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Publications by Frank J. Fabozzi

Comment on “Weak Convergence to a Matrix Stochastic Integral With Stable Processes”

Econometric Theory

Social Sciences

English

Property Derivatives for Managing European Real-Estate Risk

European Financial Management

English

Fat-Tailed Models for Risk Estimation

Journal of Portfolio Management

English

Correction To: Robust Solutions to the Life-Cycle Consumption Problem

Computational Economics

Computer Science Applications

English

Financial Market Models With Lévy Processes and Time-Varying Volatility

Journal of Banking and Finance

English

A Methodology for Measuring Transaction Costs

Financial Analysts Journal

English