Frank J. Fabozzi
Professor
Finance
EDHEC Business School
France
Biography
Professor Frank J. Fabozzi, completed his B.A. in Economics and Statistics, and M.A. in Economics from City College of New York, 1970. He received Doctorate in Economics (Stochastic Processes), from City University of New York, 1972. Currently Frank J. Fabozzi is Professor of Finance at EDHEC Business School. He also worked as Senior Scientific Adviser, Visiting Fellow and Teaching Fellow. He holds editorial positions in various journals, awards/honors, and Publications in international peer reviewed journals. His Research Interests include Compendium Finance and finance in multinational corporations.
Research Interest
Compendium Finance and finance in multinational corporations
Publications
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Frank J. Fabozzi, “Measuring and Explaining Pension System Risk,†Journal of Pension Economics and Finance, Vol. 14, Special Issue 2 (April 2015), pp. 161-171.
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Stoyan Valchev, Radu Tunaru, and Frank J. Fabozzi, “Multiperiod Conditional Valuation of Barrier Options with Incomplete Information,†Quantitative Finance, Vol. 15, Issue 7 (2015), pp. 1093-1102.
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Vincenzo Russo, Rosella Giacometti, Svetlozar T. Rachev, and Frank J. Fabozzi, “A Three-Factor Model For Mortality Modeling,†North American Actuarial Journal, Vol. 19, Issue 2 (2015), pp.129-141.
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Woo Chang Kim, John M. Mulvey, Frank J. Fabozzi, and Jang Ho Kim, “Focusing on the Worst State for Robust Investing,†International Review of Financial Analysis Vol. 39 (May 2015), pp. 19-31.
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Frank J. Fabozzi and Dennis Vink, “The Information Content of Three Credit Ratings: The Case of European Residential Mortgage-Backed Securities,†European Journal of Finance Vol. 21, Issue 3 (2015), pp. 172-194.
