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researcher

F. Fabozzi

21 papers hereh-index 6115.6k citations1.1k works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • middle author5
  • last author13

Across the 18 of 21 papers where every author was matched, so the position is known.

fields
  • q-fin.MF14
  • q-fin.GN2
  • q-fin.PR2
  • econ.GN1
  • q-fin.CP1
  • q-fin.RM1
same name
  • F. Fabozzi — 533 papers
  • F. Fabozzi — 98 papers, h 113
  • F. Fabozzi — 62 papers
  • F. Fabozzi — 51 papers, h 24
  • F. Fabozzi — 40 papers
  • F. Fabozzi — 19 papers

Either other researchers who publish under this name, or the same person where the external sources have not merged their records.

identity via Semantic Scholar / OpenAlex

activity
20162021
most citedOption Pricing in Markets with Informed Traders

12 citations · 35 across the 18 of their papers we have counts for

collaborators
Showing econ.GNShow all

1 paper · 1 filter

econ.GN2019

Equity Premium Puzzle or Faulty Economic Modelling?

Abootaleb Shirvani, Stoyan V. Stoyanov, Frank J. Fabozzi +1

In this paper, we revisit the equity premium puzzle reported in 1985 by Mehra and Prescott. We show that the large equity premium that they report can be explained by choosing a mo…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.