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)

Discipline: Finance
Faculty: Data Science, Economics & Finance
Expertise: Analyse des titres à revenu fixe, Gestion des placements et financement structuré

Publications of Frank Fabozzi

01.01.2013 - Article in a peer reviewed journal

What do robust equity portfolio models really do?

Woo Chang Kim, Jang Ho Kim, So Hyoung Ahn, Frank Fabozzi
|

Annals of Operations Research, January 2013


01.01.2013 - Book publication

The Methods of Distances in the Theory of Probability and Statistics.

RACHEV Svetlozar T., KLEBANOV Lev B., Stoyan V. Stoyanov, Frank Fabozzi
|

January 2013


01.01.2013 - Article in a peer reviewed journal

Commercial Real Estate Risk Management with Derivatives

Frank Fabozzi, Stanescu Silvia, Tunaru Radu
|

Journal of Portfolio Management, January 2013


01.01.2013 - Book publication

Mathematical Methods for Finance: Tools for Asset and Risk Management.

Focardi Sergio, Frank Fabozzi, Turan G. Bali
|

January 2013


13.01.2012 - Working paper

Sensitivity of portfolio VaR and CVaR to portfolio return characteristics

Stoyan V. Stoyanov, Svetlozar T. Rachev, Frank Fabozzi
|

January 2012