User profiles for Francesco A. Fabozzi

Francesco A. Fabozzi

Data Science Doctoral Candidate, Stevens Institute of Technology
Verified email at stevens.edu
Cited by 1476

[BOOK][B] Bond markets, analysis, and strategies

FJ Fabozzi, FA Fabozzi - 2021 - books.google.com
The updated edition of a widely used textbook that covers fundamental features of bonds,
analytical techniques, and portfolio strategy. This new edition of a widely used textbook covers …

Risk parity: The democratization of risk in asset allocation

FA Fabozzi, J Simonian, FJ Fabozzi - The Journal of Portfolio …, 2021 - pm-research.com
The risk parity investment model for asset allocation offers an alternative to the mean–variance
framework. The fundamental idea is that the allocation to different asset classes should …

News-based sentiment and the value premium

FA Fabozzi, A Nazemi - Journal of International Money and Finance, 2023 - Elsevier
The literature has documented that growth stocks are long-duration assets that are sensitive
to shocks to the market discount rate, and value stocks, being short-duration assets, are …

An overview of machine learning for asset management

…, JH Kim, WC Kim, FA Fabozzi, FJ Fabozzi… - The Journal of …, 2023 - pm-research.com
Fabozzi as managing editor in 1984. Dr. Fabozzi became the editor in 1986. JPM’s
maiden issue included articles authored by prominent academics and practitioners …

ESG Investing: Moderate-Income Rental Housing as a Viable Real Estate Asset Class

…, JH Kim, WC Kim, FA Fabozzi… - The Journal of …, 2023 - pm-research.com
Fabozzi as managing editor in 1984. Dr. Fabozzi became the editor in 1986. JPM’s
maiden issue included articles authored by prominent academics and practitioners …

Social Awareness in Real Estate Investment: What Should Investors Do about the “S” in ESG

…, TR Arnold, J Clayton, FJ Fabozzi… - The Journal of …, 2023 - pm-research.com
Fabozzi as managing editor in 1984. Dr. Fabozzi became the editor in 1986. JPM’s
maiden issue included articles authored by prominent academics and practitioners …

A comparison of multi-factor term structure models for interbank rates

FJ Fabozzi, FA Fabozzi, D Tunaru - Review of Quantitative Finance and …, 2023 - Springer
In this paper, we present a robust predictive comparison of several continuous-time multi-factor
models in the context of interbank rates. Recognizing the specific dynamics of the short-…

[HTML][HTML] Management of nutritional needs in pediatric oncology: a consensus statement

F Fabozzi, CM Trovato, A Diamanti, A Mastronuzzi… - Cancers, 2022 - mdpi.com
Simple Summary Nutritional management is an underestimated issue in treating pediatric
cancer, since a systematic approach is currently lacking. In this consensus statement, a cohort …

A Primer on Hedging with Stock Index Futures.

FJ Fabozzi, FA Fabozzi - Journal of Derivatives, 2022 - search.ebscohost.com
In this article, the authors discuss the various approaches and issues associated with
hedging with stock index futures. The most common approach used in practice is based on …

[HTML][HTML] Pediatric diffuse midline gliomas: An unfinished puzzle

V Di Ruscio, G Del Baldo, F Fabozzi, M Vinci… - Diagnostics, 2022 - mdpi.com
Diffuse midline glioma (DMG) is a heterogeneous group of aggressive pediatric brain tumors
with a fatal prognosis. The biological hallmark in the major part of the cases is H3K27 …