
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
What do robust equity portfolio models really do?
Annals of Operations Research, January 2013
The Methods of Distances in the Theory of Probability and Statistics.
January 2013
Commercial Real Estate Risk Management with Derivatives
Journal of Portfolio Management, January 2013
Mathematical Methods for Finance: Tools for Asset and Risk Management.
January 2013
Sensitivity of portfolio VaR and CVaR to portfolio return characteristics
January 2012