What has the author Massimo Guidolin written?

Answer 1

Massimo Guidolin has written:

'Optimal portfolio choice under regime switching, skew and kurtosis preferences' -- subject(s): Asset allocation, Econometric models

'Size and value anomalies under regime shifts' -- subject(s): Econometric models, Prices, Stocks

'An econometric model of nonlinear dynamics in the joint distribution of stock and bond returns' -- subject(s): Econometric models, Prices, Securities

'Term structure of risk under alternative econometric specifications' -- subject(s): Econometric models, Mathematical models, Risk

'The economic effects of violent conflict' -- subject(s): Economic aspects, Economic aspects of Social conflict, Economic aspects of War, Polarization (Social Sciences), Social conflict, War

'Pessimistic beliefs under rational learning' -- subject(s): Econometric models, Prices, Stocks

'Strategic asset allocation and consumption decisions under multivariate regime switching' -- subject(s): Asset allocation, Econometric models