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from the CFA Institute
Research Foundation, which recognizes individuals whose research is "notable for its relevance and enduring value to investment professionals".
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in 1969. He was inducted into the Fixed Income
Analysts Society's Hall of Fame in 2002 and was the 2007 recipient of the C. Stewart Sheppard Award given by The
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603:; Williams, George O.; Fabozzi, Frank J. (1993). "A Model for Valuing Bonds and Embedded Options".
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Fabozzi, Frank J.; Petter N. Kolm; Dessislava
Pachamanova; Sergio M. Focardi (2007).
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Fabozzi has written and edited books and numerous research papers covering topics in
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and a Member of Edhec Risk
Institute. He was previously a Professor of Finance at
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and an affiliated professor at the
Institute of Statistics and Economics at the
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88:. He has authored and edited many books, three of which were coauthored with
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686:"Frank Fabozzi Receives C. Stewart Sheppard Award from the CFA Institute"
379:: From CAPM to Cointegration. Hoboken, New Jersey: John Wiley & Sons.
69:, educator, writer, and investor, currently Professor of Practice at The
86:
Sloan School of
Management at the Massachusetts Institute of Technology
348:; Frank J. Fabozzi; Sergio M. Focardi; Teo Jasic (2007). Financial
236:
288:. The MIT Press, Cambridge, Massachusetts. ISBN 978-0-262-04627-5
138:, both in 1970. He also earned a doctorate in economics from the
80:, Professor in the Practice of Finance and Becton Fellow in the
541:
366:
Fixed Income
Mathematics: Analytical and Statistical Techniques
54:
375:
Fabozzi, Frank J.; Sergio M. Focardi; Petter N. Kolm (2006).
323:; John S.J. Hsu; Biliana Bagasheva; Frank J. Fabozzi (2008).
317:: 7th edition. Upper Saddle River, New Jersey: Prentice Hall.
310:: 4th edition. Upper Saddle River, New Jersey: Prentice Hall.
306:
Fabozzi, Frank J.; Franco
Modigliani; Frank J. Jones (2009).
633:
470:
350:
Econometrics: From Basics to
Advanced Modeling Techniques
777:
Academic staff of the
Karlsruhe Institute of Technology
483:"Professor Frank J Fabozzi joins EDHEC-Risk Institute"
286:
Bond Markets, Analysis, and Strategies, tenth edition
201:
He is on the Advisory Council for the Department of
50:
39:
25:
18:
284:Frank J. Fabozzi and Francesco A. Fabozzi (2021):
140:Graduate Center of the City University of New York
30:Graduate Center of the City University of New York
308:Foundations of Financial Markets and Institutions
399:The Theory and Practice of Investment Management
299:: 4th edition. Upper Saddle River, New Jersey:
390:. Hoboken, New Jersey: John Wiley & Sons.
361:. Hoboken, New Jersey: John Wiley & Sons.
352:. Hoboken, New Jersey: John Wiley & Sons.
338:. Hoboken, Nee Jersey: John Wiley & Sons.
297:Capital Markets: Institutions and Instruments
84:, and a visiting professor of Finance at the
8:
358:Robust Portfolio Optimization and Management
713:. Yale School of Management. Archived from
243:, and a visiting finance professor at the
15:
334:Fabozzi, Frank J.; Vinod Kothari (2008).
217:(Germany). He has been the editor of the
166:. Much of his earlier writing focused on
722:The Frank J. Fabozzi Series at Wiley.com
449:
377:Financial Modeling of the Equity Market
757:MIT Sloan School of Management faculty
634:Institute of Statistics and Economics
489:. Global Fund Media Ltd. 27 June 2011
315:Bond Markets, Analysis and Strategies
239:, Fabozzi was a finance professor at
7:
666:. Fixed Income Analysts Society, Inc
368:: 4th edition. New York: New York:
762:American people of Italian descent
388:Introduction to Structured Finance
14:
772:Yale School of Management faculty
554:"frankfabozzi.com/Authored_books"
271:.. In 2015, Fabozzi received the
263:. He is the 2004 recipient of an
747:21st-century American economists
742:20th-century American economists
423:
382:Fabozzi, Frank J.; Henry Davis;
100:. He has been the editor of the
782:City College of New York alumni
220:Journal of Portfolio Management
103:Journal of Portfolio Management
439:Kalotay–Williams–Fabozzi model
336:Introduction to Securitization
245:MIT Sloan School of Management
188:Kalotay–Williams–Fabozzi model
186:. He is a co-developer of the
45:Kalotay–Williams–Fabozzi model
1:
401:. Hoboken, New Jersey: Wiley.
269:Nova Southeastern University
787:CUNY Graduate Center alumni
688:. Yale School of Management
542:Frank J. Fabozzi Associates
325:Bayesian Methods in Finance
255:Fabozzi was elected to the
194:, used in the valuation of
148:Chartered Financial Analyst
144:Certified Public Accountant
55:Frank J. Fabozzi Associates
808:
792:American financial writers
613:CFA Institute Publications
605:Financial Analysts Journal
364:Fabozzi, Frank J. (2006).
313:Fabozzi, Frank J. (2009).
241:Yale School of Management
223:since 1986 and is on the
196:interest rate derivatives
106:since 1986 and is on the
82:Yale School of Management
412:. John Wiley & Sons.
136:City College of New York
122:Early life and education
71:Johns Hopkins University
34:City College of New York
327:. Hoboken, New Jersey:
267:of Humane Letters from
215:University of Karlsruhe
180:asset-backed securities
168:fixed income securities
664:"Hall of Fame Members"
257:Phi Beta Kappa Society
164:financial econometrics
621:10.2469/faj.v49.n3.35
410:Fixed Income Analysis
329:John Wiley & Sons
279:Selected bibliography
273:James R. Vertin Award
237:EDHEC Business School
207:Financial Engineering
160:investment management
78:EDHEC Business School
74:Carey Business School
752:Financial economists
471:EDHEC-Risk Institute
458:"Frank Fabozzi, PhD"
406:Leibowitz, Martin L.
211:Princeton University
172:portfolio management
43:Co-developer of the
404:Fabozzi, Frank J.;
393:Fabozzi, Frank J.;
342:Rachev, Svetlozar T
321:Rachev, Svetlozar T
291:Fabozzi, Frank J.;
203:Operations Research
184:structured products
132:Master of Economics
767:CFA charterholders
717:on April 16, 2009.
711:"Frank J. Fabozzi"
639:2012-10-19 at the
601:Kalotay, Andrew J.
530:Frank Fabozzi, PhD
509:"HedgeWeek op cit"
408:, Editors (2007).
397:, Editors (2002).
395:Harry M. Markowitz
293:Modigliani, Franco
265:Honorary Doctorate
225:board of directors
142:in 1972. He is a
108:board of directors
235:. Before joining
174:with emphasis on
94:Franco Modigliani
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233:closed-end funds
126:He earned a BA (
116:closed-end funds
63:Frank J. Fabozzi
20:Frank J. Fabozzi
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26:Alma mater
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372:Publishing.
370:McGraw Hill
251:Recognition
231:complex of
114:complex of
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564:2011-08-25
445:References
192:short rate
615:: 35–46.
578:SSRN page
229:BlackRock
176:mortgage-
134:from the
130:) and an
112:BlackRock
67:economist
692:10 April
670:10 April
637:Archived
515:10 April
493:10 April
417:See also
386:(2006).
295:(2009).
589:2017 CV
227:of the
190:of the
110:of the
51:Website
154:Career
611:(3).
694:2021
672:2021
517:2021
495:2021
205:and
182:and
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