Fabozzi has written and edited booksfrankfabozzi.com/Authored_books and numerous research papersSSRN page2017 CV covering topics in investment management and financial econometrics. Much of his earlier writing focused on fixed income securities and portfolio management with emphasis on mortgage- and asset-backed securities and structured products. He is a co-developer of the Kalotay–Williams–Fabozzi model of the short rate, used in the valuation of interest rate derivatives.
