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subject:"Game theory"
subject:"Incomplete information"
~person:"Aghion, Philippe"
~person:"Andrews, Donald W. K."
~person:"Cremer, Helmuth"
~person:"Fabozzi, Frank J."
~person:"Jarrow, Robert A."
~person:"McLennan, Andrew"
~person:"Milgrom, Paul"
~person:"Tirole, Jean"
~subject:"Financial crisis"
~subject:"Gleichgewichtsmodell"
~subject:"Nichtkooperatives Spiel"
~subject:"Regression analysis"
~subject:"Shapley-Wert"
~subject:"Theorie"
~subject:"Theory"
~type:"article"
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Game theory
Incomplete information
Financial crisis
Gleichgewichtsmodell
Nichtkooperatives Spiel
Regression analysis
Shapley-Wert
Theorie
Theory
Portfolio selection
83
Portfolio-Management
83
CAPM
49
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44
United States
44
Optimal taxation
37
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37
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31
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21
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706
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Aghion, Philippe
Andrews, Donald W. K.
Cremer, Helmuth
Fabozzi, Frank J.
Jarrow, Robert A.
McLennan, Andrew
Milgrom, Paul
Tirole, Jean
Güth, Werner
184
Nijkamp, Peter
182
Pestieau, Pierre
175
Beladi, Hamid
172
Creedy, John
171
Stiglitz, Joseph E.
169
Frey, Bruno S.
162
Phillips, Peter C. B.
146
Lai, Ching-chong
145
Long, Ngo Van
141
Marjit, Sugata
141
Thisse, Jacques-François
141
Broll, Udo
140
Turnovsky, Stephen J.
133
Lambertini, Luca
129
Laffont, Jean-Jacques
128
Färe, Rolf
127
Mukherjee, Arijit
121
Acemoglu, Daron
120
Stark, Oded
116
Buchanan, James M.
114
Laporte, Gilbert
113
Andersen, Torben M.
112
Batabyal, Amitrajeet A.
110
Gersbach, Hans
109
Shogren, Jason F.
109
Cheng, T. C. E.
107
Miceli, Thomas J.
107
Smith, Vernon L.
107
Devereux, Michael B.
106
Quiggin, John C.
105
Bossert, Walter
104
Tsionas, Efthymios G.
104
Franses, Philip Hans
102
Hodgson, Geoffrey M.
102
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
55
European economic review : EER
30
Journal of public economics
27
The American economic review
21
The review of economic studies
20
Journal of political economy
17
Valuation, financial modeling, and quantitative tools
15
The Rand journal of economics
14
The handbook of fixed income securities
14
Journal of economic theory
13
Papers and proceedings of the ... annual congress of the European Economic Association
12
The quarterly journal of economics
12
Econometric theory
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Mathematical finance : an international journal of mathematics, statistics and financial theory
11
The theory and practice of investment management
11
International journal of theoretical and applied finance
10
International tax and public finance
10
Investment management and financial management
10
Review of derivatives research
10
Journal of banking & finance
9
Journal of the European Economic Association
9
The journal of law, economics, & organization
8
Finance research letters
7
Games and economic behavior
7
Journal of econometrics
7
The Scandinavian journal of economics
7
The journal of finance : the journal of the American Finance Association
7
The journal of fixed income
7
Economics letters
6
Journal of financial and quantitative analysis : JFQA
6
Journal of regulatory economics
6
The journal of portfolio management : a publication of Institutional Investor
6
The quarterly journal of finance
6
American economic journal : a journal of the American Economic Association
5
Financial markets and instruments
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
Journal of economic literature
5
Journal of public economic theory
5
Mathematics and financial economics
5
Southern economic journal
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ECONIS (ZBW)
783
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1
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783
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1
A study on asset price bubble dynamics : explosive trend or quadratic variation?
Jarrow, Robert A.
;
Kwok, Simon Sai Man
- In:
Quantitative finance
24
(
2024
)
5
,
pp. 613-626
Persistent link: https://www.econbiz.de/10014552111
Saved in:
2
Index design : hedging and manipulation
Jarrow, Robert A.
;
Li, Siguang
- In:
The Quarterly Journal of Finance : QJF
12
(
2022
)
2
,
pp. 1-36
Persistent link: https://www.econbiz.de/10013367706
Saved in:
3
Applying the local martingale theory of bubbles to cryptocurrencies
Choi, Soon Hyeok
;
Jarrow, Robert A.
- In:
International journal of theoretical and applied …
25
(
2022
)
3
,
pp. 1-25
Persistent link: https://www.econbiz.de/10013371053
Saved in:
4
Portfolio volatility spillover
Konstantinov, Gueorgui
;
Fabozzi, Frank J.
- In:
International journal of theoretical and applied …
25
(
2022
)
4/5
,
pp. 1-39
Persistent link: https://www.econbiz.de/10013371157
Saved in:
5
What difference do new factor models make in portfolio allocation?
Fabozzi, Frank J.
;
Huang, Dashan
;
Jiang, Fuwei
;
Wang, Jiexun
- In:
Journal of international money and finance
140
(
2024
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014451422
Saved in:
6
Welfare-improving tax evasion
Canta, Chiara
;
Cremer, Helmuth
;
Gahvari, Firouz
- In:
The Scandinavian journal of economics
126
(
2024
)
1
,
pp. 98-126
Persistent link: https://www.econbiz.de/10014481116
Saved in:
7
A comparison of multi-factor term structure models for interbank rates
Fabozzi, Frank J.
;
Fabozzi, Francesco A.
;
Tunaru, Diana
- In:
Review of quantitative finance and accounting
61
(
2023
)
1
,
pp. 323-356
Persistent link: https://www.econbiz.de/10014342033
Saved in:
8
Editor's introduction for the 2023 special issue on multi-asset strategies and asset allocation
Fabozzi, Frank J.
- In:
The journal of portfolio management : JPM
49
(
2023
)
4
,
pp. 1-3
Persistent link: https://www.econbiz.de/10014232240
Saved in:
9
Asymmetric information, strategic transfers, and the design of long-term care policies
Canta, Chiara
;
Cremer, Helmuth
- In:
Oxford economic papers
75
(
2023
)
1
,
pp. 117-141
Persistent link: https://www.econbiz.de/10013542936
Saved in:
10
A bottom-up, reduced form credit risk model approach for the determination of collateralised loan obligation capital
Jarrow, Robert A.
;
Deventer, Donald R. van
- In:
Journal of risk management in financial institutions
16
(
2022/2023
)
3
,
pp. 237-255
Persistent link: https://www.econbiz.de/10014320229
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