Guidolin Massimo
Professor
Department of Finance
Bocconi University
Italy
Biography
Dr. GUIDOLIN MASSIMO is affiliated to Department of Finance, Bocconi University, where Dr. GUIDOLIN MASSIMO is currently working as Professor. Dr. GUIDOLIN MASSIMO has authored and co-authored several national and international publications and also working as a reviewer for reputed professional journals. Dr. GUIDOLIN MASSIMO is having an active association with different societies and academies around the world. Dr. GUIDOLIN MASSIMO made his mark in the scientific community with the contributions and widely recognition from honourable subject experts around the world. Dr. GUIDOLIN MASSIMO has received several awards for the contributions to the scientific community. Dr. GUIDOLIN MASSIMO major research interest involves My research spans a number of topics, going from non-linear time series models (such models with regimes, thresholds, and structural breaks) in finance and macroeconomics, methods and models in forecasting, applied dynamic portfolio choice in the presence of predictable asset returns, empirical option pricing, and asset pricing models with learning and belief dynamics. Recently, I have also been involved in research projects concerning the use of event studies to quantify the economic impact of events of political nature, the economics of the incentive structure affecting the actions of financial analysts, and the role of ambiguity in asset pricing and portfolio choice models..
Research Interest
My research spans a number of topics, going from non-linear time series models (such models with regimes, thresholds, and structural breaks) in finance and macroeconomics, methods and models in forecasting, applied dynamic portfolio choice in the presence of predictable asset returns, empirical option pricing, and asset pricing models with learning and belief dynamics. Recently, I have also been involved in research projects concerning the use of event studies to quantify the economic impact of events of political nature, the economics of the incentive structure affecting the actions of financial analysts, and the role of ambiguity in asset pricing and portfolio choice models.
Publications
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“Learning How to Smile: Can Rational Learning Explain the Predictable Dynamics in the Implied Volatility Surface?â€
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The Transmission Channels of Financial Shocks to Stock, Bond, and Asset-Backed Markets. An Empirical Model