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Massimo Guidolin


SSRN Author Rank: 1,026 by Downloads and 1,235 by Citations
 Professor of Finance
 

Bocconi University - Department of Finance


 Via Roentgen 1
 Milano, MI 20136
 Italy
 email address

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. Massimo Guidolin's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
18,063
Total
Citations
437
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
1,293
(9,225)
7

2.   Incl. Electronic Paper
Timmermann, Allan G.
University of California, San Diego (UCSD) - Department of Economics
Guidolin, Massimo
Bocconi University - Department of Finance
Posted:
07 Mar 05
Last Revised:
29 Jul 10
1,070
(12,580)
51

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
1,029
(13,350)
45

4.  
Timmermann, Allan G.
University of California, San Diego (UCSD) - Department of Economics
Guidolin, Massimo
Bocconi University - Department of Finance
Posted:
15 Jun 03
782
(19,915)
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
643
(26,556)
25

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
518
(35,536)
17

7.  
Value at Risk and Expected Shortfall under Regime Switching | Show Abstract | Download This Paper | Open PDF in Browser |
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
517
(35,010)
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
497
(37,453)
6

9.  
Non-Linear Predictability in Stock and Bond Returns: When and Where is it Exploitable? | Show Abstract | Download This Paper | Open PDF in Browser |
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
492
(36,975)
5

10.   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
492
(37,932)
22

11.  
Cassese, Gianluca
Department of Economics, Statistics and Management
Guidolin, Massimo
Bocconi University - Department of Finance
Posted:
25 Apr 04
487
(38,240)
1

12.   Incl. Electronic Paper
Guidolin, Massimo
Bocconi University - Department of Finance
Mola, Simona
Arizona State University (ASU) - Finance Department
Posted:
04 Dec 06
Last Revised:
25 Apr 07
483
(38,852)
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
466
(40,085)
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
451
(42,360)
30

15.   Incl. Electronic Paper
Guidolin, Massimo
Bocconi University - Department of Finance
Ria, Federica
University of Manchester - Manchester Business School
Posted:
27 Oct 10
Last Revised:
13 Dec 10
389
(50,919)
 

16.  
Ambiguity in Asset Pricing and Portfolio Choice: A Review of the Literature | Show Abstract | Download This Paper | Open PDF in Browser |
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
388
(50,578)
4

17.   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
365
(54,917)
12

18.   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
361
(55,694)
5

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
346
(58,513)
2

20.   Incl. Electronic Paper
Case, Bradford
National Association of Real Estate Investment Trusts®
Guidolin, Massimo
Bocconi University - Department of Finance
Yildirim, Yildiray
CUNY Baruch College - Zicklin School of Business
Posted:
30 Aug 12
Last Revised:
20 May 14
337
(60,367)
 

21.  
Cassese, Gianluca
Department of Economics, Statistics and Management
Guidolin, Massimo
Bocconi University - Department of Finance
Posted:
02 Sep 03
331
(61,432)
5

22.  
1/N and Long Run Optimal Portfolios: Results for Mixed Asset Menus | Show Abstract | Download This Paper | Open PDF in Browser |
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
296
(68,143)
 

23.  
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
292
(70,495)
3

24.  
Bianchi, Daniele
University of Warwick, Warwick Business School
Billio, Monica
Ca Foscari University of Venice - Dipartimento di Economia
Casarin, Roberto
University Ca' Foscari of Venice - Department of Economics
Guidolin, Massimo
Bocconi University - Department of Finance
Posted:
14 Dec 14
Last Revised:
11 Sep 15
289
(55,312)
 

25.   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
278
(75,025)
2

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
257
(80,226)
8

27.   Incl. Electronic Paper
Guidolin, Massimo
Bocconi University - Department of Finance
Posted:
09 May 04
Last Revised:
16 May 06
250
(84,002)
4

28.   Incl. Electronic Paper
Guidolin, Massimo
Bocconi University - Department of Finance
Posted:
23 Nov 03
Last Revised:
08 Nov 05
243
(86,506)
5

29.  
Bernales, Alejandro
Banque de France
Guidolin, Massimo
Bocconi University - Department of Finance
Posted:
07 Nov 13
241
(82,581)
 

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
223
(94,587)
22

31.  
Ono, Sadayuki
Hiroshima University
Guidolin, Massimo
Bocconi University - Department of Finance
Posted:
28 Jul 05
221
(94,159)
7

32.   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
219
(96,274)
8

33.  
Na, Carrie Fangzhou
Federal National Mortgage Association (Fannie Mae)
Guidolin, Massimo
Bocconi University - Department of Finance
Posted:
03 Nov 06
217
(95,886)
2

34.  
What Tames the Celtic Tiger? Portfolio Implications from a Multivariate Markov Switching Model | Show Abstract | Download This Paper | Open PDF in Browser |
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
190
(110,499)
4

35.   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
188
(111,560)
17

36.   Incl. Electronic Paper
Guidolin, Massimo
Bocconi University - Department of Finance
Tam, Yu Man
University of California, Berkeley - Haas School of Business
Posted:
31 Aug 10
Last Revised:
10 Dec 10
171
(121,637)
3

37.   Incl. Electronic Paper
Guidolin, Massimo
Bocconi University - Department of Finance
Hyde, Stuart
University of Manchester - Manchester Business School
McMillan, David
affiliation not provided to SSRN
Ono, Sadayuki
Hiroshima University
Posted:
15 Oct 10
Last Revised:
25 Oct 10
164
(126,276)
1

38.   Incl. Electronic Paper
Guidolin, Massimo
Bocconi University - Department of Finance
Rinaldi, Francesca
Banque de France
Posted:
25 Apr 09
Last Revised:
02 Dec 09
163
(126,939)
3

39.  
Ambiguity Aversion and Under-diversification | Show Abstract | Download This Paper | Open PDF in Browser |
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
148
(110,499)
 

40.  
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 Jun 15
146
(106,254)
 

41.  
Guidolin, Massimo
Bocconi University - Department of Finance
Mola, Simona
Arizona State University (ASU) - Finance Department
Posted:
16 Mar 06
144
(139,584)
1

42.  
Guidolin, Massimo
Bocconi University - Department of Finance
Ravazzolo, Francesco
Norges Bank
Tortora, Andrea Donato
Bocconi University
Posted:
20 Jan 11
135
(144,647)
1

43.  
Guidolin, Massimo
Bocconi University - Department of Finance
Nicodano, Giovanna
University of Turin - Department of Economics and Statistics
Posted:
31 Aug 07
131
(151,698)
 

44.  
Guidolin, Massimo
Bocconi University - Department of Finance
Hyde, Stuart
University of Manchester - Manchester Business School
Posted:
17 Jan 13
128
(147,304)
 

45.  
Hyde, Stuart
University of Manchester - Manchester Business School
Guidolin, Massimo
Bocconi University - Department of Finance
Posted:
31 Jan 08
127
(155,432)
1

46.  
Predictions of Short-Term Rates and the Expectations Hypothesis | Show Abstract | Download This Paper | Open PDF in Browser |
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
122
(159,212)
6

47.  
Guidolin, Massimo
Bocconi University - Department of Finance
Posted:
09 Aug 04
113
(170,696)
3

48.   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
103
(182,453)
 

49.  
Contessi, Silvio
Monash University - Department of Accounting
De Pace, Pierangelo
Pomona College - Department of Economics
Guidolin, Massimo
Bocconi University - Department of Finance
Posted:
01 Feb 13
Last Revised:
06 Mar 14
100
(184,986)
 

50.  
Bernales, Alejandro
Banque de France
Guidolin, Massimo
Bocconi University - Department of Finance
Posted:
07 Nov 13
93
(182,453)
 

51.  
Guidolin, Massimo
Bocconi University - Department of Finance
Nicodano, Giovanna
University of Turin - Department of Economics and Statistics
Posted:
28 Feb 14
78
(208,480)
 

52.  
Bayesian Multi-Factor Model of Instability in Prices and Quantities of Risk in U.S. Financial Markets | Show Abstract | Download This Paper | Open PDF in Browser |
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
76
(216,316)
1

53.  
Bernales, Alejandro
Banque de France
Guidolin, Massimo
Bocconi University - Department of Finance
Posted:
07 Nov 13
Last Revised:
07 Dec 14
74
(224,839)
 

54.  
Berwart, Erik
Superintendence of Banks and Financial Institutions of Chile (SBIF)
Guidolin, Massimo
Bocconi University - Department of Finance
Milidonis, Andreas
University of Cyprus - Department of Accounting and Finance
Posted:
23 May 14
68
(206,967)
 

55.   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
66
(239,526)
 

56.  
Bianchi, Daniele
University of Warwick, Warwick Business School
Guidolin, Massimo
Bocconi University - Department of Finance
Posted:
13 Nov 13
62
(233,854)
 

57.  
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:
22 May 15
61
(233,854)
 

58.  
Guidolin, Massimo
Bocconi University - Department of Finance
Orlov, Alexei G.
Securities and Exchange Commission
Posted:
22 Jul 14
Last Revised:
05 Oct 15
50
(241,448)
 

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
(315,159)
8

60.  
Guidolin, Massimo
Bocconi University - Department of Finance
Cassese, Gianluca
Department of Economics, Statistics and Management
Posted:
07 Oct 04
25
(351,463)
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
(397,295)
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
(461,051)
11

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
(482,035)
 

64.  
Guidolin, Massimo
Bocconi University - Department of Finance
Bianchi, Daniele
University of Warwick, Warwick Business School
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
CUNY Baruch College - Zicklin School of Business
Posted:
28 Sep 12
 


Records 1 - 66 of 66 matches
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