Frank J. Fabozzi
EDUCATION
Ph.D. in Economics, City University of New York, September 1972
M.A. in Economics, City College of New York, June 1970
B.A. in Economics and Statistics (magna cum laude and honors in economics), City College of New York, June 1970 (Elected to Phi Beta Kappa in 1969)
PRESENT POSITIONS
Yale University, School of Management
July 2003-present: Frederick Frank Adjunct Professor of Finance
January 1994-June 2003: Adjunct Professor of Finance
Consulting Editor, Frank J. Fabozzi Series, published by John Wiley & Sons
Global Asset Management (GAM)
Advisory Analyst with responsibilities as Consulting Director for portfolio construction, risk control, and evaluation.
JOURNAL EDITORIAL POSITIONS
Current
Editor, The Journal of Portfolio Management
Associate Editor, The Journal of Fixed Income
Consulting editor, The Journal of Structured Finance
Associate Editor, Risk Letters
Editorial Board, Investment Management & Financial Innovations
Prior
Founding Editor, Advances in Futures and Options Research (published by JAI Press)
Formerly Associate Editor, Review of Quantitative Finance and Accounting (1990-1992)
Editor, Professional Perspectives on Fixed Income Portfolio Management
AWARDS/HONORS
Honorary Doctorate of Humane Letter, Nova Southeastern University, June 1994
Inducted into the Fixed Income Analysts Society Hall of Fame in November 2002. The Hall of Fame was established in 1995 to recognize the lifetime achievements of outstanding practitioners in the advancement of the analysis of fixed-income securities and portfolios.
Selected Books - Authored
1. Sergio Focardi and Frank J. Fabozzi, The Mathematics of Financial Modeling and Investment Management (John Wiley & Sons, 2004). (Winner of RiskBook.com "Best of 2004 Book Awards")
2. Mark J. P. Anson, Frank J. Fabozzi,, Moorad Choudhry, and Ren-Raw Chen, Credit Derivatives: Instruments, Pricing, and Applications (John Wiley & Sons, 2004).
3. Frank J. Fabozzi, Steven V. Mann, and Moorad Choudhry, Measuring and Controlling Interest Rate and Credit Risk: Second Edition (Hoboken, NJ: John Wiley & Sons, 2003).
Ph.D. in Economics, City University of New York, September 1972
M.A. in Economics, City College of New York, June 1970
B.A. in Economics and Statistics (magna cum laude and honors in economics), City College of New York, June 1970 (Elected to Phi Beta Kappa in 1969)
PRESENT POSITIONS
Yale University, School of Management
July 2003-present: Frederick Frank Adjunct Professor of Finance
January 1994-June 2003: Adjunct Professor of Finance
Consulting Editor, Frank J. Fabozzi Series, published by John Wiley & Sons
Global Asset Management (GAM)
Advisory Analyst with responsibilities as Consulting Director for portfolio construction, risk control, and evaluation.
JOURNAL EDITORIAL POSITIONS
Current
Editor, The Journal of Portfolio Management
Associate Editor, The Journal of Fixed Income
Consulting editor, The Journal of Structured Finance
Associate Editor, Risk Letters
Editorial Board, Investment Management & Financial Innovations
Prior
Founding Editor, Advances in Futures and Options Research (published by JAI Press)
Formerly Associate Editor, Review of Quantitative Finance and Accounting (1990-1992)
Editor, Professional Perspectives on Fixed Income Portfolio Management
AWARDS/HONORS
Honorary Doctorate of Humane Letter, Nova Southeastern University, June 1994
Inducted into the Fixed Income Analysts Society Hall of Fame in November 2002. The Hall of Fame was established in 1995 to recognize the lifetime achievements of outstanding practitioners in the advancement of the analysis of fixed-income securities and portfolios.
Selected Books - Authored
1. Sergio Focardi and Frank J. Fabozzi, The Mathematics of Financial Modeling and Investment Management (John Wiley & Sons, 2004). (Winner of RiskBook.com "Best of 2004 Book Awards")
2. Mark J. P. Anson, Frank J. Fabozzi,, Moorad Choudhry, and Ren-Raw Chen, Credit Derivatives: Instruments, Pricing, and Applications (John Wiley & Sons, 2004).
3. Frank J. Fabozzi, Steven V. Mann, and Moorad Choudhry, Measuring and Controlling Interest Rate and Credit Risk: Second Edition (Hoboken, NJ: John Wiley & Sons, 2003).