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60 Years of portfolio optimization: Practical challenges and current trends

European journal of operational research, 2014-04, Vol.234 (2), p.356-371

2014

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Improving corporate bond recovery rate prediction using multi-factor support vector regressions

European journal of operational research, 2018-12, Vol.271 (2), p.664-675

2018

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Robust portfolios: contributions from operations research and finance

Annals of operations research, 2010-04, Vol.176 (1), p.191-220

2010

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Financial models with Lévy processes and volatility clustering

1, 2011

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Fractional Calculus and Fractional Processes with Applications to Financial Economics: Theory and Application

1, 2016

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Streetwise: The Best of The Journal of Portfolio Management

1, 2021

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Portfolio Construction and Analytics

1, 2016

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The Methods of Distances in the Theory of Probability and Statistics

1. Aufl., 2013

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Intertemporal defaulted bond recoveries prediction via machine learning

European journal of operational research, 2022-03, Vol.297 (3), p.1162-1177

2022

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Interpretable machine learning for creditor recovery rates

Journal of banking & finance, 2024-07, Vol.164, p.107187, Article 107187

2024

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Dynamic Asset Pricing in a Unified Bachelier–Black–Scholes–Merton Model

Risks (Basel), 2024-09, Vol.12 (9), p.136

2024

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Portfolio optimization with relative tail risk

Annals of operations research, 2024-10, Vol.341 (2-3), p.1023-1055

2024

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Sin Stocks Revisited: Resolving the Sin Stock Anomaly

Journal of portfolio management, 2017-10, Vol.44 (1), p.105-111

2017

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Identifying household finance heterogeneity via deep clustering

Annals of operations research, 2023-06, Vol.325 (2), p.1255-1289

2023

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Editor’s Introduction for 2023 Special Issue on Quantitative Tools for Asset Management

Journal of portfolio management, 2023-08, Vol.49 (9), p.1-4

Fabozzi, Frank J.

2023

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Macroeconomic variable selection for creditor recovery rates

Journal of banking & finance, 2018-04, Vol.89, p.14-25

2018

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Editor’s Introduction to the 2023 Special Issue on Performance Analysis

Journal of portfolio management, 2023-07, Vol.49 (8), p.1-4

Fabozzi, Frank J.

2023

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Size, value, and momentum in emerging market stock returns

Emerging markets review, 2013-09, Vol.16, p.46-65

2013

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Editor’s Introduction for the 2023 Special Issue on Multi-Asset Strategies and Asset Allocation

Journal of portfolio management, 2023-03, Vol.49 (4), p.1-3

Fabozzi, Frank J.

2023

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Introduction to securitization

1st ed., 2008

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Editor’s Introduction for the 2023 Special Issue on Investing in Non-US Financial Markets

Journal of portfolio management, 2023, Vol.49 (6), p.1-3

Fabozzi, Frank J.

2023

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Editor’s Introduction for 2023 Special Issue on Factor Investing

Journal of portfolio management, 2023-01, Vol.49 (2), p.1-3

Fabozzi, Frank J.

2023

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An improved least squares Monte Carlo valuation method based on heteroscedasticity

European journal of operational research, 2017-12, Vol.263 (2), p.698-706

2017

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Editor’s Introduction to the Special Issue on Investing in Private Markets

Journal of portfolio management, 2022-09, Vol.48 (9), p.1-4

Fabozzi, Frank J.

2022

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Overview of Investing in Private Corporate Debt

Journal of portfolio management, 2022-09, Vol.48 (9), p.221-238

Fabozzi, Frank J.

2022

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60 Years of portfolio optimization: Practical challenges and current trends

Improving corporate bond recovery rate prediction using multi-factor support vector regressions

Robust portfolios: contributions from operations research and finance

Financial models with Lévy processes and volatility clustering

Fractional Calculus and Fractional Processes with Applications to Financial Economics: Theory and Application

Streetwise: The Best of The Journal of Portfolio Management

Portfolio Construction and Analytics

The Methods of Distances in the Theory of Probability and Statistics

Intertemporal defaulted bond recoveries prediction via machine learning

Interpretable machine learning for creditor recovery rates

Dynamic Asset Pricing in a Unified Bachelier–Black–Scholes–Merton Model

Portfolio optimization with relative tail risk

Sin Stocks Revisited: Resolving the Sin Stock Anomaly

Identifying household finance heterogeneity via deep clustering

Editor’s Introduction for 2023 Special Issue on Quantitative Tools for Asset Management

Macroeconomic variable selection for creditor recovery rates

Editor’s Introduction to the 2023 Special Issue on Performance Analysis

Size, value, and momentum in emerging market stock returns

Editor’s Introduction for the 2023 Special Issue on Multi-Asset Strategies and Asset Allocation

Introduction to securitization

Editor’s Introduction for the 2023 Special Issue on Investing in Non-US Financial Markets

Editor’s Introduction for 2023 Special Issue on Factor Investing

An improved least squares Monte Carlo valuation method based on heteroscedasticity

Editor’s Introduction to the Special Issue on Investing in Private Markets

Overview of Investing in Private Corporate Debt

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