 24 5 9 14 94
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 1 6 20 303
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 3 3 9 151
Non-linear predictability in stock and bond returns: when and where is it exploitable? 0 0 3 458 0 0 17 915
Nonlinear Dynamics in Monetary Policy-Fueled Stock Market Bubbles 2 4 36 36 6 13 58 58
Optimal Portfolios for Occupational Funds under Time-Varying Correlations in Bull and Bear Markets? Assessing the Ex-Post Economic Value 0 0 0 102 2 3 6 224
Optimal portfolio choice under regime switching, skew and kurtosis preferences 0 0 0 435 2 8 17 1,288
Option Prices under Bayesian Learning: Implied Volatility Dynamics and Predictive Densities 0 0 0 326 1 1 8 921
Option Prices under Bayesian Learning: Implied Volatility Dynamics and Predictive Densities 0 0 0 355 2 5 12 968
Option prices and implied volatility dynamics under Bayesian learning 0 0 0 0 1 1 10 668
Option prices under Bayesian learning: implied volatility dynamics and predictive densities 0 0 0 0 0 1 7 7
Pessimistic beliefs under rational learning: quantitative implications for the equity premium puzzle 0 0 0 144 1 2 10 460
Portfolio Performance of Linear SDF Models: An Out-of-Sample Assessment 0 0 0 25 6 7 18 72
Portfolio Performance of Linear SDF Models: An Out-of-Sample Assessment 0 0 0 55 2 5 13 129
Predictable dynamics in the S&P 500 index options implied volatility surface 1 1 1 612 4 12 28 1,550
Predictions of short-term rates and the expectations hypothesis 0 0 0 141 3 4 8 330
Predictions of short-term rates and the expectations hypothesis of the term structure of interest rates 0 1 5 163 0 6 40 501
Properties of equilibrium asset prices under alternative learning schemes 0 0 0 176 2 6 20 473
Regime shifts in mean-variance efficient frontiers: some international evidence 0 0 0 124 1 2 6 220
Responsible Investing under Climate Change Uncertainty 1 1 17 48 2 2 37 70
Sentiment Risk Premia In The Cross-Section of Global Equity 0 0 0 63 8 17 33 145
Sentiment Risk Premia in the Cross-Section of Global Equity and Currency Returns 1 2 4 94 3 6 16 155
Size and value anomalies under regime shifts 0 0 0 259 2 3 12 583
Small Caps in International Diversified Portfolios 0 0 0 74 0 2 5 255
Small Caps in International Equity Portfolios: The Effects of Variance Risk 0 0 0 155 1 1 8 529
Small caps in international equity portfolios: the effects of variance risk 0 0 0 171 0 3 8 530
Strategic Asset Allocation and Consumption Decisions under Multivariate Regime Switching 0 0 0 10 2 7 18 803
Strong vs. Stable: The Impact of ESG Ratings Momentum and their Volatility on the Cost of Equity Capital 0 1 9 74 7 13 39 115
Subjective probabilities: psychological evidence and economic applications 0 0 0 260 1 1 7 847
Term Structure of Risk Under Alternative Econometric Specifications 0 0 0 114 0 2 9 350
Term structure of risk under alternative econometric specifications 0 0 0 218 2 5 11 531
The Effects of Information Asymmetries on the Success of Stock Option Listings 0 0 0 117 1 2 9 436
The Empirical Performance of Option Implied Volatility Surface-Driven Optimal Portfolios 1 2 5 49 6 12 19 74
The Impact of Monetary Policy on Corporate Bonds under Regime Shifts 0 0 0 168 2 6 16 356
The Importance of Considering Regimes in Long-term Asset Allocation to Real Estate 4 11 12 12 7 16 18 18
The Predictability of Real Estate Excess Returns: An Out-of-Sample Economic Value Analysis 1 1 1 89 5 8 15 112
The economic and statistical value of forecast combinations under regime switching: an application to predictable U.S. returns 0 0 1 249 1 3 16 648
The economic effects of violent conflict: evidence from asset market reactions 1 1 2 229 4 8 23 755
Time and Risk Diversification in Real Estate Investments: Assessing the Ex Post Economic Value 0 0 1 109 3 5 12 438
Time and risk diversification in real estate investments: assessing the ex post economic value 0 0 0 128 1 2 10 307
Time-Varying Price Discovery in Sovereign Credit Markets 0 0 0 57 8 8 10 84
Time-Varying Risk Aversion and International Stock Returns 2 3 13 66 6 14 34 108
Uncertain Climate Policy as a Source of Macro-Financial Shocks: Evidence from Carbon Futures Volatility 3 10 12 12 5 16 18 18
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 5 12 127
Volatility as an Alternative asset Class: Does It Improve Portfolio Performance? 0 0 0 54 4 5 7 111
What tames the Celtic tiger? portfolio implications from a multivariate Markov switching model 0 0 0 170 2 2 14 553
Who should buy structured investment products and why? 3 4 14 47 7 18 50 87
Why do analysts continue to provide favorable coverage for seasoned stocks? 0 0 0 88 2 5 12 286
Total Working Papers 40 80 301 20,222 349 698 2,110 49,665

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 4 5 7 123
A simple model of trading and pricing risky assets under ambiguity: any lessons for policy-makers? 0 0 0 86 3 4 8 232
A yield spread perspective on the great financial crisis: Break-point test evidence 0 0 0 45 2 4 7 156
Affiliated mutual funds and analyst optimism 1 1 1 148 2 4 17 457
Alternative econometric implementations of multi-factor models of the U.S. financial markets 0 0 0 37 3 4 11 140
Ambiguity Aversion and Underdiversification 0 0 1 39 4 7 13 109
Ambiguity in asset pricing and portfolio choice: a review of the literature 0 0 0 71 7 10 21 195
An econometric model of nonlinear dynamics in the joint distribution of stock and bond returns 0 2 3 6 5 8 15 29
An econometric model of nonlinear dynamics in the joint distribution of stock and bond returns 0 0 0 371 3 3 12 892
An empirical analysis of changes in the relative timeliness of issuer-paid vs. investor-paid ratings 0 0 1 11 3 6 13 47
Arbitrage risk and a sentiment as causes of persistent mispricing: The European evidence 0 0 0 20 3 4 11 59
Are the dynamic linkages between the macroeconomy and asset prices time-varying? 0 1 2 101 5 7 23 285
Asset allocation under multivariate regime switching 2 5 15 505 19 47 112 1,207
Bubbling (or just frothy) house prices? 0 0 1 36 1 2 5 157
Can Investors Benefit from Hedge Fund Strategies? Utility-Based, Out-of-Sample Evidence 0 0 0 7 3 6 17 27
Can Linear Predictability Models Time Bull and Bear Real Estate Markets? Out-of-Sample Evidence from REIT Portfolios 0 0 0 40 1 4 14 164
Can VAR models capture regime shifts in asset returns? A long-horizon strategic asset allocation perspective 1 2 5 107 4 6 17 274
Can long-run dynamic optimal strategies outperform fixed-mix portfolios? Evidence from multiple data sets 0 0 0 38 2 3 12 122
Can we forecast the implied volatility surface dynamics of equity options? Predictability and economic value tests 0 0 0 89 4 9 21 370
Cross-asset contagion in the financial crisis: A Bayesian time-varying parameter approach 0 0 0 25 1 12 21 97
Cross-country personal saving rates 0 0 0 83 2 2 6 236
Diamonds Are Forever, Wars Are Not: Is Conflict Bad for Private Firms? 2 4 7 459 5 12 36 1,756
Dissecting the 2007–2009 Real Estate Market Bust: Systematic Pricing Correction or Just a Housing Fad? 0 0 0 29 5 6 17 81
Diversifying in public real estate: The ex-post performance 1 1 1 1 5 5 10 19
Do US Active Mutual Funds Make Good of Their ESG Promises? Evidence from Portfolio Holdings 0 0 1 10 4 8 13 30
Does the Macroeconomy Predict UK Asset Returns in a Nonlinear Fashion? Comprehensive Out-of-Sample Evidence 0 0 1 20 1 1 7 86
Does the cost of private debt respond to monetary policy? Heteroskedasticity-based identification in a model with regimes 0 0 1 20 0 0 8 33
Economic Implications of Bull and Bear Regimes in UK Stock and Bond Returns 0 0 0 343 3 5 9 726
Equally Weighted vs. Long†Run Optimal Portfolios 0 0 0 10 1 1 8 36
Equity portfolio diversification under time-varying predictability: Evidence from Ireland, the US, and the UK 0 0 0 42 1 3 5 124
Estimating stochastic discount factor models with hidden regimes: Applications to commodity pricing 0 1 1 26 3 5 9 58
Forecasting Asset Returns Using Nelson–Siegel Factors Estimated from the US Yield Curve 0 2 7 9 3 14 29 36
Forecasting and trading monetary policy effects on the riskless yield curve with regime switching Nelson–Siegel models 0 0 2 26 0 3 13 115
Forecasting commodity futures returns with stepwise regressions: Do commodity-specific factors help? 0 0 3 29 4 6 13 64
Forecasting the CBOE VIX and SKEW Indices Using Heterogeneous Autoregressive Models 0 0 2 4 5 12 34 42
Forecasting yield spreads under crisis-induced multiple breakpoints 0 0 0 12 3 4 9 51
Forecasting: theory and practice 0 3 11 61 31 83 189 498
Forecasts of US short-term interest rates: A flexible forecast combination approach 0 0 1 243 2 2 8 639
High equity premia and crash fears - Rational foundations 0 0 0 94 1 1 5 244
Home Bias and High Turnover in an Overlapping‐generations Model with Learning 0 0 0 87 2 4 12 257
How did the financial crisis alter the correlations of U.S. yield spreads? 0 0 1 27 4 5 9 131
How good can heuristic-based forecasts be? A comparative performance of econometric and heuristic models for UK and US asset returns 0 1 1 21 5 6 14 66
Identifying and measuring the contagion channels at work in the European financial crises 0 0 2 57 4 5 17 164
International asset allocation under regime switching, skew, and kurtosis preferences 0 1 2 223 3 7 24 612
International asset prices and portfolio choices under Bayesian learning 0 0 0 101 5 6 6 234
Investing for the Long-run in European Real Estate 0 0 0 118 2 2 8 312
Is the bond market irrational? 0 0 0 45 1 2 9 143
Is the financial crisis over? a yield spread perspective 0 0 0 16 0 0 4 68
Learning to smile: Can rational learning explain predictable dynamics in the implied volatility surface? 0 0 0 42 2 3 10 115
Linear and nonlinear predictability in investment style factors: multivariate evidence 1 2 8 37 4 10 63 180
Linear predictability vs. bull and bear market models in strategic asset allocation decisions: evidence from UK data 0 0 0 17 2 2 6 45
Macroeconomic Factors Strike Back: A Bayesian Change-Point Model of Time-Varying Risk Exposures and Premia in the U.S. Cross-Section 0 1 2 27 2 9 17 162
Markov Switching Dynamics in REIT Returns: Univariate and Multivariate Evidence on Forecasting Performance 0 1 4 52 0 3 11 138
Media Attention vs. Sentiment as Drivers of Conditional Volatility Predictions: An Application to Brexit 1 1 1 15 2 2 11 33
Mildly explosive dynamics in U.S. fixed income markets 0 0 0 14 2 4 8 48
Modeling systemic risk with Markov Switching Graphical SUR models 0 0 0 47 1 1 11 176
Modelling the implied volatility surface: Does market efficiency matter?: An application to MIB30 index options 0 0 0 92 1 2 10 255
Monetary policy after the crisis: A threat to hedge funds' alphas? 0 1 3 36 1 4 18 101
Myths and Facts about the Alleged Over-Pricing of U.S. Real Estate 0 0 0 26 3 4 7 121
New ESG rating drivers in the cross‐section of European stock returns 0 1 7 25 3 11 31 61
No volatility, no forecasting power for the term spread 0 0 0 29 0 1 5 104
Non-linear predictability in stock and bond returns: When and where is it exploitable? 0 0 0 155 0 0 6 385
Option prices under Bayesian learning: implied volatility dynamics and predictive densities 0 0 2 313 2 6 18 678
Performance persistence and optimal asset allocation strategies 0 0 1 11 4 5 11 26
Pessimistic beliefs under rational learning: Quantitative implications for the equity premium puzzle 0 0 0 75 4 4 10 235
Portfolio performance of linear SDF models: an out-of-sample assessment 0 1 1 12 1 2 8 56
Predictable Dynamics in the S&P 500 Index Options Implied Volatility Surface 1 3 5 382 7 12 31 1,073
Predictions of short-term rates and the expectations hypothesis 0 0 0 22 2 5 18 105
Predictive sorting of cryptocurrencies based on fundamentals and sentiment 1 2 2 2 5 9 9 9
Pricing S&P 500 Index Options: A Conditional Semi‐Nonparametric Approach 0 0 0 10 4 4 6 42
Properties of equilibrium asset prices under alternative learning schemes 0 1 1 118 0 2 7 284
Recursive Modeling of Nonlinear Dynamics in UK Stock Returns 0 0 0 85 2 4 9 242
Regime shifts in mean-variance efficient frontiers: Some international evidence 0 0 1 1 1 2 13 21
Simple VARs cannot approximate Markov switching asset allocation decisions: An out-of-sample assessment 0 0 1 16 1 1 8 56
Size and Value Anomalies under Regime Shifts 0 0 0 100 1 1 12 257
Small caps in international equity portfolios: the effects of variance risk 0 0 0 72 3 4 8 229
Strong vs. stable: the impact of ESG ratings momentum and their volatility on the cost of equity capital 1 1 4 5 5 10 32 39
Subjective probabilities: psychological theories and economic applications 0 0 0 46 1 1 7 383
Switching Coefficients or Automatic Variable Selection: An Application in Forecasting Commodity Returns 0 0 0 19 0 1 10 39
Taming the long-term spreads 0 0 0 10 1 1 4 52
Term structure of risk under alternative econometric specifications 0 0 0 159 1 6 14 380
The Predictability of Real Estate Excess Returns: An Out-of-Sample Economic Value Analysis 0 0 1 19 0 1 9 30
The decline in the U.S. personal saving rate: is it real and is it a puzzle? 0 0 0 106 0 2 9 485
The dollar U-turn 0 0 0 34 1 2 2 130
The dynamics of returns predictability in cryptocurrency markets 0 0 2 16 3 10 20 41
The economic effects of violent conflict: Evidence from asset market reactions 0 3 9 121 2 12 45 451
The effects of large-scale asset purchases on TIPS inflation expectations 0 0 3 85 1 5 9 199
The empirical performance of option implied volatility surface-driven optimal portfolios 0 0 1 16 2 3 14 37
The impact of monetary policy on corporate bonds under regime shifts 0 0 0 53 5 8 19 187
Time and Risk Diversification in Real Estate Investments: Assessing the Ex Post Economic Value 0 0 0 98 4 4 11 247
Time varying stock return predictability: Evidence from US sectors 1 1 1 101 2 5 18 241
Time-varying price discovery in sovereign credit markets 0 0 2 8 1 2 14 28
Time-varying risk aversion and international stock returns 0 0 3 3 1 13 28 28
Unconventional monetary policies and the corporate bond market 0 0 0 41 3 3 9 127
Understanding the Factors Driving the Demand of Structured Investment Products 1 1 6 6 8 9 21 21
What tames the Celtic Tiger? Portfolio implications from a Multivariate Markov Switching model 0 0 0 48 4 4 9 223
Total Journal Articles 14 44 144 6,864 289 584 1,594 20,608
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 3 8 11 31
Total Books 0 0 0 0 3 8 11 31

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 0 1 1 3 4 7 7
Machine Learning in Portfolio Decisions 1 1 3 7 4 7 21 28
Markov Switching Mean-Variance Frontier Dynamics: Theory and International Evidence 0 0 1 1 2 2 5 14
Markov Switching Models in Empirical Finance 2 3 12 19 7 13 47 69
Markov Switching in Portfolio Choice and Asset Pricing Models: A Survey 1 2 6 16 1 2 11 32
Markov switching models in asset pricing research 0 1 5 124 4 6 29 234
Total Chapters 4 7 28 168 21 34 120 384

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Statistics updated 2026-05-06