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and has authored and edited many acclaimed books, three of which were coauthored with the late Franco Modigliani and co-edited with Harry Markowitz, including Investment Management: Theory and Practice . The following books, co-authored by Fabozzi, were published during the 2006-2007 year: Financial Econometrics: From Basics to Advanced Modeling Techniques (2007), Robust Portfolio Optimization and Management (2007), Developments in the Collateralized Debt Obligations Markets: New Products and Insights (2007), Financial Modeling of the Equity Market: From CAPM to Cointegration (2006; selected by Financial Engineering News as one ...
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