Encyclopedia of Financial Models

Encyclopedia of Financial Models

Online ISBN: 9781118182635

DOI: 10.1002/9781118182635

Editors & Contributors


Edited by Frank J. Fabozzi

FRANK J. FABOZZI, PhD, CFA, is Professor of Finance at EDHEC Business School and a member of the EDHEC-Risk Institute. Prior to joining EDHEC in August 2011, he held various professorial positions in finance at Yale University's School of Management from 1994 to 2011 and was a visiting professor of finance and accounting at MIT's Sloan School of Management from 1986 to 1992. He is also Editor of the Journal of Portfolio Management.

With Contributions from Global Financial Experts and Leading Academics

Yves Achdou
Irene Aldridge
Carol Alexander
Andrew Alford
Noël Amenc
Bala Arshanapalli
David Audley
António Baldaque da Silva
Jennifer Bender
William S. Berliner
Anand K. Bhattacharya
Michele Leonardo Bianchi
Olivier Bokanowski
Gerald W. Buetow
Paul Bukowski
Joseph A. Cerniglia
Ren-Raw Chen
Anna Chernobai
Richard Chin
Siddhartha G. Dastidar
Arik Ben Dor
Michael Dorigan
Kevin Dowd
Pamela Peterson Drake
Lev Dynkin
Brian Eales
Abel Elizalde
Peter Fitton
Sergio M. Focardi
Radu Gâbudean
Vacslav S. Glukhov
Felix Goltz
Chris Gowlland
Biliana S. Güner
Francis Gupta
Markus Höchstötter
John S. Hsu
Jay Hyman
Bruce I. Jacobs
Robert R. Johnson
Frank J. Jones
Robert Jones
Andrew Kalotay
Young Shin Kim
Petter N. Kolm
Glen A. Larsen Jr.
Anthony Lazanas
Arturo Leccadito
Tony Lelièvre
Alexander Levin
Kenneth N. Levy
Terence Lim
Peter C. L. Lin
Steven V. Mann
Harry M. Markowitz
Lionel Martellini
James F. McNatt
Christian Menn
Ivan Mitov
Edwin H. Neave
William Nelson
Frank Nielsen
Dominic O'Kane
Philip O. Obazee
Dessislava A. Pachamanova
Bruce D. Phelps
David Philpotts
Wesley Phoa
Svetlozar T. Rachev
Boryana Racheve-Iotova
Shrikant Ramamurthy
Srichander Ramaswarmy
Patrice Retkowsky
Paul Sclavounos
Shani Shamah
Koray D. Simsek
James Sochacki
Arne D. Staal
Filippo Stefanini
Maxwell J. Stevenson
Stoyan V. Stoyanov
Anatoliy Swishchuk
Ruey S. Tsay
Radu S. Tunaru
Cenk Ural
Donald R. van Deventer
Raman Vardharaj
Robert E. Whaley
James X. Xiong
Guofu Zhou
Min Zhu

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