Concepedia

Frank J. Fabozzi

FJ

Statistics

Publications

212

Citations

10.2K

H-Index

53

Active since

1976

Affiliations

Ecole des Hautes Etudes Commerciales du Nord(Current)

Yale University

Karlsruhe Institute of Technology

Pranalytica (United States)

Stony Brook University

Frank J. Fabozzi is an author at Ecole des Hautes Etudes Commerciales du Nord specializing in business, finance, and financial economics.

Publications per year

1976–2025

211

Publications

212

60 Years of portfolio optimization: Practical challenges and current trends

Petter N. Kolm, Reha Tütüncü, Frank J. Fabozzi · European Journal of Operational Research · 2013 · 633 citations

Business, Decision Sciences, Optimization +15

Bond Markets, Analysis and Strategies.

Michael J. Stutzer, Frank J. Fabozzi, T. Dessa Fabozzi · The Journal of Finance · 1989 · 363 citations

Business, Economics, Finance +17

STABILITY TESTS FOR ALPHAS AND BETAS OVER BULL AND BEAR MARKET CONDITIONS

Frank J. Fabozzi, Jack Clark Francis · The Journal of Finance · 1977 · 306 citations

Business, Economics, Finance +11

The Legacy of Modern Portfolio Theory

Frank J. Fabozzi, Francis Gupta, Harry M. Markowitz · The Journal of Investing · 2002 · 302 citations

Business, Economics, Finance +12

Size, value, and momentum in emerging market stock returns

Nusret Cakici, Frank J. Fabozzi, Sinan Tan · Emerging Markets Review · 2013 · 281 citations

Business, Economics, Finance +12

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