FABOZZI Frank, PhD

Senior Scientific Adviser, EDHEC-Risk Institute & Professor

Speciality : Finance
Expertise : Fixed Income Analysis, Investment Management, and Structured 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

Email : frank.fabozzi@edhec.edu

Website

Main academic publications

Journal of Forecasting (2019), Real Estate Economics (2019), Quarterly Review of Economics and Finance (2017), Communications in Statistics - Simulation and Computation (2017), The Journal of Portfolio Management (2013 ; 2014 ; 2015 ; 2016 ; 2017 ; 2019 ; 2020), Review of Finance (2017), International Journal of Finance & Economics (2017), Journal of International Money and Finance (2016 ; 2019), Journal of Derivatives (2015 ; 2016 ; 2018 ; 2019), Journal of Financial Research (2015), Computational Economics (2015 ; 2019), North American Actuarial Journal (2015), Journal of Financial Engineering (2015), Journal of Pension Economics and Finance (2015), Journal of Asset Management (2014 ; 2016 ; 2017), 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 ; 2016 ; 2017), Economics Letters (2014 ; 2017), Journal of Economic Dynamics & Control (2014), International Review of Financial Analysis (2013 ; 2014 ; 2015 ; 2016 ; 2019), Applied Economics (2013 ; 2015 ; 2016 ; 2017 ; 2018), International Journal of Theoretical and Applied Finance (2012 ; 2013 ; 2016 ; 2019), Finance Research Letters (2013 ; 2019), Emerging Markets Review (2013), Studies in Nonlinear Dynamics & Econometrics (2013), Annals of Operations Research (2012 ; 2013 ; 2018 ; 2019), European Financial Management (2012), Review of Quantitative Finance and Accounting (2012), Quantitative Finance (2012 ; 2014 ; 2015), Journal of Fixed Income (2012 ; 2013 ; 2014 ; 2016 ; 2017 ; 2018 ; 2020), Review of Derivatives Research (2012)

Documents to download

Pdf
CV FABOZZI Frank...
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EDHEC Publications

Review of Finance Volume 21, Issue 5, 1 August 2017, Pages 1975–2005
International Journal of Finance & Economics Volume 22, Issue 3, July 2017 - pp 181–200
Journal of Derivatives, Summer 2017, Vol. 24, No. 4: pp. 80-92
The Journal of Fixed Income, Spring 2017, Vol. 26, No. 4: pp. 25-52

Pages