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~language:"eng"
~person:"Fabozzi, Frank J."
~person:"Long, Ngo Van"
~subject:"Theory"
~type:"article"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
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Theory
Theorie
268
Portfolio selection
110
Portfolio-Management
110
USA
62
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62
Option pricing theory
47
Optionspreistheorie
47
CAPM
34
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33
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33
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30
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30
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194
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74
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Fabozzi, Frank J.
Long, Ngo Van
Nijkamp, Peter
174
Beladi, Hamid
169
Güth, Werner
163
Pestieau, Pierre
157
Stiglitz, Joseph E.
154
Creedy, John
153
Phillips, Peter C. B.
145
Lai, Ching-chong
141
Marjit, Sugata
138
Tirole, Jean
131
Turnovsky, Stephen J.
130
Cremer, Helmuth
129
Lambertini, Luca
125
Thisse, Jacques-François
125
Färe, Rolf
124
Frey, Bruno S.
122
Mukherjee, Arijit
121
Acemoglu, Daron
118
Laporte, Gilbert
111
Jarrow, Robert A.
110
Broll, Udo
109
Shogren, Jason F.
108
Laffont, Jean-Jacques
107
Devereux, Michael B.
106
Miceli, Thomas J.
106
Cheng, T. C. E.
105
Gersbach, Hans
105
Stark, Oded
105
Quiggin, John C.
104
Tsionas, Efthymios G.
104
Aghion, Philippe
103
Bossert, Walter
101
Kumbhakar, Subal
100
Barnett, William A.
98
Sappington, David Edward Michael
97
Chao, Chi-Chur
96
Lien, Da-hsiang Donald
96
Smith, Vernon L.
96
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Valuation, financial modeling, and quantitative tools
15
The handbook of fixed income securities
14
Investment management and financial management
10
Journal of economic dynamics & control
9
Review of international economics
8
International journal of theoretical and applied finance
7
The Japanese economic review : the journal of the Japanese Economic Association
6
Applied economics
5
Economics letters
5
Financial markets and instruments
5
International economic review
5
Journal of banking & finance
5
Journal of environmental economics and management : JEEM ; the official journal of the Association of Environmental and Resource Economists
5
The journal of fixed income
5
The journal of portfolio management : a publication of Institutional Investor
5
Dynamic games and applications : DGA
4
European journal of political economy
4
Journal of international economics
4
Pacific economic review
4
The journal of fixed income : JFI
4
Annals of operations research
3
Computational economics
3
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
3
European economic review : EER
3
European journal of operational research : EJOR
3
Journal of economic behavior & organization : JEBO
3
Review of development economics
3
Review of quantitative finance and accounting
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
The economic record : er
3
The journal of asset management
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The journal of portfolio management : JPM
3
Applied financial economics letters
2
Australian economic papers
2
Dynamics, economic growth, and international trade
2
Economic theory : official journal of the Society for the Advancement of Economic Theory
2
Journal of development economics
2
Journal of economics
2
Journal of public economics
2
The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
268
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268
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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
Issue linkage versus ringfencing in international agreements
Long, Ngo Van
;
Richardson, Martin
;
Stähler, Frank
- In:
The Scandinavian journal of economics
125
(
2023
)
2
,
pp. 489-516
Persistent link: https://www.econbiz.de/10014304011
Saved in:
6
Asymmetric information and differentiated durable goods monopoly : intra-period versus intertemporal discrimination
Laussel, Didier
;
Long, Ngo Van
;
Resende, Joana
- In:
Dynamic games and applications : DGA
12
(
2022
)
2
,
pp. 574-607
Persistent link: https://www.econbiz.de/10013198739
Saved in:
7
A dynamic analysis of international environmental agreements under partial cooperation
Colombo, Luca
;
Labrecciosa, Paola
;
Long, Ngo Van
- In:
European economic review : EER
143
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013348718
Saved in:
8
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:
9
Efficiency-inducing tax credits for charitable donations when taxpayers have heterogeneous behavioral norms
Long, Ngo Van
- In:
International Trade, Economic Development, and the …
,
(pp. 7-16)
.
2022
Persistent link: https://www.econbiz.de/10013348041
Saved in:
10
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
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