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Author
Frank J. Fabozzi
Frank J. Fabozzi
Frank J. Fabozzi
is an American
economist
, educator, writer, and investor, currently Professor of Practice at The
Johns Hopkins University
Carey Business School
and a Member of Edhec Risk Institute. He was previously a Professor of Finance at
EDHEC Business School
, Professor in the Practice of Finance and Becton Fellow in the
Yale School of Management
, and a visiting professor of Finance at the
Sloan School of Management at the Massachusetts Institute of Technology
. He has authored and edited many books, three of which were coauthored with
Nobel laureates
,
Franco Modigliani
and
Harry Markowitz
. He has been the editor of the ''
Journal of Portfolio Management
'' since 1986 and is on the
board of directors
of the
BlackRock
complex of
closed-end fund
s.
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Profitability of Momentum Strategies: Application of Novel Risk/Return Ratio Stock Selection Criteria
by
Almira Biglova
,
Teo Jašić
,
Svetlozar Rachev
,
Frank J. Fabozzi
Published 2005-01-01
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