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~accessRights:"restricted"
~language:"eng"
~language:"est"
~person:"Edenhofer, Ottmar"
~person:"Fabozzi, Frank J."
~person:"Ogawa, Hikaru"
~subject:"Carbon price"
~subject:"Climate protection"
~subject:"Emissions trading"
~subject:"Emissionshandel"
~subject:"Entwicklungsländer"
~subject:"Klimawandel"
~subject:"Theory"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
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Carbon price
Climate protection
Emissions trading
Emissionshandel
Entwicklungsländer
Klimawandel
Theory
Theorie
74
Portfolio selection
34
Portfolio-Management
34
Welt
20
World
20
Option pricing theory
19
Optionspreistheorie
19
Steuerwettbewerb
18
Tax competition
18
CAPM
13
Volatility
13
Volatilität
13
Climate change
12
Estimation
12
Greenhouse gas emissions
12
Risikoprämie
12
Risk premium
12
Schätzung
12
Treibhausgas-Emissionen
12
Capital income
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Environmental tax
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Forecasting model
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Kapitaleinkommen
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Prognoseverfahren
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Stochastic process
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Stochastischer Prozess
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USA
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United States
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Ökosteuer
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Klimaschutz
9
Risk management
9
Credit risk
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EU countries
8
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8
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8
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Article in journal
Aufsatz in Zeitschrift
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3
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Edenhofer, Ottmar
Fabozzi, Frank J.
Ogawa, Hikaru
Gupta, Rangan
66
Tsionas, Efthymios G.
66
Gnangnon, Sèna Kimm
61
Cheng, T. C. E.
52
Wang, Leonard F. S.
45
Laporte, Gilbert
44
Dolgui, Alexandre
42
Gendreau, Michel
40
Desaulniers, Guy
35
Yang, Jinqiang
35
Coelho, Leandro C.
34
Kumbhakar, Subal
34
Serletis, Apostolos
34
Afonso, Oscar
33
Bertsimas, Dimitris
33
Vanhoucke, Mario
33
Savelsbergh, Martin W. P.
32
Beladi, Hamid
30
Chu, Feng
30
Lee, Chien-chiang
30
Ploeg, Frederick van der
30
Chu, Chengbin
29
Gallegati, Mauro
29
Iori, Manuel
29
Li, Kai
29
Minner, Stefan
29
Barbier, Edward
28
Chen, Xi
28
Goerigk, Marc
28
Zhang, Wei
28
Dauzère-Péres, Stéphane
27
Liu, Ming
27
Lodi, Andrea
27
Pestieau, Pierre
27
Puerto, Justo
27
Stiglitz, Joseph E.
27
Van Woensel, Tom
27
Wang, Ruodu
27
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Journal of environmental economics and management : JEEM ; the official journal of the Association of Environmental and Resource Economists
8
FinanzArchiv : public finance analysis
7
International tax and public finance
6
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
4
International review of economics & finance : IREF
4
The journal of fixed income : JFI
4
Applied economics
3
Climate policy
3
Computational economics
3
The journal of portfolio management : JPM
3
Economic modelling
2
European economic review : EER
2
Journal of banking & finance
2
Journal of international money and finance
2
Review of quantitative finance and accounting
2
Structural change and economic dynamics : SC+ED
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
The journal of asset management
2
Annals of finance
1
Applied economics letters
1
Climate change economics
1
Economics & politics
1
Energy economics
1
European journal of operational research : EJOR
1
Finance research letters
1
International journal of theoretical and applied finance
1
International review of financial analysis
1
Journal of Asian economics
1
Journal of economic integration
1
Journal of forecasting
1
Journal of institutional and theoretical economics : JITE
1
Journal of macroeconomics
1
Journal of public economic theory
1
Metroeconomica : international review of economics
1
Resource and energy economics
1
Review of environmental economics and policy
1
Technological forecasting & social change : an international journal
1
The B.E. journal of economic analysis & policy
1
The journal of derivatives : JOD
1
The journal of economic perspectives : EP ; a journal of the American Economic Association
1
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ECONIS (ZBW)
86
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1
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:
2
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:
3
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:
4
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:
5
Optimal wealth taxation when wealth is more than just capital
Franks, Max
;
Edenhofer, Ottmar
- In:
FinanzArchiv : public finance analysis
79
(
2023
)
3
,
pp. 175-207
Persistent link: https://www.econbiz.de/10014434731
Saved in:
6
The economic theory of qualitative green growth
Fabozzi, Frank J.
;
Focardi, Sergio M.
;
Ponta, Linda
; …
- In:
Structural change and economic dynamics : SC+ED
61
(
2022
),
pp. 242-254
Persistent link: https://www.econbiz.de/10013393407
Saved in:
7
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:
8
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:
9
Optimal carbon taxation and horizontal equity : a welfare-theoretic approach with application to German household data
Hänsel, Martin C.
;
Franks, Max
;
Kalkuhl, Matthias
; …
- In:
Journal of environmental economics and management : …
116
(
2022
),
pp. 1-26
Persistent link: https://www.econbiz.de/10013462503
Saved in:
10
Overcoming wealth inequality by capital taxes that finance public investment
Mattauch, Linus
;
Klenert, David
;
Stiglitz, Joseph E.
; …
- In:
Structural change and economic dynamics : SC+ED
63
(
2022
),
pp. 383-395
Persistent link: https://www.econbiz.de/10013534324
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