Hit papers significantly outperform the citation benchmark for their cohort. A paper qualifies
if it has ≥500 total citations, achieves ≥1.5× the top-1% citation threshold for papers in the
same subfield and year (this is the minimum needed to enter the top 1%, not the average
within it), or reaches the top citation threshold in at least one of its specific research
topics.
60 Years of portfolio optimization: Practical challenges and current trends
2013385 citationsPetter N. Kolm, Frank J. Fabozzi et al.profile →
Peers — A (Enhanced Table)
Peers by citation overlap · career bar shows stage (early→late)
cites ·
hero ref
Countries citing papers authored by Frank J. Fabozzi
Since
Specialization
Citations
This map shows the geographic impact of Frank J. Fabozzi's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Frank J. Fabozzi with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Frank J. Fabozzi more than expected).
Fields of papers citing papers by Frank J. Fabozzi
This network shows the impact of papers produced by Frank J. Fabozzi. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Frank J. Fabozzi. The network helps show where Frank J. Fabozzi may publish in the future.
Co-authorship network of co-authors of Frank J. Fabozzi
This figure shows the co-authorship network connecting the top 25 collaborators of Frank J. Fabozzi.
A scholar is included among the top collaborators of Frank J. Fabozzi based on the total number of
citations received by their joint publications. Widths of edges
represent the number of papers authors have co-authored together.
Node borders
signify the number of papers an author published with Frank J. Fabozzi. Frank J. Fabozzi is excluded from
the visualization to improve readability, since they are connected to all nodes in the network.
Fabozzi, Frank J. & Marcos López de Prado. (2018). Being Honest in Backtest Reporting: A Template for Disclosing Multiple Tests. SSRN Electronic Journal.3 indexed citations
Lucas, Douglas J., Laurie S. Goodman, & Frank J. Fabozzi. (2007). Collateralized Debt Obligations and Credit Risk Transfer. SSRN Electronic Journal.9 indexed citations
11.
Stoyanov, Stoyan V., Svetlozar T. Rachev, & Frank J. Fabozzi. (2007). Probability Metrics Applied to Problems in Portfolio Theory. SSRN Electronic Journal.1 indexed citations
12.
Rachev, Svetlozar T., et al.. (2007). Empirical Analyses of Industry Stock Index Return Distributions for the Taiwan Stock Exchange. Annals of economics and finance. 8(1). 21–31.4 indexed citations
13.
Fabozzi, Frank J. & Moorad Choudhry. (2004). The handbook of European structured financial products. J. Wiley eBooks.17 indexed citations
14.
Peterson, Pamela P. & Frank J. Fabozzi. (2003). Financial Management and Analysis Ed. 2. John Wiley & Sons eBooks.1 indexed citations
15.
Fabozzi, Frank J.. (2001). Bond credit analysis : framework and case studies.3 indexed citations
16.
Fabozzi, Frank J., et al.. (2000). Perspectives on equity indexing.7 indexed citations
17.
Fabozzi, Frank J.. (2000). Investing in asset-backed securities.5 indexed citations
18.
Fabozzi, Frank J.. (1996). Measuring and controlling interest rate risk.3 indexed citations
19.
Coggin, T. Daniel & Frank J. Fabozzi. (1995). The handbook of equity style management.40 indexed citations
20.
Fabozzi, Frank J., et al.. (1991). Asset/liability management : investment strategies, liquidity requirements, and risk controls for banks and thrifts.2 indexed citations
Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive
bibliographic database. While OpenAlex provides broad and valuable coverage of the global
research landscape, it—like all bibliographic datasets—has inherent limitations. These include
incomplete records, variations in author disambiguation, differences in journal indexing, and
delays in data updates. As a result, some metrics and network relationships displayed in
Rankless may not fully capture the entirety of a scholar's output or impact.