Frank J. Fabozzi
Frank J. Fabozzi publishes mostly in Finance, Economics and Econometrics and Accounting, on topics such as Financial Markets and Investment Strategies, Financial Risk and Volatility Modeling and Credit Risk and Financial Regulations.
- World rank
- #515,172 of 1,633,909 ranked researchers
- Rank in France
- #31,116 of 96,116
- Works
- 245
- Citations
- 657
- Citations per work
- 2.7
What does Frank J. Fabozzi research?
Shares of their own output, by the field each of their topics belongs to. The grey slice is everything not listed.
- 1Finance38% of their works
- 2Economics and Econometrics22% of their works
- 3Accounting8% of their works
- 4Management Science and Operations Research7% of their works
- 5Strategy and Management4% of their works
- 6Demography3% of their works
Research topics
- Financial Markets and Investment Strategies
- Financial Risk and Volatility Modeling
- Credit Risk and Financial Regulations
- Stochastic processes and financial applications
- Insurance and Financial Risk Management
- Complex Systems and Time Series Analysis
- Banking stability, regulation, efficiency
- Housing Market and Economics
Which keywords describe Frank J. Fabozzi's research?
The keywords of their largest research topics: Risk Management, Liquidity, Regulation, Asset Pricing, Stock Returns, Credit Spread Changes, Default Risk and GARCH Models.
- Housing Supply
- Banking
- Insurance
- Economic Growth
- Option Pricing
- GARCH Models
- Credit Spread Changes
- Asset Pricing
- Liquidity
- Risk Management
- Regulation
- Stock Returns
- Default Risk
- Volatility
- Stochastic Calculus
- Econophysics
- Multifractal Analysis
- Finance
- Mortgage Credit Expansion
Size is their works in the topics tagged with each word, from their 8 largest topics. Each links to the topic it comes from most.
All 19 words, with their numbers
- Risk Management402 topics
- Liquidity362 topics
- Regulation322 topics
- Asset Pricing261 topic
- Stock Returns261 topic
- Credit Spread Changes221 topic
- Default Risk221 topic
- GARCH Models221 topic
- Volatility221 topic
- Option Pricing201 topic
- Stochastic Calculus201 topic
- Economic Growth181 topic
- Econophysics181 topic
- Insurance181 topic
- Multifractal Analysis181 topic
- Banking141 topic
- Finance141 topic
- Housing Supply101 topic
- Mortgage Credit Expansion101 topic
Where does Frank J. Fabozzi work?
Frank J. Fabozzi's main affiliation in the publication record is Ecole des Hautes Etudes Commerciales du Nord, France.
How many publications and citations does Frank J. Fabozzi have?
Science Explorer counts 245 works and 657 citations for Frank J. Fabozzi, ranking #515,172 of 1,633,909 researchers worldwide on the composite score.
Ranked on field-normalised excellence (50%), output (30%) and citations (20%). Counts come from OpenAlex author records, which occasionally merge different people who share a name or split one person into several.
Papers, co-authors, who cited this work and researchers on the nearest topics are in the interactive view on the map. Is this your page? Request a correction or removal.