Fabozzi Frank J

Frank J Fabozzi

Information about the author Frank J Fabozzi will soon be added to the site.
Found 6 papers in total
Optimum corporate leverage with risky debt: a demand approach
Optimum corporate leverage with risky debt: a demand approach
1989
Traditional models of corporate interior optimum leverage rely on institutional...
Why IRA and keogh plans should avoid growth stocks
Why IRA and keogh plans should avoid growth stocks
1985
This paper explores the effect of taxing personal income from common stocks on the...
In search of cash-flow pricing
In search of cash-flow pricing
2015
There are varying views on the relative importance of cash flow versus earnings in the...
Stochastic models for risk estimation in volatile markets: a survey
Stochastic models for risk estimation in volatile markets: a survey
2010
Portfolio risk estimation in volatile markets requires employing fat-tailed models for...
Robust portfolios: contributions from operations research and finance
Robust portfolios: contributions from operations research and finance
2010
In this paper we provide a survey of recent contributions to robust portfolio...
OR PRACTICE—Assisting Defined-Benefit Pension Plans
OR PRACTICE—Assisting Defined-Benefit Pension Plans
2008
The defined–benefit pension system poses substantial, long–term risks for...
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