Frank Fabozzi

Frank J. Fabozzi
Alma mater	City University of New York, City College of New York
Known for	Co-developer of the Kalotay–Williams–Fabozzi model
Website	Frank J. Fabozzi Associates

Frank J. Fabozzi is an American economist, educator, writer, and investor, currently Professor of Finance at EDHEC Business School and a Member of Presentation Edhec Risk Institute. He was previously a Professor in the Practice of Finance and Becton Fellow in the Yale School of Management. He is well known as the author of numerous books on finance, both practitioner-focused and academic. He has been the editor of the Journal of Portfolio Management since 1986 and is on the board of directors of the BlackRock complex of closed-end funds.

He earned a BA (magna cum laude) and an MA in economics from the City College of New York, both in 1970. He also earned doctorate in economics from the City University of New York in 1972. He is a Certified Public Accountant and holds the Chartered Financial Analyst designation.

Professor Fabozzi has authored and edited multiple books and research papers on topics in investment management and financial econometrics. Much of his earlier writing focused on fixed income securities and portfolio management with emphasis on mortgage- and asset-backed securities and structured products. He is a co-developer of the Kalotay–Williams–Fabozzi model of the short rate, used in the valuation of interest rate derivatives.