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Frank J. Fabozzi

Professor, Yale School of Management, USA
Frank J. FabozziFrank J. Fabozzi

Frank J. Fabozzi is professor of finance at the EDHEC Business School, France, having previously been at Yale School of Management from 1994 to 2011. He is editor of the Journal of Portfolio Management and has authored and edited many acclaimed books, three of which were coauthored with the late Franco Modigliani and one coedited with Harry Markowitz. Professor Fabozzi is a consultant to several financial institutions, is on the board of directors of the BlackRock complex of closed-end funds, and is on the advisory council for the Department of Operations Research and Financial Engineering at Princeton University. He was inducted into the Fixed Income Analysts Society Hall of Fame in November 2002 and is the 2007 recipient of the C. Stewart Sheppard Award given by the CFA Institute.

Articles by this Author

  • Using Securitization as a Corporate Funding Tool
    by Frank J. Fabozzi
    Securitization is the process of creating securities backed by a pool of loans or receivables. For a corporation, securitization is an alternative fund-raising process to the issuance of secured corporate bonds. The securities issued via the securitization process differ from traditional secured corporate bonds, where it is necessary for the corporate issuer to generate sufficient earnings to repay the bondholders. So, for example, if an...
  • Minimizing Credit Risk
    by Frank J. Fabozzi
    Financial corporations and investors face several types of risk. One major risk is credit risk. Despite the fact that market participants typically refer to “credit risk” as if it is one-dimensional, there are actually three forms of this risk: credit default risk, credit spread risk, and downgrade risk.Credit default risk is the risk that the issuer will fail to satisfy the terms of the obligation with respect to the timely payment of interest...

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