Frank J. Fabozzi

Portfolio Construction and Analytics

Robust Equity Portfolio Management. Formulations, Implementations, and Properties using MATLAB

Financial Models with Levy Processes and Volatility Clustering

The Handbook of Traditional and Alternative Investment Vehicles. Investment Characteristics and Strategies

The Theory and Practice of Investment Management. Asset Allocation, Valuation, Portfolio Construction, and Strategies

Introduction to Fixed Income Analytics. Relative Value Analysis, Risk Measures and Valuation

Probability and Statistics for Finance

Equity Valuation and Portfolio Management

Analysis of Financial Statements

Mortgage-Backed Securities. Products, Structuring, and Analytical Techniques

Quantitative Equity Investing. Techniques and Strategies

Finance. Capital Markets, Financial Management, and Investment Management

The Handbook of Municipal Bonds

Foundations and Applications of the Time Value of Money

The Theory and Practice of Investment Management

Managing a Corporate Bond Portfolio

The Handbook of European Fixed Income Securities

Introduction to Securitization

Fixed Income Securities

Securities Finance. Securities Lending and Repurchase Agreements

Short Selling. Strategies, Risks, and Rewards

Collateralized Debt Obligations. Structures and Analysis

Capital Budgeting. Theory and Practice