Frank J. Fabozzi

Frank J. Fabozzi is Professor of Finance at EDHEC Business School, one of Europe’s leading business schools, and a Member of Edhec Risk Institute. He was previously a Professor in the Practice of Finance and Becton Fellow in the Yale School of Management. He is well known as the author of numerous books on finance, both practitioner-focused and academic. Professor Fabozzi has authored and edited multiple books and research papers on topics in investment management and financial econometrics. Much of his earlier writing focused on fixed income securities and portfolio management with emphasis on mortgage- and asset-backed securities and structured products. He is a co-developer of the Kalotay–Williams–Fabozzi model of the short rate,...