Frank J. Fabozzi
|Frank J. Fabozzi|
|Board member of||
Blackrock Closed-end funds |
Blackrock Equity Liquidity funds
Fixed Income Analysts Hall of Fame|
C. Stewart Sheppard Award
James R. Vertin Award
|Alma mater||City University of New York|
|Institutions||EDHEC Business School (École des Hautes Études Commerciales du Nord)|
Fixed income securities
Frank J. Fabozzi is a professor of finance at the EDHEC Business School (École des Hautes Études Commerciales du Nord) in Nice, France. He previously taught at Yale University where he specialized in investment management and structured finance. Fabozzi is a prolific author/editor of books on finance, with a special emphasis on fixed income securities.[note 1] He is the current editor of the Journal of Portfolio Management.
Fabozzi is a board member and trustee to Blackrock Closed-end funds and Blackrock Equity Liquidity funds. He previously served on the boards of Guardian mutual fund and Guardian annuity funds, and on the board of IMN Institutional Investors.
Fabozzi is the recipient of numerous awards. In 2002 Fabozzi was inducted into the Fixed Income Analysts Hall of Fame. In 2007 he received the C. Stewart Sheppard Award in recognition of his outstanding contributions in fostering the education of professional investors. In 2015 Fabozzi received the James R. Vertin Award in recognition of his having produced a body of research notable for its relevance and enduring value to investment professionals.
|1977||Stability Tests for Alphas and Betas Over Bull and Bear Market Conditions |
|1978||Beta as a Random Coefficient|
|2004||New Evidence on the Market Impact of Convertible Bond Issues in the U.S.|
|1979||Mutual Fund Systematic Risk for Bull and Bear Markets: An Empirical Examination|
|2007||Securitization: The Tool of Financial Transformation |
|2007||Collateralized Debt Obligations and Credit Risk Transfer |
|2005||Optimal Financial Portfolios |
|2009||Property Derivatives for Managing European Real-Estate Risk |
- "Yale faculty profile (archived)". http://web.archive.org/web/20090416030648/http://mba.yale.edu/faculty/profiles/fabozzi.shtml. Retrieved March 2, 2016.
- "The Frank J. Fabozzi series". Wiley. http://www.wiley.com/WileyCDA/Section/id-300232.html?sort=DATE&sortDirection=DESC&page=1. Retrieved March 2, 2016.
- "Frank J. Fabozzi". BloombergBusiness. http://www.bloomberg.com/research/stocks/private/person.asp?personId=555401&privcapId=30971090&previousCapId=30971090. Retrieved March 2, 2016.
- "Hall of Fame". Fixed Income Analysts Society. https://www.fiasi.org/hall-of-fame/fixed-income-hall-of-fame#2002. Retrieved March 2, 2016.
- "Frank Fabozzi Receives C. Stewart Sheppard Award from the CFA Institute". Yale University. http://som.yale.edu/news/news/frank-fabozzi-receives-c-stewart-sheppard-award-cfa-institute. Retrieved March 2, 2016.
- "James R. Vertin Award". CFA Institute. https://www.cfainstitute.org/learning/foundation/Pages/vertin_award.aspx. Retrieved January 4,1916.
- Fabozzi, Frank J. ; Francis, Jack Clark (September 1977). Stability Tests for Alphas and Betas Over Bull and Bear Market Conditions. Journal of Finance Of Finance Volume 32 (4): SSRN. pp. 1093-1099. http://ssrn.com/abstract=2586501.
- Fabozzi, Frank J. ; Francis, Jack Clark (March 1978). Beta as a Random Coefficient. Journal of Financial and Quantitative Analysis: SSRN. pp. 101-115. http://ssrn.com/abstract=1803664.
- Arshanapalli, Bala; Switzer, Lorne N.; Fabozzi, Frank J.; Gosselin, Guillaume (2004). New Evidence on the Market Impact of Convertible Bond Issues in the U.S.. EFMA 2004 Basel Meetings Paper: SSRN. http://ssrn.com/abstract=492803.
- Fabozzi, Frank J. ; Francis, Jack Clark (December 1979). Mutual Fund Systematic Risk for Bull and Bear Markets: An Empirical Examination. Journal of Finance Volume 34 (5): SSRN. pp. 1243-1250.. http://ssrn.com/abstract=2586506.
- Fabozzi, Frank J. ;Kothari, Vinod. Securitization: The Tool of Financial Transformation. Yale ICF Working Paper No. 07-07: SSRN. http://ssrn.com/abstract=997079.
- Lucas, Douglas J.; Goodman, Laurie; Fabozzi, Frank J.. Collateralized Debt Obligations and Credit Risk Transfer. Yale ICF Working Paper No. 07-06: SSRN. http://ssrn.com/abstract=997276.
- Stoyanov, Stoyan V. ; Rachev, Svetlozar; Fabozzi, Frank J. (April 27, 2005). Optimal Financial Portfolios. Applied Mathematical Finance, Volume 14 ( 5): SSRN. http://ssrn.com/abstract=1729764.
- Fabozzi, Frank J.; Shiller, Robert J.; Tunaru, Radu (August 13, 2009). Property Derivatives for Managing European Real-Estate Risk. Yale ICF Working Paper No. 09-17: SSRN. http://ssrn.com/abstract=1448844.
- Home page, EDHEC School of Business, Nice, France
- Frank J. Fabozzi Associates
- Author page, Academic search (‘’ beta’’)
- Frank J. Fabozzi : Citation Profile, CitEc
- IDEAS, RePEc.
- Author page, SSRN