
Frank Fabozzi
Professor
Main contributions
Structural Change and Economic Dynamics (2022), Journal of Economic Dynamics and Control (2022), The Journal of Alternative Investments (2020 ; 2021 ; 2022), The Journal of Portfolio Management (2013 ; 2014 ; 2015 ; 2016 ; 2017 ; 2019 ; 2020 ; 2021 ; 2022), European Journal of Operational Research (2014 ; 2016 ; 2017 ; 2022), Applied Financial Economics (2022), International Journal of Forecasting (2022), Journal of Financial Intermediation (2021), Econometric Reviews (2020), The Journal of Derivatives (2020 ; 2021), Journal of Economics Perspectives (2020), The Journal of Real Estate Finance and Economics (2020), Annals of Finance (2020), Review of Financial Economics (2019 ; 2021), Journal of Forecasting (2019), Real Estate Economics (2019), Quarterly Review of Economics and Finance (2017), Communications in Statistics - Simulation and Computation (2017), Review of Finance (2017), International Journal of Finance & Economics (2017 ; 2021), Journal of International Money and Finance (2016 ; 2019 ; 2021), Journal of Derivatives (2015 ; 2016 ; 2018 ; 2019 ; 2020), 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 ; 2020 ; 2021), Journal of Statistical Theory and Practice (2014), Journal of Banking & Finance (2014 ; 2016), Journal of Optimization and Applications (2014), 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 ; 2019), International Journal of Theoretical and Applied Finance (2012 ; 2013 ; 2016 ; 2019 ; 2020), Finance Research Letters (2013 ; 2019), Emerging Markets Review (2013), Studies in Nonlinear Dynamics & Econometrics (2013 ; 2021), Annals of Operations Research (2012 ; 2013 ; 2018 ; 2019 ; 2021), European Financial Management (2012), Review of Quantitative Finance and Accounting (2012 ; 2021), Quantitative Finance (2012 ; 2014 ; 2015), The Journal of Fixed Income (2012 ; 2013 ; 2014 ; 2016 ; 2017 ; 2018 ; 2020 ; 2021 ; 2022), Review of Derivatives Research (2012)
Publications of Frank Fabozzi
Portfolio selection in the presence of systemic risk
Journal of Asset Management, January 2014
Recent Developments in Robust Portfolios with a Worst-Case Approach
Journal of Optimization and Applications, January 2014
Time Series and Copula Dependency Analysis for Eurozone Sovereign Bond Returns
Journal of Fixed Income, January 2014
Robust portfolios that do not tilt factor exposure
European Journal of Operational Research, January 2014
Can We Predict Stock Market Crashes?
Journal of Portfolio Management, January 2014