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Francesco A. Fabozzi
Observed names:
Fabozzi, Francesco A.,
Francesco A Fabozzi
Institutions:
Johns Hopkins University,
Yale University
Observed institutions:
Stevens Institute of Technology,
Johns Hopkins University,
Yale University,
Ecole des Hautes Etudes Commerciales du Nord
ORCID:
0000-0001-6657-1875
Observed ORCID:
0000-0001-6657-1875
OpenAlex ID:
A5017645057
Risk Parity: The Democratization of Risk in Asset Allocation
2021
·
Francesco A. Fabozzi
, Joseph Simonian
, et al.
·
The Journal of Portfolio Management
·
22
Enhancing Markowitz's portfolio selection paradigm with machine learning
2024
·
Marcos López de Prado
, Joseph Simonian
, et al.
·
Annals of Operations Research
·
18
An Overview of Machine Learning for Asset Management
2023
·
Yongjae Lee
, John R. J. Thompson
, et al.
·
The Journal of Portfolio Management
·
17
News-based sentiment and the value premium
2023
·
Francesco A. Fabozzi
, Abdolreza Nazemi
·
Journal of International Money and Finance
·
8
A Primer on Hedging with Stock Index Futures
2022
·
Frank J. Fabozzi
, Francesco A. Fabozzi
·
The Journal of Derivatives
·
7
Introduction to Finance
2021
·
Pamela P Drake
, Frank J Fabozzi
, et al.
·
WORLD SCIENTIFIC eBooks
·
4
Asset Management
2020
·
Frank J Fabozzi
, Francesco A Fabozzi
, et al.
·
WORLD SCIENTIFIC eBooks
·
4
Fundamentals of Institutional Asset Management
2020
·
Frank J Fabozzi
, Francesco A Fabozzi
·
WORLD SCIENTIFIC eBooks
·
3
Implementing AI Foundation Models in Asset Management: A Practical Guide
2025
·
Francesco A. Fabozzi
, Marcos López de Prado
·
The Journal of Portfolio Management
·
2
Introduction to Finance: Financial Management and Investment Management
2022
·
Francesco A. Fabozzi
, Frank J. Fabozzi
, et al.
·
2
Managing Editor’s Letter
2022
·
Francesco A. Fabozzi
·
The Journal of Financial Data Science
·
1
Managing Editor’s Letter
2021
·
Francesco A. Fabozzi
·
The Journal of Financial Data Science
·
1
Dynamics of Equity Factor Returns and Asset Pricing
2020
·
Stoyan V Stoyanov
, Francesco A Fabozzi
·
Journal of Financial Econometrics
·
1
Managing Editor’s Letter
2019
·
Francesco A. Fabozzi
·
The Journal of Financial Data Science
·
1
PDF
Managing Editor’s Letter
2019
·
Francesco A. Fabozzi
·
The Journal of Financial Data Science
·
1
Managing Editor’s Letter
2026
·
Francesco A. Fabozzi
·
The Journal of Financial Data Science
PDF
Cut the chit-chat: a new framework for the application of generative language models for portfolio construction
2026
·
Francesco A. Fabozzi
, Ionut Florescu
·
Annals of Operations Research
PDF
Communicating Performance Complexity in Institutional Portfolios: A Framework for Boards, CIOs, and Fiduciaries
2026
·
Frank J. Fabozzi
, Francesco A. Fabozzi
·
The Journal of Portfolio Management
Managing Editor’s Letter
2026
·
Francesco A. Fabozzi
·
The Journal of Financial Data Science
Beyond Sentiment Classification: A Generative Framework for Emotion Intensity Evaluation in Text
2026
·
Fabozzi, Francesco A.
, Kim, Dasol
, et al.
·
arXiv (Cornell University)
PDF
Managing Editor’s Letter
2026
·
Francesco A. Fabozzi
·
The Journal of Financial Data Science
Managing Editor’s Letter
2026
·
Francesco A. Fabozzi
·
The Journal of Financial Data Science
Managing Editor’s Letter
2025
·
Francesco A. Fabozzi
·
The Journal of Financial Data Science
Managing Editor’s Letter
2025
·
Francesco A. Fabozzi
·
The Journal of Financial Data Science
PDF
Managing Editor’s Letter
2025
·
Francesco A. Fabozzi
·
The Journal of Financial Data Science
PDF
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Works count:
56
Citation count:
92
H-index:
5
I10-index:
3
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