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~language:"bos"
~language:"eng"
~person:"Fabozzi, Frank J."
~person:"Pestieau, Pierre"
~subject:"Derivat"
~subject:"Kreditrisiko"
~subject:"Statistical distribution"
~subject:"Theory"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
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Derivat
Kreditrisiko
Statistical distribution
Theory
Theorie
292
Portfolio selection
114
Portfolio-Management
114
USA
62
United States
62
Option pricing theory
47
Optionspreistheorie
47
Optimal taxation
38
Optimale Besteuerung
38
CAPM
34
Derivative
33
Capital income
31
Kapitaleinkommen
31
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29
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29
Asset-Backed Securities
28
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26
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Fabozzi, Frank J.
Pestieau, Pierre
Nijkamp, Peter
179
Beladi, Hamid
169
Güth, Werner
166
Creedy, John
154
Stiglitz, Joseph E.
153
Phillips, Peter C. B.
151
Lai, Ching-chong
141
Marjit, Sugata
139
Long, Ngo Van
134
Turnovsky, Stephen J.
133
Tirole, Jean
131
Cremer, Helmuth
129
Lambertini, Luca
126
Thisse, Jacques-François
126
Färe, Rolf
125
Jarrow, Robert A.
125
Frey, Bruno S.
122
Lien, Da-hsiang Donald
121
Acemoglu, Daron
118
Mukherjee, Arijit
118
Broll, Udo
109
Shogren, Jason F.
109
Devereux, Michael B.
107
Laffont, Jean-Jacques
107
Laporte, Gilbert
107
Tsionas, Efthymios G.
107
Gersbach, Hans
106
Cheng, T. C. E.
105
Quiggin, John C.
104
Stark, Oded
104
Aghion, Philippe
103
Miceli, Thomas J.
103
Kumbhakar, Subal
102
Chiarella, Carl
101
Barnett, William A.
100
Bossert, Walter
100
Gupta, Rangan
100
Sappington, David Edward Michael
98
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ISPE <1998, Lüttich>
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Journal of public economics
17
The handbook of fixed income securities
17
Valuation, financial modeling, and quantitative tools
17
International tax and public finance
15
Journal of population economics
12
Investment management and financial management
10
Journal of public economic theory
10
The journal of fixed income
10
Financial markets and instruments
8
International journal of theoretical and applied finance
8
The journal of portfolio management : a publication of Institutional Investor
8
Economics letters
6
The Scandinavian journal of economics
6
Computational economics
5
European economic review : EER
5
FinanzArchiv : public finance analysis
5
Journal of banking & finance
5
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4
Economic theory : official journal of the Society for the Advancement of Economic Theory
4
Economica
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4
Southern economic journal
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
The journal of fixed income : JFI
4
Annals of operations research
3
Applied financial economics
3
CESifo economic studies : CESifo, a joint initiative of the University of Munich's Center for Economic Studies and the Ifo Institute
3
European journal of operational research : EJOR
3
European journal of political economy
3
Journal of urban economics
3
Review of quantitative finance and accounting
3
The B.E. journal of economic analysis & policy
3
The handbook of municipal bonds
3
The journal of asset management
3
The journal of portfolio management : JPM
3
Annales d'économie et de statistique
2
Annals of finance
2
Applied financial economics letters
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European financial management : the journal of the European Financial Management Association
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ECONIS (ZBW)
346
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1
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346
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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
Age- and health-related non-linear inheritance taxation
Leroux, Marie-Louise
;
Pestieau, Pierre
- In:
The Canadian journal of economics : the journal of the …
56
(
2023
)
3
,
pp. 897-912
Persistent link: https://www.econbiz.de/10014364417
Saved in:
3
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:
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
The economics of long-term care : an overview
Klimaviciute, Justina
;
Pestieau, Pierre
- In:
Journal of economic surveys
37
(
2023
)
4
,
pp. 1192-1213
Persistent link: https://www.econbiz.de/10014338009
Saved in:
6
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:
7
How much do investors rely on credit ratings : empirical evidence from the U.S. and E.U. CLO primary market
Fabozzi, Frank J.
;
Breemen, Vivian van
;
Vink, Dennis
; …
- In:
Journal of financial services research
63
(
2023
)
2
,
pp. 221-247
Persistent link: https://www.econbiz.de/10014258846
Saved in:
8
Nature versus nurture in social mobility under private and public education systems
Fan, Chengze Simon
;
Pang, Yu
;
Pestieau, Pierre
- In:
Public finance review : PFR
51
(
2023
)
1
,
pp. 132-167
Persistent link: https://www.econbiz.de/10014233418
Saved in:
9
Age-related taxation of bequests in the presence of a dependency risk
Leroux, Marie-Louise
;
Pestieau, Pierre
- In:
Journal of public economic theory
24
(
2022
)
1
,
pp. 92-119
Persistent link: https://www.econbiz.de/10012795412
Saved in:
10
Applications of FX derivatives in active currency risk management
Fabozzi, Frank J.
;
Vohra, Suprita
- In:
The journal of derivatives : JOD
29
(
2022
)
4
,
pp. 168-191
Persistent link: https://www.econbiz.de/10014231064
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