About the Authors
Frank J. Fabozzi is Professor of Finance at EDHEC Business School and a member of the EDHEC Risk Institute. He has held various professorial positions at Yale and MIT. In the 2013–2014 academic year, he was appointed the James Wei Visiting Professor in Entrepreneurship at Princeton University and since 2011 has been a Research Fellow in the Department of Operations Research and Financial Engineering at the same institution. The editor of the Journal of Portfolio Management since 1986, Professor Fabozzi has authored and edited many books in asset management and quantitative finance. He serves on the advisory board of The Wharton School's Jacobs Levy Equity Management Center for Quantitative Financial Research, the Q Group Selection Committee, and from 2003 to 2011 on the Council for the Department of Operations Research and Financial Engineering at Princeton University. He is a Fellow of the International Center for Finance at Yale University. He is a trustee for the BlackRock family of closed-end funds. He is the CFA Institute's 2007 recipient of the C. Stewart Sheppard Award and an inductee into the Fixed Income Analysts Society Hall of Fame. Professor Fabozzi earned a PhD in Economics in September 1972 from the City University of New York and holds the professional designations of Chartered Financial Analyst (1977) and Certified Public Accountant (1982).
Sergio M. Focardi is a Visiting Professor at Stony Brook University, SUNY, where he holds a joint appointment ...
