Frank J. Fabozzi - Concepedia

Author

Frank J. Fabozzi

Ecole des Hautes Etudes Commerciales du Nord ORCID

Also Known As

18566, Bernhard Nebel, C Paul Embrechts, F J Fabozzi, F. Fabozzi, F. J. Fabozzi, FRANK J. FABOZZI, Fabozzi, F., Fabozzi, Frank, Fabozzi, Frank J

1.3K

Publications

17.7K

Citations

H-Index

246

Concepts

All Affiliations

Ecole des Hautes Etudes Commerciales du Nord Yale University Karlsruhe Institute of Technology Pranalytica (United States)Stony Brook University

About

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

Top Concepts

#	Concept	H-Index	Publications	Citations
1	Business	49	149	8.3K
2	Engineering	20	36	1.3K
3	Law	2	2	60
4	Education	1	1	25
5	Health Sciences	1	1	35

Frank J. Fabozzi

207

Publications

10K

Citations

H-Index

Page 1

	Year	Citations
60 Years of portfolio optimization: Practical challenges and current trends Petter N. Kolm, Reha Tütüncü, Frank J. Fabozzi European Journal of Operational Research Mathematical ProgrammingPortfolio OptimizationAsset PricingPortfolio SelectionManagement	2013	608
Bond Markets, Analysis and Strategies. Michael J. Stutzer, Frank J. Fabozzi, T. Dessa Fabozzi The Journal of Finance Municipal SecuritiesEconomicsFinancial AnalyticsFinancial EconomicsInternational Finance	1989	362
STABILITY TESTS FOR ALPHAS AND BETAS OVER BULL AND BEAR MARKET CONDITIONS Frank J. Fabozzi, Jack Clark Francis The Journal of Finance Empirical FinanceEconomicsAsset PricingMarket TrendBusiness	1977	305
The Legacy of Modern Portfolio Theory Frank J. Fabozzi, Francis Gupta, Harry M. Markowitz The Journal of Investing Portfolio StrategyEconomicsPortfolio OptimizationFinancial EconomicsAsset Pricing	2002	294
Size, value, and momentum in emerging market stock returns Nusret Cakici, Frank J. Fabozzi, Sinan Tan Emerging Markets Review Emerging MarketFinancial EconomicsAsset PricingMarket TrendBusiness	2013	277
Sin Stock Returns Frank J. Fabozzi, Kai Ma, Becky J. Oliphant The Journal of Portfolio Management Financial EconomicsAsset PricingMarket TrendEthical InvestmentFinancial Security	2008	252
Robust portfolios: contributions from operations research and finance Frank J. Fabozzi, Dashan Huang, Guofu Zhou Annals of Operations Research Portfolio OptimizationManagementBusinessRobust PortfoliosPortfolio Management	2009	247
The Investment Performance of U.S. Equity Pension Fund Managers: An Empirical Investigation T. Daniel Coggin, Frank J. Fabozzi, Shafiqur Rahman The Journal of Finance Asset AllocationPortfolio ManagementInvestment PerformancePortfolio ChoiceBenchmark Portfolio	1993	246
Foundations of Financial Markets and Institutions. Ronald L. Moy, Frank J. Fabozzi, Franco Modigliani, The Journal of Finance Financial InstitutionsComprehensive ExplorationFinancial IntegrationFinancial MarketsInternational Financial Architecture	1994	197
Robust Portfolio Optimization Frank J. Fabozzi, Petter N. Kolm, Dessislava A. Pachamanova, The Journal of Portfolio Management Portfolio OptimizationEngineeringRobust ModelingUncertainty QuantificationPortfolio Selection	2007	165

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