Frank J. Fabozzi

He earned a BA (magna cum laude) and an MA in economics from the City College of New York, both in 1970. He also earned doctorate in economics from the City University of New York in 1972 . He is a Certified Public Accountant and holds the Chartered Financial Analyst designation.[2]

Professor Fabozzi has authored and edited multiple books [3] and more than 290 research papers,[4][5] on 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 [6] 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, an adjunct professor of finance at Carnegie Mellon University, and an affiliated professor at the Institute of Statistics and Economics[7] 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, Dr. Fabozzi was a finance professor at Yale School of Management, and a visiting finance professor at the MIT Sloan School of Management.[8]

He is the recipient of various awards. He was elected into the Phi Beta Kappa Society in 1969. In 2002, he was inducted into the Fixed Income Analysts Society's Hall of Fame and is 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, Dr. Fabozzi received the James R. Vertin Award from the CFA Institute Research Foundation, it recognizes individuals whose research is "notable for its relevance and enduring value to investment professionals".

• Fabozzi, Frank J.; Modigliani, Franco (2009). Capital Markets: Institutions and Instruments: 4th edition. Upper Saddle River, NJ: Prentice Hall.
• Fabozzi, Frank J.; Franco Modigliani; Frank J. Jones (2009). Foundations of Financial Markets and Institutions: 4th edition. Upper Saddle River, NJ: Prentice Hall.
• Fabozzi, Frank J. (2009). Bond Markets, Analysis and Strategies: 7th edition. Upper Saddle River, NJ: Prentice Hall.
• Rachev, Svetlozar T; John S.J. Hsu; Biliana Bagasheva; Frank J. Fabozzi (2008). Bayesian Methods in Finance. Hoboken, NJ: John Wiley & Sons.
• Fabozzi, Frank J.; Vinod Kothari (2008). Introduction to Securitization. Hoboken, NJ: 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, NJ: John Wiley & Sons.
• Fabozzi, Frank J.; Petter N. Kolm; Dessislava Pachamanova; Sergio M. Focardi (2007). Robust Portfolio Optimization and Management. Hoboken, NJ: John Wiley & Sons.
• Fabozzi, Frank J. (2006). Fixed Income Mathematics: Analytical and Statistical Techniques: 4th edition. New York: NY: McGraw Hill Publishing.
• Fabozzi, Frank J.; Sergio M. Focardi; Petter N. Kolm (2006). Financial Modeling of the Equity Market: From CAPM to Cointegration. Hoboken, NJ: John Wiley & Sons.
• Fabozzi, Frank J.; Henry Davis; Moorad Choudhry (2006). Introduction to Structured Finance. Hoboken, NJ: John Wiley & Sons.
• Fabozzi, Frank J.; Harry M. Markowitz, Editors (2002). The Theory and Practice of Investment Management. Hoboken, NJ: Wiley.
• Fabozzi, Frank J.; Leibowitz, Martin L., Editors (2007). Fixed Income Analysis. John Wiley & Sons.

• Kalotay–Williams–Fabozzi model

• "Frank J. Fabozzi". Yale School of Management. Archived from the original on April 16, 2009.
• The Frank J. Fabozzi Series at Wiley.com