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EDHEC-Risk Institute - October 15, 2012

EDHEC Professor Frank J. Fabozzi to release a number of new publications

Frank J. Fabozzi, Professor of Finance at EDHEC Business School and a member of EDHEC-Risk Institute, one of the most respected figures in the academic community in finance worldwide, author and editor of over one hundred reference textbooks in finance, and the eponymous manager of an authoritative series of finance books for practitioners and academics in numerous fields including fixed income analytics, financial modeling, mortgage-backed securities, municipal bonds, credit derivatives, and financial statement analysis, will shortly be releasing a number of new works.

Several of Professor Fabozzi's forthcoming publications include:

Other books in progress, due to be published in 2013, include:
  • Mathematical Methods and Statistical Tools for Finance, Wiley, with Sergio M. Focardi (September 2013)
  • Advanced Risk Management and Portfolio Optimization: The Mercury-Cognity Approach, Wiley, with Boryana Racheva Iotova, Svetlozar T. Rachev, and Stoyan V. Stoyanov (September 2013)
  • Basics of Financial Econometrics, Wiley, with Sergio M. Focardi, Svetlozar Rachev, and Bala Arshanapalli
  • Better Investment Advice, Wiley, with Jarrod Wilcox
Professor Fabozzi joined EDHEC in August 2011 where he is working on the development of EDHEC-Risk Institute North America alongside Professor Lionel Martellini, Scientific Director of EDHEC-Risk Institute, and is supervising dissertations of candidates to the EDHEC-Risk Institute PhD in Finance, a programme open to finance practitioners.

Frank Fabozzi was previously Professor in the Practice of Finance and Becton Fellow at the Yale School of Management. He has also held visiting appointments at Princeton University and the MIT Sloan School of Management. His research focuses on structured products and the measurement, modelling, and management of risk. His work has appeared in leading journals, including the Journal of Finance, the Journal of Financial and Quantitative Analysis, and Operations Research. He has been the Editor of the Journal of Portfolio Management since 1986.

In 2002, he was inducted into the Fixed Income Analysts Society’s Hall of Fame for his lifetime contributions to the advancement of fixed-income analysis and portfolio management. In 2007, he was distinguished by the CFA Institute for his outstanding contribution to the education of professional investors. Professor Fabozzi advises financial institutions and government agencies and is on the board of the BlackRock family of closed-end funds.

He has authored numerous books in investment management. Professor Fabozzi earned a doctorate in economics from the City University of New York in 1972 and earned the designation of Chartered Financial Analyst and Certified Public Accountant.

Frank J. Fabozzi's CV can be found here.