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~person:"Guidolin, Massimo"
~subject:"CAPM"
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Portfolio-Management
93
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Guidolin, Massimo
Fabozzi, Frank J.
39
Zaremba, Adam
26
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20
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19
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18
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17
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12
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11
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11
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9
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ECONIS (ZBW)
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1
Time-varying risk aversion and international stock returns
Guidolin, Massimo
;
Hansen, Erwin
;
Cabrera, Gabriel
-
2023
-
This version: August 2023
Persistent link: https://www.econbiz.de/10014470638
Saved in:
2
Portfolio
performance
of linear SDF models : an out-of-sample assessment
Guidolin, Massimo
;
Hansen, Erwin
;
Lozano-Banda, Martín
-
2018
-
This version: February, 2018
Persistent link: https://www.econbiz.de/10011920747
Saved in:
3
Sentiment Risk Premia in the Cross-Section of Global Equity
Füss, Roland
;
Guidolin, Massimo
;
Koeppel, Christian
-
2020
models leadsto a significant increase in model
performance
. When it is estimated using the Fama-MacBethprocedure, our modified …
Persistent link: https://www.econbiz.de/10012832768
Saved in:
4
Sentiment risk premia in the cross-section of global equity and currency returns
Füss, Roland
;
Guidolin, Massimo
;
Koeppel, Christian
-
2019
-
This version: August 28, 2019
Persistent link: https://www.econbiz.de/10012101492
Saved in:
5
Portfolio
performance
of linear SDF models : an out-of-sample assessment
Guidolin, Massimo
;
Hansen, Erwin
;
Lozano-Banda, Martín
- In:
Quantitative finance
18
(
2018
)
8
,
pp. 1425-1436
Persistent link: https://www.econbiz.de/10011911550
Saved in:
6
Ambiguity aversion and under-diversification
Guidolin, Massimo
;
Liu, Hening
-
2013
-
This version: January, 2013
Persistent link: https://www.econbiz.de/10011814332
Saved in:
7
International asset prices and portfolio choices under Bayesian learning
Guidolin, Massimo
- In:
Research in economics : an international review of economics
57
(
2003
)
4
,
pp. 383-437
Persistent link: https://www.econbiz.de/10001846030
Saved in:
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