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Fabozzi, Frank J.'s
Scholarly Papers
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18,652 |
Total
Citations
33 |
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1.
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Lucas, Douglas J.
UBS - CDO Research Goodman, Laurie
Paine Webber Fabozzi, Frank J.
EDHEC Business School
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6,942
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Credit Risk, Capital Markets, Collateralized Debt, Liquidity Assets
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2.
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Fabozzi, Frank J.
EDHEC Business School Kothari, Vinod
Indian Institute of Management (IIM), Kolkata
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6,580
(334)
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6
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Integrating Capital Markets, Mortgages, Leverage, Financial Transformations
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3.
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Vink, Dennis
Nyenrode Business University Fabozzi, Frank J.
EDHEC Business School
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12 Jul 09
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Last Revised:
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04 Oct 12
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1,063
(8,393)
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asset-backed securities (ABS), credit ratings, collateral, default risk, securitization, securitisation
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4.
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Arshanapalli, Bala
Indiana University Northwest - School of Business & Economics Switzer, Lorne N.
Concordia University, Quebec - Department of Finance Fabozzi, Frank J.
EDHEC Business School Gosselin, Guillaume
Concordia University
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895
(10,994)
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5.
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Phoa, Wesley
Capital Strategy Research Focardi, Sergio
The Intertek Group Fabozzi, Frank J.
EDHEC Business School
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728
(15,074)
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6.
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Property Derivatives for Managing European Real-Estate Risk
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Fabozzi, Frank J.
EDHEC Business School Shiller, Robert J.
Yale University - Cowles Foundation Tunaru, Radu
City University London - Faculty of Finance
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Posted:
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15 Aug 09
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Last Revised:
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28 Dec 09
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462
(28,237)
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3
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Fabozzi, Frank J.
EDHEC Business School Shiller, Robert J.
Yale University - Cowles Foundation Tunaru, Radu
City University London - Faculty of Finance
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Fabozzi, Frank J.
EDHEC Business School Shiller, Robert J.
Yale University - Cowles Foundation Tunaru, Radu
City University London - Faculty of Finance
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459
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3
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real-estate markets, property derivatives, balance guaranteed swaps
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7.
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Bonaparte, Yosef
University of British Columbia (UBC) Fabozzi, Frank J.
EDHEC Business School
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13 Mar 06
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Last Revised:
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10 Apr 11
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415
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1
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Investment decisions, financial behavior, search and risk behavior, econometrics, sample selection
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8.
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Wilcox, Jarrod
Wilcox Investment, Inc. Fabozzi, Frank J.
EDHEC Business School
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352
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1
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investment policy, discretionary wealth, Markowitz optimization, higher moments, implied leverage, Bayesian investing, robust optimization
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9.
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Kim, Young Shin
University of Karlsruhe Rachev, Svetlozar
University of Karlsruhe - Institut für Statistik und Mathematische Wirtschaftstheorie Bianchi, Michele Leonardo
Bank of Italy Fabozzi, Frank J.
EDHEC Business School
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224
(66,489)
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1
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tempered stable distribution, infinitely divisible distribution, value-at-risk, conditional value-at-risk, average value-at-risk
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10.
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Cakici, Nusret
Fordham University - Graduate School of Business Fabozzi, Frank J.
EDHEC Business School Tan, Sinan
Fordham University - Finance Area
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30 May 12
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Last Revised:
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11 Sep 12
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160
(92,244)
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11.
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Stoyanov, Stoyan V.
EDHEC Business School Rachev, Svetlozar
University of Karlsruhe - Institut für Statistik und Mathematische Wirtschaftstheorie Fabozzi, Frank J.
EDHEC Business School
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140
(103,756)
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3
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mean-variance analysis, Sharpe ratio, STARR ratio, Rachev ratio, Conditional value-at-risk, efficient frontier
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12.
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Bali, Turan G.
Georgetown University - Robert Emmett McDonough School of Business Cakici, Nusret
Fordham University - Graduate School of Business Fabozzi, Frank J.
EDHEC Business School
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13 Mar 12
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Last Revised:
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19 Mar 12
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138
(105,097)
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book-to-market ratio, expected returns, international stocks markets, G7 countries
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13.
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Nooshi, Nima
Karlsruhe Institute of Technology Kim, Young Shin
University of Karlsruhe Rachev, Svetlozar
University of Karlsruhe - Institut für Statistik und Mathematische Wirtschaftstheorie Fabozzi, Frank J.
EDHEC Business School
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134
(108,387)
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Fat-tailed distribution, ARMA-GARCH, VaR. Backtesting, Marginal VaR, Risk Budgeting, Portfolio Optimization
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14.
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Fabozzi, Frank J.
EDHEC Business School Liu, Jinlin
Concordia University, Quebec - John Molson School of Business Switzer, Lorne N.
Concordia University, Quebec - Department of Finance
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127
(112,580)
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2
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convertible arbitrage, market efficiency, law of one price
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15.
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Bonaparte, Yosef
University of British Columbia (UBC) Fabozzi, Frank J.
EDHEC Business School
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| Posted: |
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18 Dec 09
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Last Revised:
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22 Sep 10
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81
(154,907)
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Stock market participation, rational expectation, income shock, search behavior, saving behavior, sample selection
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16.
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Arshanapalli, Bala
Indiana University Northwest - School of Business & Economics Fabozzi, Frank J.
EDHEC Business School Nelson, William
Indiana University Northwest
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72
(167,724)
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17.
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Stoyanov, Stoyan V.
EDHEC Business School Rachev, Svetlozar
University of Karlsruhe - Institut für Statistik und Mathematische Wirtschaftstheorie Racheva-Iotova, Boryana
affiliation not provided to SSRN Fabozzi, Frank J.
EDHEC Business School
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48
(203,830)
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Fat-Tailed Distributions, Stable Distributions, Downside Risk, Average Value-at-Risk, Conditional Value-at-Risk, Risk Budgeting
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18.
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Bonaparte, Yosef
University of British Columbia (UBC) Fabozzi, Frank J.
EDHEC Business School
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26 Oct 10
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Last Revised:
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10 Apr 11
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48
(203,830)
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consumption growth, food consumption, separability
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19.
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Stoyanov, Stoyan V.
EDHEC Business School Rachev, Svetlozar
University of Karlsruhe - Institut für Statistik und Mathematische Wirtschaftstheorie Fabozzi, Frank J.
EDHEC Business School
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38
(223,750)
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Probability Metrics, Stochastic Dominance, Dispersion Measure, Deviation Measure, Risk Measure, Benchmark-Tracking
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20.
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Sun, Wei
affiliation not provided to SSRN Rachev, Svetlozar
University of Karlsruhe - Institut für Statistik und Mathematische Wirtschaftstheorie Fabozzi, Frank J.
EDHEC Business School
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2
(335,455)
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21.
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Fabozzi, Frank J.
EDHEC Business School Shiller, Robert J.
Yale University - Cowles Foundation Tunaru, Radu
City University London - Faculty of Finance
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1
(342,889)
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2
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derivatives pricing, real estate indices, incomplete markets, market price of risk, serial correlation
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22.
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Fabozzi, Frank J.
EDHEC Business School Vink, Dennis
Nyenrode Business University
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1
(342,889)
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2
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asset‐backed securities (ABS), credit ratings, collateral, default risk, securitisation, over‐reliance
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23.
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Kring, Sebastian
University of Karlsruhe Rachev, Svetlozar
University of Karlsruhe - Institut für Statistik und Mathematische Wirtschaftstheorie Höchstötter, Markus
affiliation not provided to SSRN Fabozzi, Frank J.
EDHEC Business School Bianchi, Michele Leonardo
Bank of Italy
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1
(342,889)
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24.
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Fabozzi, Frank J.
EDHEC Business School Vink, Dennis
Nyenrode Business University
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05 Oct 12
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Last Revised:
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08 Oct 12
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Residential mortgage-backed securities, Conforming mortgage-backed securities, Nonconforming mortgage-backed securities, Credit ratings, Securitization, Subprime mortgage crisis, Over-reliance hypothesis
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25.
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Güner, Biliana
Rachev, Svetlozar
University of Karlsruhe - Institut für Statistik und Mathematische Wirtschaftstheorie Edelman, Daniel
Alternative Investment Solutions Fabozzi, Frank J.
EDHEC Business School
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Bayesian methods, hedge fund risk, value-at-risk, MCMC, stable distributions
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26.
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Stoyanov, Stoyan V.
EDHEC Business School Rachev, Svetlozar
University of Karlsruhe - Institut für Statistik und Mathematische Wirtschaftstheorie Racheva-Iotova, Boryana
affiliation not provided to SSRN Fabozzi, Frank J.
EDHEC Business School
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Fat-Tailed Distributions, Tempered Stable Distributions, Extreme Value Theory, Student's T Distribution, Risk Measurement
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27.
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Rachev, Svetlozar
University of Karlsruhe - Institut für Statistik und Mathematische Wirtschaftstheorie Ortobelli Lozza, Sergio
University of Bergamo - Mathematics, Statistics, Computer Science and Applications (MSIA) Stoyanov, Stoyan
affiliation not provided to SSRN Fabozzi, Frank J.
EDHEC Business School
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Risk aversion, portfolio choice, investment risk, reward measure, diversification
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28.
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Mitov, Georgi K.
Bulgarian Academy of Science Rachev, Svetlozar
University of Karlsruhe - Institut für Statistik und Mathematische Wirtschaftstheorie Kim, Young Shin
University of Karlsruhe Fabozzi, Frank J.
EDHEC Business School
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Barrier option, up-and-out call option, Bienayme-Galton-Watson branching process, branching process in a random environment
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29.
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Fabozzi, Frank J.
EDHEC Business School Choi, Jongmoo Jay
Temple University Yaari, Uzi
Rutgers University
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09 Mar 08
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Last Revised:
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14 Mar 08
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tax-sheltered equity portfolio, tax-sheltered diversification, open-end investment fund
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30.
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Fabozzi, Frank J.
EDHEC Business School Hauser, Shmuel
Ben-Gurion University of the Negev - School of Management Yaari, Uzi
Rutgers University
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foreign exchange option models, currency options, gainful early exercise, profit opportunities, exchange rate, international interest rates, international lending, trade financing
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31.
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Choi, Jongmoo Jay
Temple University Fabozzi, Frank J.
EDHEC Business School Yaari, Uzi
Rutgers University
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optimal capital structure, static theory of capital structure
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32.
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Fabozzi, Frank J.
EDHEC Business School Yaari, Uzi
Rutgers University
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19 Feb 08
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Last Revised:
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30 Jun 09
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financial leases, lease valuation, corporate taxation
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33.
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Yaari, Uzi
Rutgers University Fabozzi, Frank J.
EDHEC Business School
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investment for retirement, pansion plan, tax-sheltered stock portfolio, growth vs. income stocks
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34.
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Coyne, Christopher
Saint Joseph's University Fabozzi, Frank J.
EDHEC Business School Yaari, Uzi
Rutgers University
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31 Jan 08
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Last Revised:
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16 Mar 08
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growth stocks, shareholder effective capital gains tax, capital gains tax deferment, cost of capital, share valuation, payout policy
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35.
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Vardharaj, Raman
RS Investments Fabozzi, Frank J.
EDHEC Business School
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Portfolio Management: Asset Allocation, Equity Strategies
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36.
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Fabozzi, Frank J.
EDHEC Business School
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Debt investments, asset-backed securities (including mortgage-backed securities), bonds with embedded options, credit analysis, derivative instruments, debt derivatives
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Records 1 -
36
of 36 matches
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