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Guidolin, Massimo


 SSRN Author Rank: 987 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
17,002
Total
Citations
450
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
Gonçalves, Sílvia
University of Montreal - Department of Economics
Guidolin, Massimo
Bocconi University - Department of Finance
Posted:
16 Jun 03
Last Revised:
12 Apr 07
1,261
(8,507)
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
1,048
(11,503)
55

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
972
(12,905)
46

4.  
Timmermann, Allan G.
University of California, San Diego (UCSD) - Department of Economics
Guidolin, Massimo
Bocconi University - Department of Finance
Posted:
15 Jun 03
777
(18,070)
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
634
(24,136)
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
513
(32,270)
17

7.  
Value at Risk and Expected Shortfall under Regime Switching | Show Abstract | Download This Paper |
EFA 2004 Maastricht Meetings Paper No. 2983
Number of Pages in PDF File: 44
Timmermann, Allan G.
University of California, San Diego (UCSD) - Department of Economics
Guidolin, Massimo
Bocconi University - Department of Finance
Posted:
23 Jun 04
509
(32,592)
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
493
(33,954)
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
488
(34,431)
22

10.  
Non-Linear Predictability in Stock and Bond Returns: When and Where is it Exploitable? | Show Abstract | Download This Paper |
Federal Reserve Bank of St. Louis Working Paper No. 2008-010A
Number of Pages in PDF File: 74
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
484
(34,787)
5

11.  
Cassese, Gianluca
Department of Economics, Statistics and Management
Guidolin, Massimo
Bocconi University - Department of Finance
Posted:
25 Apr 04
484
(34,787)
1

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
472
(35,941)
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
456
(37,580)
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
435
(39,859)
30

15.  
Ambiguity in Asset Pricing and Portfolio Choice: A Review of the Literature | Show Abstract | Download This Paper |
Federal Reserve Bank of St. Louis Working Paper No. 2010-028A
Number of Pages in PDF File: 100
Guidolin, Massimo
Bocconi University - Department of Finance
Rinaldi, Francesca
Banque de France
Posted:
09 Sep 10
380
(47,070)
4

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
355
(51,154)
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
351
(51,891)
5

18.   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
336
(54,635)
 

19.   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
335
(54,847)
3

20.  
Cassese, Gianluca
Department of Economics, Statistics and Management
Guidolin, Massimo
Bocconi University - Department of Finance
Posted:
02 Sep 03
328
(56,240)
5

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
313
(59,404)
 

22.  
Fugazza, Carolina
Università degli Studi di Milano-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
289
(64,949)
3

23.  
1/N and Long Run Optimal Portfolios: Results for Mixed Asset Menus | Show Abstract | Download This Paper |
Federal Reserve Bank of St, Louis, Working Paper No. 2010-003A
Number of Pages in PDF File: 47
Fugazza, Carolina
Università degli Studi di Milano-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
287
(65,498)
1

24.   Incl. Electronic Paper
Fugazza, Carolina
Università degli Studi di Milano-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
267
(70,820)
2

25.  
Guidolin, Massimo
Bocconi University - Department of Finance
La Ferrara, Eliana
University of Bocconi - Innocenzo Gasparini Institute for Economic Research (IGIER)
Posted:
25 Oct 05
250
(75,976)
8

26.   Incl. Electronic Paper
Guidolin, Massimo
Bocconi University - Department of Finance
Posted:
09 May 04
Last Revised:
16 May 06
249
(76,330)
5

27.   Incl. Electronic Paper
Guidolin, Massimo
Bocconi University - Department of Finance
Posted:
23 Nov 03
Last Revised:
08 Nov 05
241
(79,073)
5

28.  
Bernales, Alejandro
Banque de France
Guidolin, Massimo
Bocconi University - Department of Finance
Posted:
07 Nov 13
227
(84,235)
 

29.   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
221
(86,547)
23

30.  
Ono, Sadayuki
Hiroshima University
Guidolin, Massimo
Bocconi University - Department of Finance
Posted:
28 Jul 05
218
(87,703)
7

31.   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
(87,703)
9

32.  
Na, Carrie Fangzhou
Federal National Mortgage Association (Fannie Mae)
Guidolin, Massimo
Bocconi University - Department of Finance
Posted:
03 Nov 06
216
(88,543)
2

33.  
What Tames the Celtic Tiger? Portfolio Implications from a Multivariate Markov Switching Model | Show Abstract | Download This Paper |
EFA 2006 Zurich Meetings Paper, FRB of St. Louis Working Paper No. 2006-029A
Number of Pages in PDF File: 36
Hyde, Stuart
University of Manchester - Manchester Business School
Guidolin, Massimo
Bocconi University - Department of Finance
Posted:
14 Jun 06
188
(101,445)
4

34.   Incl. Electronic Paper
Fugazza, Carolina
Università degli Studi di Milano-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
187
(101,958)
17

35.  
Bianchi, Daniele
University of Warwick - Finance Group
Billio, Monica
Ca Foscari University of Venice - Department of Economics
Casarin, Roberto
University Ca' Foscari of Venice - Department of Economics
Guidolin, Massimo
Bocconi University - Department of Finance
Posted:
14 Dec 14
Last Revised:
19 Apr 15
164
(115,074)
 

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
160
(117,575)
3

37.   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
(117,575)
3

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
146
(127,315)
1

39.  
Guidolin, Massimo
Bocconi University - Department of Finance
Mola, Simona
Arizona State University (ASU) - Finance Department
Posted:
16 Mar 06
143
(130,294)
1

40.  
Guidolin, Massimo
Bocconi University - Department of Finance
Nicodano, Giovanna
University of Turin - Department of Economics and Statistics
Posted:
31 Aug 07
130
(140,164)
 

41.  
A Bayesian Multi-Factor Model of Instability in Prices and Quantities of Risk in U.S. Financial Markets | Show Abstract | Download This Paper |
Federal Reserve Bank of Saint Louis Working Paper No. 2011-003A
Number of Pages in PDF File: 51
Guidolin, Massimo
Bocconi University - Department of Finance
Ravazzolo, Francesco
Norges Bank
Tortora, Andrea Donato
Bocconi University
Posted:
20 Jan 11
127
(142,769)
1

42.  
Hyde, Stuart
University of Manchester - Manchester Business School
Guidolin, Massimo
Bocconi University - Department of Finance
Posted:
31 Jan 08
125
(144,519)
1

43.  
Guidolin, Massimo
Bocconi University - Department of Finance
Hyde, Stuart
University of Manchester - Manchester Business School
Posted:
17 Jan 13
124
(145,463)
 

44.  
Predictions of Short-Term Rates and the Expectations Hypothesis | Show Abstract | Download This Paper |
Federal Reserve Bank of St. Louis Working Paper Series No. 2010-013B
Number of Pages in PDF File: 53
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
(152,947)
6

45.  
Guidolin, Massimo
Bocconi University - Department of Finance
Posted:
09 Aug 04
112
(156,984)
3

46.  
Ambiguity Aversion and Under-diversification | Show Abstract | Download This Paper |
Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Number of Pages in PDF File: 53
Guidolin, Massimo
Bocconi University - Department of Finance
Liu, Hening
University of Manchester
Posted:
25 Jan 14
Last Revised:
27 Aug 14
106
(163,392)
 

47.   Incl. Electronic Paper
Fugazza, Carolina
Università degli Studi di Milano-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
102
(167,919)
2

48.  
Bianchi, Daniele
University of Warwick - Finance Group
Guidolin, Massimo
Bocconi University - Department of Finance
Ravazzolo, Francesco
Norges Bank
Posted:
12 Nov 13
Last Revised:
11 Sep 14
100
(170,256)
 

49.  
How Did the Financial Crisis Alter the Correlations of U.S. Yield Spreads? | Show Abstract | Download This Paper |
FRB of St. Louis Working Paper No. 2013-005D
Number of Pages in PDF File: 50
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
94
(177,540)
 

50.  
Bernales, Alejandro
Banque de France
Guidolin, Massimo
Bocconi University - Department of Finance
Posted:
07 Nov 13
85
(189,365)
 

51.  
Bayesian Multi-Factor Model of Instability in Prices and Quantities of Risk in U.S. Financial Markets | Show Abstract | Download This Paper |
Manchester Business School Research Paper No. 619, Bocconi Legal Studies Research Paper No. 1980190
Number of Pages in PDF File: 51
Guidolin, Massimo
Bocconi University - Department of Finance
Ravazzolo, Francesco
Norges Bank
Tortora, Andrea Donato
Bocconi University
Posted:
06 Jan 12
70
(212,491)
1

52.  
Guidolin, Massimo
Bocconi University - Department of Finance
Nicodano, Giovanna
University of Turin - Department of Economics and Statistics
Posted:
28 Feb 14
69
(214,162)
 

53.  
Bernales, Alejandro
Banque de France
Guidolin, Massimo
Bocconi University - Department of Finance
Posted:
07 Nov 13
Last Revised:
07 Dec 14
62
(226,806)
 

54.   Incl. Electronic Paper
Ravazzolo, Francesco
Norges Bank
Guidolin, Massimo
Bocconi University - Department of Finance
Tortora, Andrea Donato
Bocconi University
Posted:
24 Apr 13
Last Revised:
31 Oct 14
59
(232,668)
 

55.  
Bianchi, Daniele
University of Warwick - Finance Group
Guidolin, Massimo
Bocconi University - Department of Finance
Posted:
13 Nov 13
55
(240,692)
 

56.  
Bianchi, Daniele
University of Warwick - Finance Group
Guidolin, Massimo
Bocconi University - Department of Finance
Ravazzolo, Francesco
Norges Bank
Posted:
12 Nov 13
Last Revised:
17 Feb 15
51
(249,267)
 

57.  
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
44
(267,910)
 

58.  
Guidolin, Massimo
Bocconi University - Department of Finance
Orlov, Alexei G.
Radford University - Department of Economics
Posted:
22 Jul 14
39
(278,227)
 

59.  
Recursive Modeling of Nonlinear Dynamics in UK Stock Returns | Show Abstract | Add to Cart |
Manchester School, Vol. 71, pp. 381-395, July 2003
Number of Pages in PDF File: 15
Guidolin, Massimo
Bocconi University - Department of Finance
Timmermann, Allan G.
University of California, San Diego (UCSD) - Department of Economics
Posted:
03 Jul 03
35
(289,431)
8

60.  
Guidolin, Massimo
Bocconi University - Department of Finance
Cassese, Gianluca
Department of Economics, Statistics and Management
Posted:
07 Oct 04
25
(323,409)
3

61.  
Economic Implications of Bull and Bear Regimes in UK Stock and Bond Returns | Show Abstract | Add to Cart |
Economic Journal, Vol. 115, No. 500, pp. 111-143, January 2005
Number of Pages in PDF File: 33
Timmermann, Allan G.
University of California, San Diego (UCSD) - Department of Economics
Guidolin, Massimo
Bocconi University - Department of Finance
Posted:
28 Dec 04
15
(366,629)
30

62.  
Guidolin, Massimo
Bocconi University - Department of Finance
Timmermann, Allan G.
University of California, San Diego (UCSD) - Department of Economics
Posted:
20 May 08
2
(425,330)
12

63.  
Does the Macroeconomy Predict UK Asset Returns in a Nonlinear Fashion? Comprehensive Out‐Of‐Sample Evidence | Show Abstract | Add to Cart |
Oxford Bulletin of Economics and Statistics, Vol. 76, Issue 4, pp. 510-535, 2014
Number of Pages in PDF File: 26
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
(444,360)
 

64.  
Guidolin, Massimo
Bocconi University - Department of Finance
Bianchi, Daniele
University of Warwick - Finance Group
Posted:
25 Jun 14
 

65.  
Equally Weighted vs. Long-Run Optimal Portfolios | Show Abstract |
Forthcoming, European Financial Management
Nicodano, Giovanna
University of Turin - Department of Economics and Statistics
Fugazza, Carolina
Università degli Studi di Milano-Bicocca - Department of Economics, Quantitative Methods and Business Strategies (DEMS)
Guidolin, Massimo
Bocconi University - Department of Finance
Posted:
28 Feb 14
 

66.  
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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