Frank J. Fabozzi

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Frank J. Fabozzi
FrankFabozzi.jpg
Nationality American
Occupation Academic
Author
Board member of Blackrock Closed-end funds
Blackrock Equity Liquidity funds
Awards Fixed Income Analysts Hall of Fame
C. Stewart Sheppard Award
James R. Vertin Award
Website Home page
Personal site
Academic background
Alma mater City University of New York
Academic work
Discipline Financial economics
Institutions EDHEC Business School (École des Hautes Études Commerciales du Nord)
Main interests Investment management
Structure finance
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.[1] Fabozzi is a prolific author/editor of books on finance, with a special emphasis on fixed income securities.[2][note 1] He is the current editor of the Journal of Portfolio Management.

Outside interests

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.[3]

Papers

Fabozzi is the recipient of numerous awards. In 2002 Fabozzi was inducted into the Fixed Income Analysts Hall of Fame.[4] In 2007 he received the C. Stewart Sheppard Award in recognition of his outstanding contributions in fostering the education of professional investors.[5] 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.[6]


Year Study
1977 Stability Tests for Alphas and Betas Over Bull and Bear Market Conditions [7]
1978 Beta as a Random Coefficient[8]
2004 New Evidence on the Market Impact of Convertible Bond Issues in the U.S.[9]
1979 Mutual Fund Systematic Risk for Bull and Bear Markets: An Empirical Examination[10]
2007 Securitization: The Tool of Financial Transformation [11]
2007 Collateralized Debt Obligations and Credit Risk Transfer [12]
2005 Optimal Financial Portfolios [13]
2009 Property Derivatives for Managing European Real-Estate Risk [14]

Notes

  1. "Fixed Income Mathematics, Analytical & Statistical Techniques", 3rd edition (August 1, 1996), ISBN 0786311215, was used to develop the following wiki pages:

References

  1. "Yale faculty profile (archived)". http://web.archive.org/web/20090416030648/http://mba.yale.edu/faculty/profiles/fabozzi.shtml. Retrieved March 2, 2016.
  2. "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.
  3. "Frank J. Fabozzi". BloombergBusiness. http://www.bloomberg.com/research/stocks/private/person.asp?personId=555401&privcapId=30971090&previousCapId=30971090. Retrieved March 2, 2016.
  4. "Hall of Fame". Fixed Income Analysts Society. https://www.fiasi.org/hall-of-fame/fixed-income-hall-of-fame#2002. Retrieved March 2, 2016.
  5. "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.
  6. "James R. Vertin Award". CFA Institute. https://www.cfainstitute.org/learning/foundation/Pages/vertin_award.aspx. Retrieved January 4,1916.
  7. 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.
  8. 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.
  9. 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.
  10. 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.
  11. Fabozzi, Frank J. ;Kothari, Vinod. Securitization: The Tool of Financial Transformation. Yale ICF Working Paper No. 07-07: SSRN. http://ssrn.com/abstract=997079.
  12. 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.
  13. 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.
  14. 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.

External links