Books by Massimo Guidolin
Essentials of Time Series for
Essentials of Time Series for Financial Applications
Essentials of applied portfoli
Essentials of applied portfolio management / Massimo Guidolin, Manuela Pedio
Transmission Channels of Financial Shocks to Stock, Bond, and Asset-Backed Markets
Equity portfolio diversificati
Equity portfolio diversification under time-varying predictability and comovements
Managing international portfol
Managing international portfolios with small capitalization stocks
The economic and statistical v
The economic and statistical value of forecast combinations under regime switching
Who tames the celtic tiger?
Who tames the celtic tiger?
An econometric model of nonlin
An econometric model of nonlinear dynamics in the joint distribution of stock and bond returns
Diamonds are forever, wars are
Diamonds are forever, wars are not
High equity premia and crash f
High equity premia and crash fears
Home bias and high turnover in
Home bias and high turnover in an overlapping generations model with learning
International asset allocation
International asset allocation under regime switching, skew and kurtosis preferences
Optimal portfolio choice under
Optimal portfolio choice under regime switching, skew and kurtosis preferences
Pessimistic beliefs under rati
Pessimistic beliefs under rational learning
Properties of equilibrium asse
Properties of equilibrium asset prices under alternative learning schemes
Size and value anomalies under
Size and value anomalies under regime shifts
Strategic asset allocation and
Strategic asset allocation and consumption decisions under multivariate regime switching
Term structure of risk under a
Term structure of risk under alternative econometric specifications
The economic effects of violen
The economic effects of violent conflict