2021

Bianchi, Daniele, Büchner, Matthias and Tamoni, Andrea (2021) Bond risk premiums with machine learning. The Review of Financial Studies, 34 (2). pp. 1046-1089. doi:10.1093/rfs/hhaa062

2019

Bianchi, Daniele, Billio, Monica, Casarin, Roberto and Guidolin, Massimo (2019) Modeling systemic risk with Markov switching graphical SUR models. Journal of Econometrics, 210 (1). pp. 58-74. doi:10.1016/j.jeconom.2018.11.005

Bianchi, Daniele and Chiarella, Carlo (2019) An anatomy of industry merger waves. Journal of Financial Econometrics, 17 (2). pp. 153-179. doi:10.1093/jjfinec/nby025

2017

Bianchi, Daniele, Guidolin, Massimo and Ravazzolo, Francesco (2017) Dissecting the 2007–2009 real estate market bust : systematic pricing correction or just a housing fad? Journal of Financial Econometrics, 16 (1). pp. 34-62. doi:10.1093/jjfinec/nbx023

Bianchi, Daniele, Guidolin, Massimo and Ravazzolo, Francesco (2017) Macroeconomic factors strike back : a bayesian change-point model of time-varying risk exposures and premia in the U.S. cross-section. Journal of Business and Economic Statistics, 35 (1). pp. 110-129. doi:10.1080/07350015.2015.1061436

2014

Bianchi, Daniele and Guidolin, Massimo (2014) Can linear predictability models Time Bull and Bear Real Estate Markets? Out-of-sample evidence from REIT portfolios. Journal of Real Estate Finance and Economics, 49 (1). pp. 116-164. doi:10.1007/s11146-013-9411-6

Bianchi, Daniele and Guidolin, Massimo (2014) Can long-run dynamic optimal strategies outperform fixed-mix portfolios? Evidence from multiple data sets. European Journal of Operational Research, 236 (1). pp. 160-176. doi:10.1016/j.ejor.2014.01.030