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Guidolin, Massimo


 SSRN Author Rank: 976 by Downloads
 Professor of Finance
 

Bocconi University - Department of Finance


 Via Roentgen 1
 Milano, MI 20136
 Italy
 email address

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. Guidolin, Massimo's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
16,253
Total
Citations
454
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.   Incl. Electronic Paper
Goncalves, Silvia
University of Montreal - Department of Economics
Guidolin, Massimo
Bocconi University - Department of Finance
Posted:
16 Jun 03
Last Revised:
12 Apr 07
1,240
(8,021)
7

2.   Incl. Electronic Paper
Guidolin, Massimo
Bocconi University - Department of Finance
Timmermann, Allan G.
University of California, San Diego (UCSD) - Department of Economics
Posted:
07 Mar 05
Last Revised:
29 Jul 10
1,042
(10,681)
54

3.   Incl. Electronic Paper
Guidolin, Massimo
Bocconi University - Department of Finance
Timmermann, Allan G.
University of California, San Diego (UCSD) - Department of Economics
Posted:
28 Oct 06
Last Revised:
28 Feb 08
942
(12,491)
44

4.  
Timmermann, Allan G.
University of California, San Diego (UCSD) - Department of Economics
Guidolin, Massimo
Bocconi University - Department of Finance
Posted:
15 Jun 03
769
(16,981)
14

5.   Incl. Electronic Paper
Guidolin, Massimo
Bocconi University - Department of Finance
Timmermann, Allan G.
University of California, San Diego (UCSD) - Department of Economics
Posted:
15 Mar 04
Last Revised:
29 Jul 10
629
(22,589)
26

6.   Incl. Electronic Paper
Guidolin, Massimo
Bocconi University - Department of Finance
Timmermann, Allan G.
University of California, San Diego (UCSD) - Department of Economics
Posted:
24 Mar 01
Last Revised:
24 Feb 06
506
(30,421)
17

7.  
Value at Risk and Expected Shortfall under Regime Switching | Show Abstract | Download |
EFA 2004 Maastricht Meetings Paper No. 2983
Working Paper Series
Timmermann, Allan G.
University of California, San Diego (UCSD) - Department of Economics
Guidolin, Massimo
Bocconi University - Department of Finance
Posted:
23 Jun 04
496
(31,236)
5

8.   Incl. Electronic Paper
Nicodano, Giovanna
University of Turin - Department of Economics and Statistics
Guidolin, Massimo
Bocconi University - Department of Finance
Posted:
19 Mar 05
Last Revised:
18 Nov 08
487
(31,980)
6

9.   Incl. Electronic Paper
Guidolin, Massimo
Bocconi University - Department of Finance
La Ferrara, Eliana
University of Bocconi - Innocenzo Gasparini Institute for Economic Research (IGIER)
Posted:
07 Sep 04
Last Revised:
15 Jan 08
484
(32,263)
22

10.  
Cassese, Gianluca
Department of Economics, Statistics and Management
Guidolin, Massimo
Bocconi University - Department of Finance
Posted:
25 Apr 04
480
(32,621)
1

11.  
Non-Linear Predictability in Stock and Bond Returns: When and Where is it Exploitable? | Show Abstract | Download |
Federal Reserve Bank of St. Louis Working Paper No. 2008-010A
Working Paper Series
Guidolin, Massimo
Bocconi University - Department of Finance
Hyde, Stuart
University of Manchester - Manchester Business School
McMillan, David G.
University of Stirling
Ono, Sadayuki
Hiroshima University
Posted:
30 Apr 08
Last Revised:
15 Jan 09
469
(33,617)
6

12.   Incl. Electronic Paper
Mola, Simona
Arizona State University (ASU) - Finance Department
Guidolin, Massimo
Bocconi University - Department of Finance
Posted:
04 Dec 06
Last Revised:
25 Apr 07
469
(33,617)
4

13.  
Guidolin, Massimo
Bocconi University - Department of Finance
Timmermann, Allan G.
University of California, San Diego (UCSD) - Department of Economics
Posted:
04 Nov 04
446
(35,816)
21

14.   Incl. Electronic Paper
Guidolin, Massimo
Bocconi University - Department of Finance
Timmermann, Allan G.
University of California, San Diego (UCSD) - Department of Economics
Posted:
27 Aug 04
Last Revised:
16 May 06
424
(38,187)
32

15.  
Ambiguity in Asset Pricing and Portfolio Choice: A Review of the Literature | Show Abstract | Download |
Federal Reserve Bank of St. Louis Working Paper No. 2010-028A
Working Paper Series
Guidolin, Massimo
Bocconi University - Department of Finance
Rinaldi, Francesca
Banque de France
Posted:
09 Sep 10
376
(44,245)
6

16.   Incl. Electronic Paper
Guidolin, Massimo
Bocconi University - Department of Finance
Timmermann, Allan G.
University of California, San Diego (UCSD) - Department of Economics
Posted:
13 Oct 05
Last Revised:
12 Jan 08
351
(48,030)
13

17.   Incl. Electronic Paper
Guidolin, Massimo
Bocconi University - Department of Finance
Thornton, Daniel L.
Federal Reserve Bank of St. Louis - Research Division
Posted:
16 Mar 05
Last Revised:
08 Oct 09
346
(48,901)
5

18.   Incl. Electronic Paper
Guidolin, Massimo
Bocconi University - Department of Finance
Hyde, Stuart
University of Manchester - Manchester Business School
Posted:
09 Jan 10
Last Revised:
13 Oct 10
328
(52,116)
3

19.  
Cassese, Gianluca
Department of Economics, Statistics and Management
Guidolin, Massimo
Bocconi University - Department of Finance
Posted:
02 Sep 03
326
(52,516)
5

20.   Incl. Electronic Paper
Guidolin, Massimo
Bocconi University - Department of Finance
Ria, Federica
Kataris Capital Advisors SA
Posted:
27 Oct 10
Last Revised:
13 Dec 10
302
(57,497)
 

21.   Incl. Electronic Paper
Case, Bradford
National Association of Real Estate Investment Trusts®
Guidolin, Massimo
Bocconi University - Department of Finance
Yildirim, Yildiray
Syracuse University - Whitman School of Management
Posted:
30 Aug 12
Last Revised:
20 May 14
292
(59,766)
 

22.  
Fugazza, Carolina
University of Milan, Bicocca - Department of Economics, Quantitative Methods and Business Strategies (DEMS)
Nicodano, Giovanna
University of Turin - Department of Economics and Statistics
Guidolin, Massimo
Bocconi University - Department of Finance
Posted:
28 Jan 05
286
(61,123)
3

23.  
1/N and Long Run Optimal Portfolios: Results for Mixed Asset Menus | Show Abstract | Download |
Federal Reserve Bank of St, Louis, Working Paper No. 2010-003A
Working Paper Series
Fugazza, Carolina
University of Milan, Bicocca - Department of Economics, Quantitative Methods and Business Strategies (DEMS)
Guidolin, Massimo
Bocconi University - Department of Finance
Nicodano, Giovanna
University of Turin - Department of Economics and Statistics
Posted:
09 Jan 10
Last Revised:
19 May 14
285
(61,366)
1

24.   Incl. Electronic Paper
Fugazza, Carolina
University of Milan, Bicocca - Department of Economics, Quantitative Methods and Business Strategies (DEMS)
Guidolin, Massimo
Bocconi University - Department of Finance
Nicodano, Giovanna
University of Turin - Department of Economics and Statistics
Posted:
15 Jan 09
Last Revised:
01 Dec 09
255
(69,307)
2

25.   Incl. Electronic Paper
Guidolin, Massimo
Bocconi University - Department of Finance
Posted:
09 May 04
Last Revised:
16 May 06
249
(71,121)
5

26.  
Guidolin, Massimo
Bocconi University - Department of Finance
La Ferrara, Eliana
University of Bocconi - Innocenzo Gasparini Institute for Economic Research (IGIER)
Posted:
25 Oct 05
245
(72,417)
8

27.   Incl. Electronic Paper
Guidolin, Massimo
Bocconi University - Department of Finance
Posted:
23 Nov 03
Last Revised:
08 Nov 05
240
(73,945)
5

28.   Incl. Electronic Paper
Timmermann, Allan G.
University of California, San Diego (UCSD) - Department of Economics
Guidolin, Massimo
Bocconi University - Department of Finance
Posted:
17 Nov 03
Last Revised:
12 Apr 07
218
(81,786)
9

29.  
Ono, Sadayuki
Hiroshima University
Guidolin, Massimo
Bocconi University - Department of Finance
Posted:
28 Jul 05
217
(82,187)
7

30.   Incl. Electronic Paper
Guidolin, Massimo
Bocconi University - Department of Finance
Timmermann, Allan G.
University of California, San Diego (UCSD) - Department of Economics
Posted:
04 May 04
Last Revised:
12 Apr 07
217
(82,187)
24

31.  
Na, Carrie Fangzhou
Federal National Mortgage Association (Fannie Mae)
Guidolin, Massimo
Bocconi University - Department of Finance
Posted:
03 Nov 06
212
(84,163)
2

32.  
What Tames the Celtic Tiger? Portfolio Implications from a Multivariate Markov Switching Model | Show Abstract | Download |
EFA 2006 Zurich Meetings Paper, FRB of St. Louis Working Paper No. 2006-029A
Working Paper Series
Hyde, Stuart
University of Manchester - Manchester Business School
Guidolin, Massimo
Bocconi University - Department of Finance
Posted:
14 Jun 06
187
(95,173)
4

33.  
Bernales, Alejandro
Banque de France
Guidolin, Massimo
Bocconi University - Department of Finance
Posted:
07 Nov 13
186
(95,666)
 

34.   Incl. Electronic Paper
Fugazza, Carolina
University of Milan, Bicocca - Department of Economics, Quantitative Methods and Business Strategies (DEMS)
Nicodano, Giovanna
University of Turin - Department of Economics and Statistics
Guidolin, Massimo
Bocconi University - Department of Finance
Posted:
04 May 06
Last Revised:
18 Nov 08
185
(96,146)
17

35.   Incl. Electronic Paper
Guidolin, Massimo
Bocconi University - Department of Finance
Rinaldi, Francesca
Banque de France
Posted:
25 Apr 09
Last Revised:
02 Dec 09
160
(110,492)
4

36.   Incl. Electronic Paper
Guidolin, Massimo
Bocconi University - Department of Finance
Tam, YuMan
Federal Reserve Banks - Federal Reserve Bank of Saint Louis
Posted:
31 Aug 10
Last Revised:
10 Dec 10
153
(114,384)
3

37.  
Guidolin, Massimo
Bocconi University - Department of Finance
Mola, Simona
Arizona State University (ASU) - Finance Department
Posted:
16 Mar 06
141
(122,612)
1

38.   Incl. Electronic Paper
Guidolin, Massimo
Bocconi University - Department of Finance
Hyde, Stuart
University of Manchester - Manchester Business School
McMillan, David G.
University of Stirling
Ono, Sadayuki
Hiroshima University
Posted:
15 Oct 10
Last Revised:
25 Oct 10
135
(127,221)
1

39.  
Guidolin, Massimo
Bocconi University - Department of Finance
Nicodano, Giovanna
University of Turin - Department of Economics and Statistics
Posted:
31 Aug 07
130
(131,185)
 

40.  
A Bayesian Multi-Factor Model of Instability in Prices and Quantities of Risk in U.S. Financial Markets | Show Abstract | Download |
Federal Reserve Bank of Saint Louis Working Paper No. 2011-003A
Working Paper Series
Guidolin, Massimo
Bocconi University - Department of Finance
Ravazzolo, Francesco
Norges Bank
Tortora, Andrea Donato
Bocconi University
Posted:
20 Jan 11
123
(136,977)
1

41.  
Hyde, Stuart
University of Manchester - Manchester Business School
Guidolin, Massimo
Bocconi University - Department of Finance
Posted:
31 Jan 08
123
(136,977)
1

42.  
Guidolin, Massimo
Bocconi University - Department of Finance
Hyde, Stuart
University of Manchester - Manchester Business School
Posted:
17 Jan 13
116
(144,215)
 

43.  
Predictions of Short-Term Rates and the Expectations Hypothesis | Show Abstract | Download |
Federal Reserve Bank of St. Louis Working Paper Series No. 2010-013B
Working Paper Series
Guidolin, Massimo
Bocconi University - Department of Finance
Thornton, Daniel L.
Federal Reserve Bank of St. Louis - Research Division
Posted:
21 May 10
Last Revised:
15 Jan 11
116
(143,257)
6

44.  
Guidolin, Massimo
Bocconi University - Department of Finance
Posted:
09 Aug 04
111
(148,057)
3

45.   Incl. Electronic Paper
Fugazza, Carolina
University of Milan, Bicocca - Department of Economics, Quantitative Methods and Business Strategies (DEMS)
Nicodano, Giovanna
University of Turin - Department of Economics and Statistics
Guidolin, Massimo
Bocconi University - Department of Finance
Posted:
16 Jan 08
Last Revised:
16 Nov 08
98
(161,615)
2

46.  
How Did the Financial Crisis Alter the Correlations of U.S. Yield Spreads? | Show Abstract | Download |
FRB of St. Louis Working Paper No. 2013-005D
Working Paper Series
Contessi, Silvio
Federal Reserve Bank of St. Louis
De Pace, Pierangelo
Pomona College - Department of Economics
Guidolin, Massimo
Bocconi University - Department of Finance
Posted:
01 Feb 13
Last Revised:
06 Mar 14
89
(172,426)
 

47.  
Bernales, Alejandro
Banque de France
Guidolin, Massimo
Bocconi University - Department of Finance
Posted:
07 Nov 13
73
(194,519)
 

48.  
Bayesian Multi-Factor Model of Instability in Prices and Quantities of Risk in U.S. Financial Markets | Show Abstract | Download |
Manchester Business School Research Paper No. 619, Bocconi Legal Studies Research Paper No. 1980190
Working Paper Series
Guidolin, Massimo
Bocconi University - Department of Finance
Ravazzolo, Francesco
Norges Bank
Tortora, Andrea Donato
Bocconi University
Posted:
06 Jan 12
70
(199,278)
1

49.  
Bianchi, Daniele
University of Warwick, Warwick Business School
Guidolin, Massimo
Bocconi University - Department of Finance
Ravazzolo, Francesco
Norges Bank
Posted:
12 Nov 13
Last Revised:
11 Sep 14
67
(204,106)
 

50.  
Ravazzolo, Francesco
Norges Bank
Guidolin, Massimo
Bocconi University - Department of Finance
Tortora, Andrea Donato
Bocconi University
Posted:
24 Apr 13
53
(229,548)
 

51.  
Guidolin, Massimo
Bocconi University - Department of Finance
Nicodano, Giovanna
University of Turin - Department of Economics and Statistics
Posted:
28 Feb 14
52
(231,660)
 

52.  
Ambiguity Aversion and Under-diversification | Show Abstract | Download |
Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Accepted Paper Series
Guidolin, Massimo
Bocconi University - Department of Finance
Liu, Hening
University of Manchester
Posted:
25 Jan 14
Last Revised:
27 Aug 14
52
(231,660)
 

53.  
Bianchi, Daniele
University of Warwick, Warwick Business School
Guidolin, Massimo
Bocconi University - Department of Finance
Posted:
13 Nov 13
43
(251,290)
 

54.  
Recursive Modeling of Nonlinear Dynamics in UK Stock Returns | Show Abstract | Download |
Manchester School, Vol. 71, pp. 381-395, July 2003
Accepted Paper Series
Guidolin, Massimo
Bocconi University - Department of Finance
Timmermann, Allan G.
University of California, San Diego (UCSD) - Department of Economics
Posted:
03 Jul 03
35
(271,217)
8

55.  
Bianchi, Daniele
University of Warwick, Warwick Business School
Guidolin, Massimo
Bocconi University - Department of Finance
Ravazzolo, Francesco
Norges Bank
Posted:
12 Nov 13
34
(274,064)
 

56.  
Berwart, Erik
Manchester Business School
Guidolin, Massimo
Bocconi University - Department of Finance
Milidonis, Andreas
University of Cyprus - Department of Public & Business Administration
Posted:
23 May 14
28
(292,453)
 

57.  
Guidolin, Massimo
Bocconi University - Department of Finance
Cassese, Gianluca
Department of Economics, Statistics and Management
Posted:
07 Oct 04
25
(303,277)
3

58.  
Guidolin, Massimo
Bocconi University - Department of Finance
Orlov, Alexei G.
Radford University - Department of Economics
Posted:
22 Jul 14
23
(311,035)
 

59.  
Economic Implications of Bull and Bear Regimes in UK Stock and Bond Returns | Show Abstract | Download |
Economic Journal, Vol. 115, No. 500, pp. 111-143, January 2005
Accepted Paper Series
Timmermann, Allan G.
University of California, San Diego (UCSD) - Department of Economics
Guidolin, Massimo
Bocconi University - Department of Finance
Posted:
28 Dec 04
15
(344,364)
30

60.  
Guidolin, Massimo
Bocconi University - Department of Finance
Timmermann, Allan G.
University of California, San Diego (UCSD) - Department of Economics
Posted:
20 May 08
2
(401,382)
12

61.  
Does the Macroeconomy Predict UK Asset Returns in a Nonlinear Fashion? Comprehensive Out‐Of‐Sample Evidence | Show Abstract | Download |
Oxford Bulletin of Economics and Statistics, Vol. 76, Issue 4, pp. 510-535, 2014
Accepted Paper Series
Guidolin, Massimo
Bocconi University - Department of Finance
Hyde, Stuart
University of Manchester - Manchester Business School
McMillan, David G.
University of Stirling
Ono, Sadayuki
Hiroshima University
Posted:
03 Jul 14
0
(420,261)
 

62.  
Can Linear Predictability Models Time Bull and Bear Real Estate Markets? Out-of-Sample Evidence from REIT Portfolios | Show Abstract |
Journal of Real Estate Finance and Economics, Vol. 49, No. 1, 2014
Accepted Paper Series
Guidolin, Massimo
Bocconi University - Department of Finance
Bianchi, Daniele
University of Warwick, Warwick Business School
Posted:
25 Jun 14
 

63.  
Equally Weighted vs. Long-Run Optimal Portfolios | Show Abstract |
Forthcoming, European Financial Management
Accepted Paper Series
Nicodano, Giovanna
University of Turin - Department of Economics and Statistics
Fugazza, Carolina
University of Milan, Bicocca - Department of Economics, Quantitative Methods and Business Strategies (DEMS)
Guidolin, Massimo
Bocconi University - Department of Finance
Posted:
28 Feb 14
 

64.  
Case, Bradford
National Association of Real Estate Investment Trusts®
Guidolin, Massimo
Bocconi University - Department of Finance
Yildirim, Yildiray
Syracuse University - Whitman School of Management
Posted:
28 Sep 12
 


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