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~person:"Fabozzi, Frank J."
~person:"Thisse, Jacques-François"
~subject:"Theory"
~subject:"Wirtschaftstheorie"
~type:"article"
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Theory
Wirtschaftstheorie
Theorie
289
Portfolio selection
68
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68
Agglomeration effect
21
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21
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Fabozzi, Frank J.
Thisse, Jacques-François
Güth, Werner
184
Nijkamp, Peter
182
Pestieau, Pierre
174
Creedy, John
171
Beladi, Hamid
170
Stiglitz, Joseph E.
168
Frey, Bruno S.
161
Tirole, Jean
148
Phillips, Peter C. B.
146
Lai, Ching-chong
145
Long, Ngo Van
141
Broll, Udo
140
Marjit, Sugata
140
Cremer, Helmuth
138
Turnovsky, Stephen J.
132
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128
Lambertini, Luca
128
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127
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120
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119
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116
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116
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114
Andersen, Torben M.
112
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111
Batabyal, Amitrajeet A.
110
Gersbach, Hans
109
Laporte, Gilbert
109
Shogren, Jason F.
109
Smith, Vernon L.
107
Devereux, Michael B.
106
Quiggin, John C.
105
Bossert, Walter
104
Miceli, Thomas J.
104
Cheng, T. C. E.
103
Tsionas, Efthymios G.
103
Franses, Philip Hans
102
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102
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Journal of urban economics
17
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15
The handbook of fixed income securities
14
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11
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10
European economic review : EER
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7
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4
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3
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3
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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3
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2
Applied financial economics letters
2
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2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Geographical analysis : an international journal of theoretical geography
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Interest rate, term structure, and valuation modeling
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ECONIS (ZBW)
289
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1
When is environmentalism good for the environment?
Marini, Marco
;
Tarola, Ornella
;
Thisse, Jacques-François
- In:
Environmental and resource economics
82
(
2022
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10013263154
Saved in:
2
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:
3
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:
4
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:
5
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:
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
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
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
A primer on hedging with stock index futures
Fabozzi, Frank J.
;
Fabozzi, Francesco A.
- In:
The journal of derivatives : JOD
29
(
2022
)
4
,
pp. 39-60
Persistent link: https://www.econbiz.de/10014231046
Saved in:
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