Massimo Guidolin

According to our database1, Massimo Guidolin authored at least 3 papers between 2012 and 2018.

Collaborative distances:
  • no known Dijkstra number2.
  • no known Erdős number3.

Timeline

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Book 
In proceedings 
Article 
PhD thesis 
Other 

Links

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Bibliography

2018
Estimating stochastic discount factor models with hidden regimes: Applications to commodity pricing.
European Journal of Operational Research, 2018

2014
Can long-run dynamic optimal strategies outperform fixed-mix portfolios? Evidence from multiple data sets.
European Journal of Operational Research, 2014

2012
Simple VARs cannot approximate Markov switching asset allocation decisions: An out-of-sample assessment.
Computational Statistics & Data Analysis, 2012


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