Frank J. Fabozzi
Johns Hopkins University(US)University of Baltimore(US)
Publications by Year
Research Areas
Financial Markets and Investment Strategies, Stochastic processes and financial applications, Financial Risk and Volatility Modeling, Insurance and Financial Risk Management, Credit Risk and Financial Regulations
Most-Cited Works
- → 60 Years of portfolio optimization: Practical challenges and current trends(2013)613 cited
- → Robust Portfolio Optimization and Management(2007)409 cited
- → Bond Markets, Analysis and Strategies.(1989)362 cited
- → STABILITY TESTS FOR ALPHAS AND BETAS OVER BULL AND BEAR MARKET CONDITIONS(1977)306 cited
- → The Legacy of Modern Portfolio Theory(2002)297 cited
- → Size, value, and momentum in emerging market stock returns(2013)278 cited
- Fat-Tailed and Skewed Asset Return Distributions : Implications for Risk Management, Portfolio Selection, and Option Pricing(2005)