Fabozzi, Frank J.

Overview

Works:	817 works in 3,183 publications in 4 languages and 78,018 library holdings
Genres:	Handbooks and manuals Textbooks Academic theses Examinations
Roles:	Author, Editor, Contributor, Other, wpr, Author of introduction, Redactor, htt, Creator
Classifications:	HG4651, 332.6323

Publication Timeline

Most widely held works by Frank J Fabozzi

The Handbook of fixed income securities by Frank J Fabozzi( Book )

101 editions published between 1983 and 2020 in 3 languages and held by 3,377 WorldCat member libraries worldwide

"Thoroughly revised and expanded, the sixth edition of Frank Fabozzi's classic collection - filled with chapters written by the industry's most trusted, authoritative fixed income experts - delivers every updated fact and formula today's finance professional needs. Updates to this edition include: greater focus on structured finance instruments (including asset- and mortgage-backed securities); new coverage on bond indexing and enhanced indexing; new and expanded coverage of international and emerging markets; state-of-the-art techniques for managing international bond portfolios; latest strategies for managing corporate bond portfolios; and new chapters on Brady Bonds, floating rate securities, and inflation-indexed bonds."--Jacket

Bond markets, analysis and strategies by Frank J Fabozzi( Book )

140 editions published between 1989 and 2016 in 4 languages and held by 2,111 WorldCat member libraries worldwide

"With substantial revision, Bond Markets, Analysis and Strategies, Third Edition, provides extensive coverage on all sectors of the bond market, the techniques for valuing bonds, active and passive bond portfolio strategies, and the role of derivative instruments in controlling the risk of a bond portfolio. The revised edition provides extensive coverage of collateralized mortgage obligations and a new chapter on bond performance measurement and evaluation."--Jacket

Introduction to securitization by Frank J Fabozzi( )

14 editions published between 2008 and 2014 in English and Chinese and held by 1,915 WorldCat member libraries worldwide

"Securitization is a financial technique that pools assets together and, in effect, turns them into a tradable security. The end result of a securitization transaction is that a corporation can obtain proceeds by selling assets and not borrowing funds. In real life, many securitization structures are quite complex and enigmatic for practitioners, investors, and finance students. Typically, books detailing this topic are either too lengthy, too technical, or too superficial in their presentation. Introduction to Securitization is the first to offer essential information on this topic at a fundamental, yet comprehensive level - providing readers with a working understanding of what has become one of today's most important areas of finance." "Authors Frank Fabozzi and Vinod Kothari, internationally recognized experts in the field, clearly define securitization, contrast it with corporate finance, and explain its advantages. They carefully illustrate the structuring of asset-backed securities (ABS) transactions, including agency mortgage-backed securities (MBS) deals and nonagency deals, and show the use of credit enhancements and interest rate derivatives in such transactions. They review the collateral classes in ABS, such as retail loans, credit cards, and future flows, and discuss ongoing funding vehicles such as asset-backed commercial paper conduits and other structured vehicles. And they explain the different types of collateralized debt obligations (CDOs) and structured credit, detailing their structuring and analysis. To complement the discussion, an introduction to credit derivatives is also provided. Introduction to Securitization offers practitioners and students a simple and comprehensive entry into the interesting world of securitization and structured credit."--Jacket

The handbook of commodity investing by Frank J Fabozzi( )

17 editions published between 2008 and 2011 in English and held by 1,898 WorldCat member libraries worldwide

Filled with a collection of information from experts in the commodity investment industry, this detailed guide shows readers how to successfully incorporate commodities into their portfolios. The handbook covers a range of issues, including the risk and return of commodities and diversification benefits

The theory and practice of investment management : asset allocation, valuation, portfolio construction, and strategies by Frank J Fabozzi( )

19 editions published in 2011 in English and held by 1,860 WorldCat member libraries worldwide

"An updated guide to the theory and practice of investment management Many books focus on the theory of investment management and leave the details of the implementation of the theory up to you. This book illustrates how theory is applied in practice while stressing the importance of the portfolio construction process. The Second Edition of The Theory and Practice of Investment Management is the ultimate guide to understanding the various aspects of investment management and investment vehicles. Tying together theoretical advances in investment management with actual practical applications, this book gives you a unique opportunity to use proven investment management techniques to protect and grow a portfolio under many different circumstances. Contains new material on the latest tools and strategies for both equity and fixed income portfolio management Includes key take-aways as well as study questions at the conclusion of each chapter A timely updated guide to an important topic in today's investment world This comprehensive investment management resource combines real-world financial knowledge with investment management theory to provide you with the practical guidance needed to succeed within the investment management arena."--Provided by publisher

The complete CFO handbook : from accounting to accountability by Frank J Fabozzi( )

25 editions published between 2007 and 2008 in English and held by 1,848 WorldCat member libraries worldwide

"This must-have reference covers all of the major areas of cost accounting and analysis including product costing, relevant costs, cost-volume analysis, performance evaluation, transfer pricing, and capital budgeting."--Publisher's website

Fixed income analysis by Frank J Fabozzi( )

41 editions published between 2004 and 2015 in English and Undetermined and held by 1,822 WorldCat member libraries worldwide

In this fully revised and updated Second Edition of Fixed Income Analysis, readers will be introduced to a variety of important fixed income analysis issues, including the general principles of credit analysis, term structure and volatility of interest rates, and valuing bonds with embedded options

Advanced stochastic models, risk assessment, and portfolio optimization : the ideal risk, uncertainty, and performance measures by S. T Rachev( )

16 editions published between 2008 and 2011 in English and held by 1,701 WorldCat member libraries worldwide

"In Advanced Stochastic Models, Risk Assessment, and Portfolio Optimization, the authors assert that the ideas behind the concept of probability metrics can be borrowed and applied in the field of asset management in order to construct an ideal risk measure which would be "ideal" for a given optimal portfolio selection problem. They provide a basic introduction to the theory of probability metrics and the problem of optimal portfolio selection considered in the general context of risk and reward measures." "Using numerous illustrative examples, this book shows how probability metrics can be applied to a range of areas in finance, including: stochastic dominance orders, the construction of risk and dispersion measures, problems involving average value-at-risk and spectral risk measures in particular, reward-risk analysis, generalizing mean-variance analysis, benchmark tracking, and the construction of performance measures. For each chapter where more technical knowledge is necessary, an appendix is included."--Jacket

Finance : capital markets, financial management, and investment management by Frank J Fabozzi( )

13 editions published between 2009 and 2013 in English and held by 1,664 WorldCat member libraries worldwide

Created by the experienced author team of Frank Fabozzi and Pamela Peterson Drake, iFinance/i examines the essential elements of this discipline and makes them accessible to a wide array of readers-from seasoned veterans looking for a review to newcomers needing to get their footing in finance. Divided into four comprehensive parts, this reliable resource opens with a detailed discussion of the basic tools of investing and financing decision-making'financial mathematics and financial analysis. After this informative introduction, you'll quickly become familiar with the three primary areas of finance'capital markets (Part II), financial management (Part III), and investment/asset management (Part IV)'-and discover how these different areas are interconnected. iFinance/i is a well-rounded guide to this dynamic field. The straightforward insights found here will put you in a better position to understand what the principles of modern finance are and how they can be used to make the right decisions when managing risk and return in today's complex financial environment

The Handbook of mortgage-backed securities by Frank J Fabozzi( Book )

59 editions published between 1985 and 2016 in English and held by 1,284 WorldCat member libraries worldwide

"Mortgag acked securities continue to be one of the most exciting, fastest-growing sector of the fixed income market. According to the Mortgage Bankers Association, of the estimated $3 trillion in mortgage loans made in 2005, fully 80 percent ended up in mortgage-backed securities, representing a phenomenal 61 percent growth since 2001." "For more than twenty-five years, the number-one resource for both private investors and professional portfolio managers looking to gain a practical understanding of the rapidly evolving MBS market has been The Handbook of Mortgage-Backed Securities. Like its predecessors, this latest edition of Frank Fabozzi's classic draws upon the insights and expertise of an impressive team of international experts to fill you in on MBS fundamentals and bring you up to speed on state-of-the-art investment strategies. Covering the full range of MBS products (agency, nonagency, and resident ABS) and derivatives, the Handbook explores the many advantages and potential pitfalls inherent in the market and shows you how to: Invest in the full range of products backed by mortgage loans, Value all types of MBS, Control interest rate risk, Exploit proven portfolio management tools and techniques, Use sophisticated hedging strategies and tools." "Fully revised and expanded to provide coverage of the latest MBS products, valuation methodologies, prepayment models, and trading strategies, Handbook of Mortgage-Backed Securities, Sixth Edition is the definitive guide to capitalizing on the opportunities in today's MBS marketplace. Book jacket."--Jacket

The handbook of financial instruments by Frank J Fabozzi( )

19 editions published between 2002 and 2018 in English and Chinese and held by 1,230 WorldCat member libraries worldwide

This handbook covers a range of financial instruments, including equities, bonds (asset-backed and mortgage-backed securities), derivatives (equity and fixed income), insurance investment products, mutual funds, alternative investments (hedge funds and private equity), and exchange traded funds

Financial management and analysis workbook : step-by-step exercises and tests to help you master financial management and analysis by Pamela Peterson Drake( )

20 editions published in 2004 in English and held by 1,178 WorldCat member libraries worldwide

Annotation A comprehensive guide to understanding the world of financial management and analysisThis complement to the bestselling Financial Management and Analysis allows readers to self & ndash;test their understanding before applying the concepts to real & ndash;world situations. Pamela P. Peterson, PhD, CPA (Tallahassee, FL), is Professor of Finance at Florida State University. Wendy D. Habegger (Tallahassee, FL) is a PhD student in Finance at Florida State University

Handbook of equity style management by T. Daniel Coggin( )

24 editions published between 1995 and 2003 in English and Japanese and held by 1,160 WorldCat member libraries worldwide

Beginning with the introduction of "value" and "growth" stocks in the late 1930s, expanding to add the concept of "small cap" stocks in the early 1980s, and progressing to the mathematical formalization of Nobel Laureate William Sharpe in the late 1980s, the methodology of equity style is now an integral part of U.S. and non-U.S. equity analysis and portfolio management. T. Daniel Coggin and Frank J. Fabozzi have brought together thirty-five leading experts from academia and the investment profession to give you the most comprehensive and up-to-date coverage of the key issues in this rapidly growing field. In one concise volume, you will learn the basics of equity style management and its latest developments. This updated edition presents the rationale behind equity style management, and reveals strategies that can be used to manage risk and improve returns. The 3rd edition includes new chapters on: The major approaches to defining, managing, and assessing equity style U.S. and non-U.S. equity style indexes The behavioral aspects of equity style Tactical equity style management The impact of the "technology bubble" on equity style investing International value investing Equity style ETFs The mathematical basis of equity style analysis

Mortgage-backed securities : products, structuring, and analytical techniques by Frank J Fabozzi( )

26 editions published between 2007 and 2013 in English and held by 1,137 WorldCat member libraries worldwide

"Written in a straightforward and accessible style, and containing numerous illustrations, this timely guide addresses the investment characteristics, creation, and analysis of mortgage-backed securities. Each chapter contains cutting-edge concepts that you'll need to understand in order to thrive within this arena - including detailed explanations of how MBS products, such as agency CMOs and mortgage ABS, are structured - as well as in-depth discussions of option-adjusted spreads, a variety of duration measures, and other analytical approaches used to assess relative value."--Jacket

Capital markets : institutions and instruments by Frank J Fabozzi( Book )

77 editions published between 1991 and 2015 in 3 languages and held by 1,089 WorldCat member libraries worldwide

"Capital Markets: Institutions and Instruments, Fourth Edition offers the most comprehensive capital market coverage available. With an excellent blend of theory and practice, Capital Markets covers the instruments, the players, and the principles of valuation, along with describing the wide range of instruments for financing, investing, and controlling risk available in today's financial markets."--BOOK JACKET

The handbook of European structured financial products by Frank J Fabozzi( )

15 editions published in 2004 in English and held by 1,069 WorldCat member libraries worldwide

"The Handbook of European Structured Financial Products" offers readers comprehensive coverage of the securitization market in Europe. It covers all asset classes, including asset-backed and mortgage-backed securities, plus re-pack (re-packaged security) structures and collateralized debt obligations (CDOs). This book describes and analyses each class of security from an investor's point of view, including ratings analysis and relative value. The contributors also discuss pricing and valuation

The handbook of European fixed income securities by Frank J Fabozzi( )

19 editions published between 2003 and 2004 in English and held by 1,054 WorldCat member libraries worldwide

Presents coverage of various aspects of the European fixed income markets and their derivatives. This book covers both developed markets such as the UK, France, Germany, Italy, Spain, and Holland, as well as emerging markets in Eastern Europe

The global money markets by Frank J Fabozzi( )

14 editions published between 2002 and 2011 in English and Chinese and held by 974 WorldCat member libraries worldwide

An informative look at the world of short-term investing and borrowing, The Global Money Markets is the authoritative source on short-term investing and borrowing-from instruments in the U.S. and U.K., to asset-liability management. It also clearly demonstrates the various conventions used for money market calculations and discusses other short-term structured financial products such as asset-backed securities and mortgage-backed securities

The mathematics of financial modeling and investment management by Sergio M Focardi( )

14 editions published between 2003 and 2011 in English and Chinese and held by 893 WorldCat member libraries worldwide

Using real-world examples, this text introduces the reader to the key mathematical techniques used in the financial world, namely matrix algebra, calculus, ordinary differential equations, probability theory, stochastic calculus, time series analysis and optimization

Introduction to fixed income analytics : relative value analysis, risk measures, and valuation by Frank J Fabozzi( )

12 editions published between 2010 and 2013 in English and held by 854 WorldCat member libraries worldwide

"A comprehensive introduction to the key concepts of fixed income analytics The First Edition of Introduction to Fixed Income Analytics skillfully covered the fundamentals of this discipline and was the first book to feature Bloomberg screens in examples and illustrations. Since publication over eight years ago, the markets have experienced cathartic change. That's why authors Frank Fabozzi and Steven Mann have returned with a fully updated Second Edition. This reliable resource reflects current economic conditions, and offers additional chapters on relative value analysis, value-at-risk measures and information on instruments like TIPS (treasury inflation protected securities). Offers insights into value-at-risk, relative value measures, convertible bond analysis, and much more Includes updated charts and descriptions using Bloomberg screens Covers important analytical concepts used by portfolio managers Understanding fixed-income analytics is essential in today's dynamic financial environment. The Second Edition of Introduction to Fixed Income Analytics will help you build a solid foundation in this field."--