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Number of items: 7.
2021
Bianchi, Daniele, BΓΌchner, 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 ISSN 0893-9454.
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 ISSN 0304-4076.
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 ISSN 1479-8409.
2017
Bianchi, Daniele, Guidolin, Massimo and Ravazzolo, Francesco (2017) Dissecting the 2007β2009 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 ISSN 1479-8409.
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 ISSN 0735-0015.
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 ISSN 0895-5638.
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 ISSN 0377-2217.
This list was generated on Thu Mar 28 16:09:32 2024 GMT.