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Economics and Finance
France
2024

D-Index & Metrics

Economics and Finance

D-Index
78
Citations
25211
World Ranking
306
National Ranking
225

Research.com Recognitions

  • 2024 - Research.com Economics and Finance in France Leader Award
  • 2023 - Research.com Economics and Finance in France Leader Award
  • 2022 - Research.com Economics and Finance in France Leader Award

Overview

Frank J. Fabozzi is affiliated with Johns Hopkins University in the United States. Their research primarily spans the fields of Economics, Econometrics, and Finance, with a significant focus also on related subfields such as Finance, Economics and Econometrics, Management Science and Operations Research, Accounting, and General Economics, Econometrics and Finance.

Their work covers a range of topics, including:

  • Financial Markets and Investment Strategies
  • Stochastic processes and financial applications
  • Complex Systems and Time Series Analysis
  • Market Dynamics and Volatility
  • Credit Risk and Financial Regulations
  • Financial Risk and Volatility Modeling
  • Banking stability, regulation, efficiency

Among their recent publications are:

  • The economic theory of qualitative green growth, 2022, Structural Change and Economic Dynamics
  • Mean-Variance Optimization for Asset Allocation, 2021, The Journal of Portfolio Management
  • Risk Parity: The Democratization of Risk in Asset Allocation, 2021, The Journal of Portfolio Management

Frank J. Fabozzi has collaborated frequently with several co-authors, including:

  • Abootaleb Shirvani
  • Svetlozar T. Rachev
  • Ayush Jha
  • Sergio M. Focardi

Their body of work is often published in venues such as:

  • The Journal of Portfolio Management
  • SSRN Electronic Journal
  • arXiv (Cornell University)
  • The Journal of Fixed Income
  • Journal of Asset Management

Frank J. Fabozzi has authored several books published primarily by World Scientific, including titles such as:

  • Asset Management (2020)
  • Introduction to Finance (2021)
  • Fundamentals of Institutional Asset Management (2020)
  • Project Financing (2020, 2021)
  • Quantitative Global Bond Portfolio Management (2022)

Additional book publications appear under WORLD SCIENTIFIC (EUROPE) eBooks, with forthcoming works like Credit Market Innovations and Allocation for Resilient Markets and Operational Readiness expected in 2025. Nova Publishers and the Federal Reserve Bank of St. Louis have also published contributions related to economic growth theory and project financing, respectively.

Best Publications

  • The Handbook of Fixed Income Securities

    Frank J. Fabozzi

  • Capital Markets: Institutions and Instruments

    Frank J. Fabozzi;Franco Modigliani

  • 60 Years of portfolio optimization: Practical challenges and current trends

    Petter N. Kolm;Reha H. Tütüncü;Frank J. Fabozzi

  • Robust Portfolio Optimization and Management

    Frank J. Fabozzi

  • Beta as a Random Coefficient

    Frank J. Fabozzi;Jack Clark Francis

  • STABILITY TESTS FOR ALPHAS AND BETAS OVER BULL AND BEAR MARKET CONDITIONS

    Frank J. Fabozzi;Jack Clark Francis

  • Foundations of Financial Markets and Institutions

    Frank J. Fabozzi;Franco Modigliani;Frank Joseph Jones

  • The Legacy of Modern Portfolio Theory

    Frank J. Fabozzi;Francis Gupta;Harry M. Markowitz

  • Financial Management and Analysis

    Frank J. Fabozzi;Pamela P. (Pamela Parrish) Peterson

  • Fat-Tailed and Skewed Asset Return Distributions : Implications for Risk Management, Portfolio Selection, and Option Pricing

    Svetlozar T. Rachev;Christian Menn;Frank J. Fabozzi

  • Size, value, and momentum in emerging market stock returns

    Nusret Cakici;Frank J. Fabozzi;Sinan Tan

  • Operational Risk: A Guide to Basel II Capital Requirements, Models, and Analysis

    Anna S. Chernobai;Svetlozar T. Rachev;Frank J. Fabozzi

  • The Handbook of Mortgage-Backed Securities

    Frank J. Fabozzi

  • Bond Markets, Analysis, and Strategies

    Frank J. Fabozzi

  • Robust portfolios: contributions from operations research and finance

    Frank J. Fabozzi;Dashan Huang;Guofu Zhou

  • The Investment Performance of U.S. Equity Pension Fund Managers: An Empirical Investigation

    T. Daniel Coggin;Frank J. Fabozzi;Shafiqur Rahman

  • The Mathematics of Financial Modeling and Investment Management

    Frank J. Fabozzi;Sergio M. Focardi

  • The basics of financial econometrics : tools, concepts, and asset management applications

    Frank J. Fabozzi;Sergio M. Focardi;Svetlozar T. Rachev;Bala G. Arshanapalli

  • Sin Stock Returns

    Frank J. Fabozzi;K.C. Ma;Becky J. Oliphant

  • The theory and practice of investment management : asset allocation, valuation, portfolio construction, and strategies

    Frank J. Fabozzi;Harry M. Markowitz

  • Forecasting Stock Returns

    Frank J. Fabozzi;Petter N. Kolm;Sergio M. Focardi

Frequent Co-Authors

Svetlozar T. Rachev
Svetlozar T. Rachev Texas Tech University
Stefan Mittnik
Stefan Mittnik Ludwig-Maximilians-Universität München
Harry M. Markowitz
Harry M. Markowitz University of California, San Diego
Masao Fukushima
Masao Fukushima Kyoto University
Robert J. Shiller
Robert J. Shiller Yale University
Turan G. Bali
Turan G. Bali Georgetown University
Robert F. Engle
Robert F. Engle New York University
Olivia S. Mitchell
Olivia S. Mitchell University of Pennsylvania
Ahmet Sensoy
Ahmet Sensoy Bilkent University

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