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subject:"Game theory"
subject:"Incomplete information"
~person:"Cremer, Helmuth"
~person:"Fabozzi, Frank J."
~person:"McLennan, Andrew"
~person:"Milgrom, Paul"
~person:"Tirole, Jean"
~subject:"Financial crisis"
~subject:"Gleichgewichtsmodell"
~subject:"Informationsökonomik"
~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
Informationsökonomik
Nichtkooperatives Spiel
Regression analysis
Shapley-Wert
Theorie
Theory
Portfolio selection
68
Portfolio-Management
68
Optimal taxation
37
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37
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26
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Cremer, Helmuth
Fabozzi, Frank J.
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
Aghion, Philippe
116
Stark, Oded
116
Buchanan, James M.
114
Laporte, Gilbert
113
Andersen, Torben M.
112
Jarrow, Robert A.
111
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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Journal of public economics
27
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
23
European economic review : EER
19
The American economic review
18
Journal of political economy
16
Valuation, financial modeling, and quantitative tools
15
The handbook of fixed income securities
14
The Rand journal of economics
13
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12
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11
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11
International tax and public finance
10
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10
The quarterly journal of economics
9
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7
International journal of theoretical and applied finance
7
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7
Economics letters
6
Journal of regulatory economics
6
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6
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5
Journal of banking & finance
5
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5
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The B.E. journal of economic analysis & policy
5
The journal of fixed income
5
The journal of industrial economics
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The journal of portfolio management : a publication of Institutional Investor
5
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4
International journal of industrial organization
4
Journal of money, credit and banking : JMCB
4
Journal of population economics
4
Journal of urban economics
4
Oxford economic papers
4
The journal of fixed income : JFI
4
American economic journal : a journal of the American Economic Association
3
Annales d'économie et de statistique
3
Annals of operations research
3
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ECONIS (ZBW)
507
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507
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1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
The battle of the factors : macroeconomic variables or investor sentiment?
Mascio, David A.
;
Molyboga, Marat
;
Fabozzi, Frank J.
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 2280-2291
Persistent link: https://www.econbiz.de/10014432891
Saved in:
8
The geometry of the world of currency volatilities
Konstantinov, Gueorgui
;
Fabozzi, Frank J.
- In:
Computational economics
60
(
2022
)
1
,
pp. 125-145
Persistent link: https://www.econbiz.de/10013262502
Saved in:
9
Intertemporal defaulted bond recoveries prediction via machine learning
Nazemi, Abdolreza
;
Baumann, Friedrich
;
Fabozzi, Frank J.
- In:
European journal of operational research : EJOR
297
(
2022
)
3
,
pp. 1162-1177
Persistent link: https://www.econbiz.de/10013263044
Saved in:
10
Primer on agency mortgage-backed securities specified pools and their convexity profiles
Schultz, Glenn M.
;
Fabozzi, Frank J.
- In:
The journal of fixed income : JFI
31
(
2022
)
4
,
pp. 33-49
Persistent link: https://www.econbiz.de/10014231339
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