Concepedia

Davide Pettenuzzo

DP

22

Publications

1.4K

Citations

19

H-Index

2004

Active since

Affiliations

Brandeis University(Current)

University of California San Diego

Centre for Economic Policy Research

Universidad Católica Santo Domingo

Swedish House of Finance

Davide Pettenuzzo is an author at Brandeis University specializing in business, finance, and asset pricing.

ORCID

Top concepts

Publications per year

2004–2023

22

Publications

22

Forecasting stock returns under economic constraints

Davide Pettenuzzo, Allan Timmermann, Rossen Valkanov · Journal of Financial Economics · 2014 · 304 citations

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Predictability of stock returns and asset allocation under structural breaks

Davide Pettenuzzo, Allan Timmermann · Journal of Econometrics · 2011 · 214 citations

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Bond Return Predictability: Economic Value and Links to the Macroeconomy

Antonio Gargano, Davide Pettenuzzo, Allan Timmermann · Management Science · 2017 · 118 citations · Full text

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Forecasting Time Series Subject to Multiple Structural Breaks

M. Hashem Pesaran, Davide Pettenuzzo, Allan Timmermann · SSRN Electronic Journal · 2004 · 114 citations · Full text

Forecasting Stock Returns Under Economic Constraints

Davide Pettenuzzo, Allan Timmermann, Rossen Valkanov · SSRN Electronic Journal · 2012 · 89 citations · Full text

, , +6

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