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Author
Frank J. Fabozzi
also known as F J Fabozzi, F. Fabozzi, F. J. Fabozzi
Johns Hopkins University · Health Affairs · University of Baltimore · Stevens Institute of Technology
About this author
Works
1,267
Cited by
17,690
h-index
65
i10
337
ORCID ↗
Top papers
60 Years of portfolio optimization: Practical challenges and current trends
Petter N. Kolm, Reha Tütüncü, Frank J. Fabozzi
·
2013
·
European Journal of Operational Research
↗ 620
Robust Portfolio Optimization and Management
Frank J. Fabozzi
·
2007
·
Medical Entomology and Zoology
↗ 409
Bond Markets, Analysis and Strategies.
Michael J. Stutzer, Frank J. Fabozzi, T. Dessa Fabozzi
·
1989
·
The Journal of Finance
↗ 362
STABILITY TESTS FOR ALPHAS AND BETAS OVER BULL AND BEAR MARKET CONDITIONS
Frank J. Fabozzi, Jack Clark Francis
·
1977
·
The Journal of Finance
↗ 306
The Legacy of Modern Portfolio Theory
Frank J. Fabozzi, Francis Gupta, Harry M. Markowitz
·
2002
·
The Journal of Investing
↗ 298
Size, value, and momentum in emerging market stock returns
Nusret Cakici, Frank J. Fabozzi, Sinan Tan
·
2013
·
Emerging Markets Review
↗ 280
Fat-Tailed and Skewed Asset Return Distributions : Implications for Risk Management, Portfolio Selection, and Option Pricing
Svetlozar T. Rachev, Christian Menn, Frank J. Fabozzi
·
2005
↗ 252
Robust portfolios: contributions from operations research and finance
Frank J. Fabozzi, Dashan Huang, Guofu Zhou
·
2009
·
Annals of Operations Research
↗ 252
OA
Sin Stock Returns
Frank J. Fabozzi, Kai Ma, Becky J. Oliphant
·
2008
·
The Journal of Portfolio Management
↗ 252
The Investment Performance of U.S. Equity Pension Fund Managers: An Empirical Investigation
T. Daniel Coggin, Frank J. Fabozzi, Shafiqur Rahman
·
1993
·
The Journal of Finance
↗ 247
OA
Operational Risk: A Guide to Basel II Capital Requirements, Models, and Analysis
Anna Chernobai, Svetlozar T. Rachev, Frank J. Fabozzi
·
2007
·
Medical Entomology and Zoology
↗ 209
Foundations of Financial Markets and Institutions.
Ronald L. Moy, Frank J. Fabozzi, Franco Modigliani, et al.
·
1994
·
The Journal of Finance
↗ 197