FABOZZI Frank, PhD

Professor

Speciality : Finance

EDHEC Business School
393/400 Promenade des Anglais - BP3116
06202 Nice cedex 3 - France
Tel.: + 33 (0)4 93 18 99 66
Fax : + 33 (0)4 93 83 08 10

Main academic publications

Journal of International Money and Finance (2016), Journal of Derivatives (2015), Journal of Financial Research (2015), Computational Economics (2015), North American Actuarial Journal (2015), Journal of Financial Engineering (2015), Journal of Pension Economics and Finance (2015), Journal of Asset Management (2014 ; 2016), Journal of Statistical Theory and Practice (2014), Journal of Banking & Finance (2014 ; 2016), Journal of Optimization and Applications (2014), European Journal of Operational Research (2014), Economics Letters (2014), Journal of Economic Dynamics & Control (2014), Journal of Portfolio Management (2013 ; 2014 ; 2015 ; 2016), International Review of Financial Analysis (2013 ; 2014 ; 2015 ; 2016), Applied Economics (2013 ; 2015 ; 2016), International Journal of Theoretical and Applied Finance (2013 ; 2016), Finance Research Letters (2013), Emerging Markets Review (2013), Studies in Nonlinear Dynamics & Econometrics (2013), Annals of Operations Research (2012 ; 2013), European Financial Management (2012), Review of Quantitative Finance and Accounting (2012), Quantitative Finance (2012 ; 2014 ; 2015), International Journal of Theoretical and Applied Finance (2012), Journal of Fixed Income (2012 ; 2013 ; 2014 ; 2016), Review of Derivatives Research (2012)

Documents to download

Pdf
CV FABOZZI Frank...
(570.12 KB)

Publications

Insurance: Mathematics and Economics, Volume 72, January 2017, Pages 189–196

The Journal of Portfolio Management, Winter 2017, Vol. 43, No. 2: pp. 136-151

Journal of Banking and Finance, Volume 68, July 2016, pp266-287.

Quantitative Finance, Volume 16, Issue 7, 2016.

International Journal of Theoretical and Applied Finance, Volume 4, Issue 04, June 2016.

Journal of Portfolio Management, Special QES Issue 2016, Volume 42, No. 5, pp94-106.

Journal of Portfolio Management, Special QES Issue 2016, Volume 42, No. 5, pp135-143.

Journal of International Money and Finance, Volume 65, July 2016, pp1-23.

Journal of Asset Management, Volume 17; Issue 3, May 2016.

Pages

See Also

Support the new generation of students
- 20-03-2017
Support the new generation of students Act for EDHEC! Many Alumni in the UK have...
Emmanuel Metais named new Dean of EDHEC Business School
- 17-03-2017
EDHEC Business School is pleased to announce Emmanuel Métais’s appointment as the new...
MSc in Data Analytics & Digital Business: a new master designed to bridge the gap between data specialists and decision makers
- 13-03-2017
EDHEC Business School is pleased to announce the launch of a new MSc in Data Analytics...
Bloomberg L.P.  becomes Corporate Sponsor of the EDHEC MSc in Financial Markets
- 10-03-2017
EDHEC Business School is pleased to announce that Bloomberg L.P., the global business...