FABOZZI Frank, PhD

Conseiller Scientifique Senior, EDHEC-Risk Institute & Professeur

Discipline : Finance
Expertise : Analyse des titres à revenu fixe, Gestion des placements et financement structuré

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

Principales contributions académiques

Quarterly Review of Economics and Finance (2017), Communications in Statistics - Simulation and Computation (2017), The Journal of Portfolio Management (2017), Review of Finance (2017), International Journal of Finance & Economics (2017), Journal of International Money and Finance (2016), Journal of Derivatives (2015 ; 2016), 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 ; 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), Journal of Portfolio Management (2013 ; 2014 ; 2015 ; 2016 ; 2017), International Review of Financial Analysis (2013 ; 2014 ; 2015 ; 2016), Applied Economics (2013 ; 2015 ; 2016 ; 2017), 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 ; 2017 ; 2018), Review of Derivatives Research (2012)

Documents à télécharger

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Publications edhec

Journal of Banking & Finance, Volume 89, April 2018, Pages 14-25
Computational Economics, March 2018, Volume 51, Issue 3, pp 339–378
Journal of Banking & Finance, Volume 89, April 2018, Pages 14-25
The Journal of Portfolio Management, Vol. 44, Issue 4, Quantitative Special Issue 2018  
The Journal of Fixed Income,  Winter 2018, 27 (3) 6-22
Economics Letters, Volume 161, December 2017, Pages 5-9
European Journal of Operational Research, Volume 263, Issue 2, 1 December 2017, Pages 698-706
The Journal of Portfolio Management, Vol. 44, Issue 1, Fall 2017  
The Quarterly Review of Economics and Finance, Volume 66, November 2017, Pages 100-107  
European Journal of Operational Research, Volume 262, Issue 2, 16 October 2017, Pages 780-791
The Journal of Fixed Income, Vol. 27, No. 2: pp. 30-36, September 2017
The Journal of Portfolio Management, Special Real Estate Issue 2017, Vol. 43, No. 6: pp. 179-186, September 2017
The Journal of Portfolio Management, Special Real Estate Issue 2017, Vol. 43, No. 6: pp. 11-22, September 2017
Applied Economics, Volume 49, 2017 - Issue 59
Applied Economics, Volume 49, 2017 - Issue 59, August 2017
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

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