What tames the Celtic Tiger? Portfolio implications from a Multivariate Markov Switching modelGuidolin, Massimo; Hyde, Stuart · Applied Financial Economics · 2009

Simple VARs cannot approximate Markov switching asset allocation decisions: An out-of-sample assessmentMassimo Guidolin; Stuart Hyde · 2012

Non-linear predictability in stock and bond returns: When and where is it exploitable?Massimo Guidolin; Stuart Hyde; David McMillan; Sadayuki Ono · 2009

Equity portfolio diversification under time-varying predictability: Evidence from Ireland, the US, and the UKMassimo Guidolin; Stuart Hyde · 2008

Non-Linear Predictability in Stock and Bond Returns: When and Where is it Exploitable?Guidolin, Massimo; Hyde, Stuart; McMillan, David G.; Ono, Sadayuki · SSRN Electronic Journal · 2009

Can VAR models capture regime shifts in asset returns? A long-horizon strategic asset allocation perspectiveMassimo Guidolin; Stuart Hyde · 2012

Does the Macroeconomy Predict UK Asset Returns in a Nonlinear Fashion? Comprehensive Out-of-Sample EvidenceGuidolin, Massimo; Hyde, Stuart; McMillan, David; Ono, Sadayuki · Oxford Bulletin of Economics and Statistics · 2014

The illusions of dynamic replicationDerman *, Emanuel; Taleb, Nassim Nicholas · Quantitative Finance · 2005

The premium of dynamic tradingChiu, Chun Hung; Zhou, Xun Yu · Quantitative Finance · 2011

Optimal hedging in discrete timeRémillard, Bruno; Rubenthaler, Sylvain · Quantitative Finance · 2013

Hierarchies of Archimedean copulasSavu, Cornelia; Trede, Mark · Quantitative Finance · 2010

Leverage and acquisition performanceHarrison, Jeffrey S.; Hart, Matthew; Oler, Derek K. · Review of Quantitative Finance and Accounting · 2014

Option pricing under regime switchingDuan, Jin-Chuan; Popova, Ivilina; Ritchken, Peter · Quantitative Finance · 2002

Proprietary trading: truth and fictionMuller, P. · Quantitative Finance · 2001

Provably linkable tradingKenyon, Chris; Camenisch, Jan · Quantitative Finance · 2011