FABOZZI Frank, PhD

Senior Scientific Adviser, EDHEC-Risk Institute & Professor

Discipline : 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

Principales contributions académiques

International Journal of Finance & Economics (2017), Journal of International Money and Finance (2016), Journal of Derivatives (2015), 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), 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), Economics Letters (2014), Journal of Economic Dynamics & Control (2014), Journal of Portfolio Management (2013 ; 2014 ; 2015 ; 2016), International Review of Financial Analysis (2013 ; 2014 ; 2015 ; 2016), Applied Economics (2013 ; 2015 ; 2016), 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), Review of Derivatives Research (2012)

Documents à télécharger

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Publications edhec

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

Insurance: Mathematics and Economics, Volume 72, January 2017, Pages 189–196

The Journal of Portfolio Management, Winter 2017, Vol. 43, No. 2: pp. 136-151

Journal of Banking and Finance, Volume 68, July 2016, pp266-287.

Quantitative Finance, Volume 16, Issue 7, 2016.

International Journal of Theoretical and Applied Finance, Volume 4, Issue 04, June 2016.

Journal of Portfolio Management, Special QES Issue 2016, Volume 42, No. 5, pp94-106.

Journal of Portfolio Management, Special QES Issue 2016, Volume 42, No. 5, pp135-143.

Journal of International Money and Finance, Volume 65, July 2016, pp1-23.

Journal of Asset Management, Volume 17; Issue 3, May 2016.

Pages

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