Frank J Fabozzi Popular Books
Frank J Fabozzi Biography & Facts
Frank J. Fabozzi is an American economist, educator, writer, and investor, currently Professor of Practice at The Johns Hopkins University Carey Business School and a Member of Edhec Risk Institute. He was previously a Professor of Finance at EDHEC Business School, Professor in the Practice of Finance and Becton Fellow in the Yale School of Management, and a Visiting Professor of Finance at the Sloan School of Management at the Massachusetts Institute of Technology. He has authored and edited many books, three of which were coauthored with Nobel laureates, Franco Modigliani and Harry Markowitz. He has been the editor of the Journal of Portfolio Management since 1986 and is on the board of directors of the BlackRock complex of closed-end funds. Early life and education He earned a BA (magna cum laude) and an Master of Economics from the City College of New York, both in 1970. He also earned a doctorate in economics from the Graduate Center of the City University of New York in 1972. He is a Certified Public Accountant and holds the Chartered Financial Analyst designation. Career Fabozzi has written and edited books and numerous research papers covering topics in investment management and financial econometrics. Much of his earlier writing focused on fixed income securities and portfolio management with emphasis on mortgage- and asset-backed securities and structured products. He is a co-developer of the Kalotay–Williams–Fabozzi model of the short rate, used in the valuation of interest rate derivatives. He is on the Advisory Council for the Department of Operations Research and Financial Engineering at Princeton University and an affiliated professor at the Institute of Statistics and Economics at the University of Karlsruhe (Germany). He has been the editor of the Journal of Portfolio Management since 1986 and is on the board of directors of the BlackRock complex of closed-end funds. Before joining EDHEC Business School, Fabozzi was a finance professor at Yale School of Management, and a visiting finance professor at the MIT Sloan School of Management. Recognition Fabozzi was elected to the Phi Beta Kappa Society 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 CFA Institute. He is the 2004 recipient of an Honorary Doctorate of Humane Letters from Nova Southeastern University.. In 2015, Fabozzi received the James R. Vertin Award from the CFA Institute Research Foundation, which recognizes individuals whose research is "notable for its relevance and enduring value to investment professionals". Selected bibliography Frank J. Fabozzi and Francesco A. Fabozzi (2021): Bond Markets, Analysis, and Strategies, tenth edition. The MIT Press, Cambridge, Massachusetts. ISBN 978-0-262-04627-5 Fabozzi, Frank J.; Modigliani, Franco (2009). Capital Markets: Institutions and Instruments: 4th edition. Upper Saddle River, New Jersey: Prentice Hall. Fabozzi, Frank J.; Franco Modigliani; Frank J. Jones (2009). Foundations of Financial Markets and Institutions: 4th edition. Upper Saddle River, New Jersey: Prentice Hall. Fabozzi, Frank J. (2009). Bond Markets, Analysis and Strategies: 7th edition. Upper Saddle River, New Jersey: Prentice Hall. Rachev, Svetlozar T; John S.J. Hsu; Biliana Bagasheva; Frank J. Fabozzi (2008). Bayesian Methods in Finance. Hoboken, New Jersey: John Wiley & Sons. Fabozzi, Frank J.; Vinod Kothari (2008). Introduction to Securitization. Hoboken, Nee Jersey: John Wiley & Sons. Rachev, Svetlozar T; Stefan Mittnik; Frank J. Fabozzi; Sergio M. Focardi; Teo Jasic (2007). Financial Econometrics: From Basics to Advanced Modeling Techniques. Hoboken, New Jersey: John Wiley & Sons. Fabozzi, Frank J.; Petter N. Kolm; Dessislava Pachamanova; Sergio M. Focardi (2007). Robust Portfolio Optimization and Management. Hoboken, New Jersey: John Wiley & Sons. Fabozzi, Frank J. (2006). Fixed Income Mathematics: Analytical and Statistical Techniques: 4th edition. New York: New York: McGraw Hill Publishing. Fabozzi, Frank J.; Sergio M. Focardi; Petter N. Kolm (2006). Financial Modeling of the Equity Market: From CAPM to Cointegration. Hoboken, New Jersey: John Wiley & Sons. Fabozzi, Frank J.; Henry Davis; Moorad Choudhry (2006). Introduction to Structured Finance. Hoboken, New Jersey: John Wiley & Sons. Fabozzi, Frank J.; Harry M. Markowitz, Editors (2002). The Theory and Practice of Investment Management. Hoboken, New Jersey: Wiley. Fabozzi, Frank J.; Leibowitz, Martin L., Editors (2007). Fixed Income Analysis. John Wiley & Sons. See also Kalotay–Williams–Fabozzi model References External links "Frank J. Fabozzi". Yale School of Management. Archived from the original on April 16, 2009. The Frank J. Fabozzi Series at Wiley.com. Discover the Frank J Fabozzi popular books. Find the top 100 most popular Frank J Fabozzi books.
Best Seller Frank J Fabozzi Books of 2024
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Leveraged Finance
Stephen J. Antczak, Douglas J. Lucas & Frank J. FabozziA timely guide to today’s highyield corporate debt markets Leveraged Finance is a comprehensive guide to the instruments and markets that finance much of corporate America. Present...
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Portfolio Construction and Analytics
Frank J. Fabozzi & Dessislava A. PachamanovaA detailed, multidisciplinary approach to investment analytics Portfolio Construction and Analytics provides an uptodate understanding of the analytic investment process for s...
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Introduction to Securitization
Frank J. Fabozzi & Vinod KothariIntroduction to Securitization outlines the basics of securitization, addressing applications for this technology to mortgages, collateralized debt obligations, future flows, credi...
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Quantitative Credit Portfolio Management
Arik Ben Dor, Lev Dynkin, Jay Hyman & Bruce D. PhelpsAn innovative approach to postcrash credit portfolio management Credit portfolio managers traditionally rely on fundamental research for decisions on issuer selection and sector r...
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Finance
Frank J. Fabozzi & Pamela Peterson DrakeFINANCE Financial managers and investment professionals need a solid foundation in finance principles and applications in order to make the best decisions in today's everchanging f...
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The Handbook of Traditional and Alternative Investment Vehicles
Mark J. P. Anson, Frank J. Fabozzi & Frank J. JonesA comprehensive volume that covers a complete array of traditional and alternative investment vehicles This practical guide provides a comprehensive overview of traditional and al...
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Achieving Investment Excellence
Kees Koedijk, Alfred Slager & Jaap van DamCrucial methods, tactics and tools for successful pension fund managementAchieving Investment Excellence offers trustees and asset managers a comprehensive handbook for improving t...
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Analysis of Financial Statements
Pamela P. Peterson & Frank J. FabozziRevised and up to date, the Second Edition includes valuable information that addresses questions such as: What is transparency and why do we care? How can financial statements i...
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Emerging Market Real Estate Investment
David J. Lynn & Tim WangEmerging markets in real estate investing have been an increasing focus for institutional real estate investors worldwide. Part of the Fabozzi series, this book is an insightful ov...
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Analysis of Financial Statements
Pamela Peterson Drake & Frank J. FabozziThe fully update Third Edition of the most trusted book on financial statement analysis Recent financial events have taught us to take a more critical look at the financial disclo...
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Robust Equity Portfolio Management
Woo Chang Kim, Jang Ho Kim & Frank J. FabozziA comprehensive portfolio optimization guide, with provided MATLAB code Robust Equity Portfolio Management + Website offers the most comprehensive coverage available in this burgeo...
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Mortgage-Backed Securities
Frank J. Fabozzi, Anand K. Bhattacharya & William S. BerlinerAn indepth look at the latest innovations in mortgagebacked securities The largest sector of the fixedincome market is the mortgage market. Understanding this market is critical f...
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Active Private Equity Real Estate Strategy
David J. LynnProven private equity real estate investing strategiesThe subprime fallout and credit crisis have triggered a major transition in U.S. real estate. With tightening lending and unde...
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Financial Models with Levy Processes and Volatility Clustering
Svetlozar T. Rachev, Young Shin Kim, Michele L. Bianchi & Frank J. FabozziAn indepth guide to understanding probability distributions and financial modeling for the purposes of investment management In Financial Models with Lévy Processes and Volatility...
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The Basics of Financial Econometrics
Frank J. Fabozzi, Sergio M. Focardi, Svetlozar T. Rachev, Bala G. Arshanapalli & Markus HoechstoetterAn accessible guide to the growing field of financial econometrics As finance and financial products have become more complex, financial econometrics has emerged as a fastgrowing f...
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Mathematical Methods for Finance
Sergio M. Focardi, Frank J. Fabozzi & Turan G. BaliThe mathematical and statistical tools needed in the rapidly growing quantitative finance field With the rapid growth in quantitative finance, practitioners must achieve a high le...
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Probability and Statistics for Finance
Svetlozar T. Rachev, Markus Hoechstoetter, Frank J. Fabozzi & Sergio M. FocardiA comprehensive look at how probability and statistics is applied to the investment processFinance has become increasingly more quantitative, drawing on techniques in probability a...
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Quantitative Equity Investing
Frank J. Fabozzi, Sergio M. Focardi & Petter N. KolmA comprehensive look at the tools and techniques used in quantitative equity managementSome books attempt to extend portfolio theory, but the real issue today relates to the practi...
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Mortgage-Backed Securities
Frank J. Fabozzi, Anand K. Bhattacharya & William S. BerlinerAn uptodate look at the latest innovations in mortgagebacked securities Since the last edition of MortgageBacked Securities was published over three years ago, much has changed in ...
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Foundations and Applications of the Time Value of Money
Pamela Peterson Drake & Frank J. FabozziComprehensive coverage of the time value of moneyIn this book, authors Pamela Peterson Drake and Frank Fabozzi fully expand upon the type of time value of money (TVM) concepts usua...
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The Handbook of Municipal Bonds
Sylvan G. Feldstein & Frank J. FabozziIn The Handbook of Municipal Bonds, editors Sylvan Feldstein and Frank Fabozzi provide traders, bankers, and advisorsamong other industry participantswith a wellrounded look at the...
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Quantitative Financial Risk Management
Constantin Zopounidis & Emilios GalariotisA Comprehensive Guide to Quantitative Financial Risk ManagementWritten by an international team of experts in the field, Quantitative Financial Risk Management: Theory and Pra...
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The Handbook of Financial Instruments
Frank J. FabozziAn investor's guide to understanding and using financial instruments The Handbook of Financial Instruments provides comprehensive coverage of a broad range of financial instrument...