According to our database1, Massimo Guidolin authored at least 3 papers between 2012 and 2018.
Legend:Book In proceedings Article PhD thesis Other
Estimating stochastic discount factor models with hidden regimes: Applications to commodity pricing.
European Journal of Operational Research, 2018
Can long-run dynamic optimal strategies outperform fixed-mix portfolios? Evidence from multiple data sets.
European Journal of Operational Research, 2014
Simple VARs cannot approximate Markov switching asset allocation decisions: An out-of-sample assessment.
Computational Statistics & Data Analysis, 2012