| Faculty Publications |
Yale SOM faculty are experts in finance, accounting, investing, strategy, game theory, operations research, organizational behavior, marketing, leadership, and public management. They are scholars, teachers, Pulitzer Prize Nominees, and best-selling authors. What they have to say not only affects scholarship, it also affects Wall Street, Silicon Valley, Tokyo, and Beijing.
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Fabozzi, Frank, "A Note Commonly Used Interest Rate Risk Measures" (with G. W. Buetow and B. Hanke), Journal of Fixed Income, September, 2003
Fabozzi, Frank, "Primer on Securitization" (with W. A. Roever), Journal of Structured and Project Finance, Summer Issue, 2003
Fabozzi, Frank, "The Impact of Structuring on CMBS Bond Class Performance" (with D. P. Jacoband), Journal of Portfolio Management, Special Issue on Real Estate Investing, 2003
Fabozzi, Frank, "Pension Fund Crisis Revealed" (with R. Ryan), Journal of Investing, Fall Issue, 2003
Fabozzi, Frank, "The Valuation of Credit Default Swaps" (with R. Chen and D. O Kane), Professional Perspectives on Fixed Income Portfolio Management, Volume 4, 2003
Fabozzi, Frank, "Managing a Portfolio of Collateralized Debt Obligations" (with L. S. Goodman), Journal of Investing, Winter Issue, 2003
Fabozzi, Frank, "The Legacy of Modern Portfolio Theory" (with F. Gupta and H. M. Markowitz), Journal of Investing, Fall, 2002
Fabozzi, Frank, "Rethinking Pension Liabilities and Asset Allocation" (with R. Ryan), Journal of Portfolio Management, Summer, 2002
Fabozzi, Frank, Financial Management and Analysis, (with P. P. Peterson), John Wiley & Sons, 2003
Fabozzi, Frank, Foundations of Financial Markets and Institutions, (with F. Modigliani, F. J. Jones, and M. Ferri), Prentice-Hall, Third Edition, 2002
Fabozzi, Frank, Collateralized Debt Obligations: Structures and Analysis, (with L. Goodman), John Wiley & Sons, 2002
Fabozzi, Frank, Global Money Markets, (with S. V. Mann and M. Choudhry), John Wiley & Sons, 2002
Fabozzi, Frank, Managing a Corporate Bond Portfolio, (with L. Crabbe), John Wiley & Sons, 2002
Fabozzi, Frank, Fixed Income Securities, John Wiley & Sons, Second Edition, 2003
Fabozzi, Frank, Capital Budgeting: Theory and Practice, (with P. Peterson), John Wiley & Sons, 2002
Fabozzi, Frank, Bond Portfolio Management, Frank J. Fabozzi Associates, Second Edition, 2001
Fabozzi, Frank, The Theory and Practice of Investment Management, (with H. M. Markowitz), John Wiley & Sons, 2003
Fabozzi, Frank, The Handbook of Financial Instruments, John Wiley & Sons, 2002
Fabozzi, Frank, Investing in Asset-Backed Securities, Frank J. Fabozzi Associates, 2000
Fabozzi, Frank, The Handbook of Fixed Income Securities: Sixth Edition, McGraw Hill , 2000
Fabozzi, Frank, The Handbook of Mortgage-Backed Securities, McGraw Hill, 2001
Fabozzi, Frank, Accessing Capital Markets through Securitization, Frank J. Fabozzi Associates, 2001
Fabozzi, Frank, "Financial Econometrics: From Basics to Advanced Modeling Techniques" (with S.T. Rachev, S. Mittnik, S.M. Focardi, and T. Jasic), John Wiley & Sons, , 2007
Fabozzi, Frank, "Robust Portfolio Optimization and Management" (with P.N. Kolm, D. Pachamanova, and S.M. Focardi), John Wiley & Sons, , 2007
Fabozzi, Frank, "Developments in the Collateralized Debt Obligations Markets: New Products and Insights" (with D. Lucas, L. Goodman, and R. Manning), John Wiley & Son, , 2007
Fabozzi, Frank, "Bond Markets, Analysis and Strategies" (with ), Prentice Hall, , 2006
Fabozzi, Frank, "Fixed Income Mathematics: Analytical and Statistical Techniques, Fourth Edition" (with ), McGraw Hill Publishing, , 2006
Fabozzi, Frank, "The Importance of the Sector Allocation Decision" (with R. Vardharaj), Financial Analysts Journal, 59-70, May-June, 2007
Fabozzi, Frank, "Exploring the Components of Credit Risk in Credit Default Swaps" (with X. Cheng and R. Chen), Finance Research Letters, Vol. 4, 10-18, 2007
Fabozzi, Frank, The Theory and Practice of Short-selling, Wiley, 2004
Fabozzi, Frank, The Handbook of European Structured Financial Products, Wiley, 2004
Fabozzi, Frank, Measuring and Controlling Interest Rate and Credit Risk, Wiley, 2003
Fabozzi, Frank, The Theory and Practice of Management Workbook, Wiley, 2004
Fabozzi, Frank, The Handbook of European Fixed Income Securities, Wiley, 2003
Fabozzi, Frank, Credit Derivatives, Wiley, 2004
Fabozzi, Frank, Handbook of Equity Style Management, Wiley, 2003
Fabozzi, Frank, Financial Management and Analysis Workbook, Wiley, 2004
Fabozzi, Frank, The Mathematics of Financial Modeling and Investment Management, Wiley, 2004
Fabozzi, Frank, "Robust Portfolio Optimization" (with P.N. Kolm, D.A. Pachamanova, and S.M. Focardi), Journal of Portfolio Management, 40-48, Spring, 2007
Fabozzi, Frank, "An Optimal Design of Collateralized Mortgage Obligation with PAC-Companion Structure Using Dynamic Cash Reserve" (with D. Huang, Y. Kai, and M. Fukushima), European Journal of Operational Research, Vol. 177, No. 2, 1134-1152, March, 2007
Fabozzi, Frank, "Trends in Quantitative Equity Management: Survey Results" (with S.M. Focardi and C. Jonas), Quantitative Finance, Vol.7, No. 1, Spring, 2007
Fair, Ray, "College Football Rankings and Market Efficiency" (with J.F. Oster), Journal of Sports Economics, March, 2005
Fair, Ray, "Events that Shook the Market" Journal of Business, 713-732, 2002
Fair, Ray, "On Modeling the Effects of Inflation Shocks" Contributions to Macroeconomics, Vol. 2, No. 1, Article 2, 2002
Fair, Ray, "Actual Federal Reserve Policy Behaviour and Interest Rate Rules" FRBNY Economic Policy Review, 61-72, 2001
Fair, Ray, "Shock Effects on Stocks, Bonds, and Exchange Rates" Journal of International Money and Finance, 307-341, 2003
Fair, Ray, "Policy Effects in the Post Boom U.S. Economy" Topics in Macroeconomics, Vol. 5, No. 1, Article 19, 2005
Fair, Ray, "Testing for a New Economy in the 1990s" Business Economics, January, 43-53, 2004
Fair, Ray, "Bootstrapping Macroeconometric Models" Studies in Nonlinear Dynamics & Econometrics, Vol. 7, No. 4, Article 1, 2003
Fair, Ray, Estimating How the Macroeconomy Works, Harvard University Press, 2004
Fair, Ray, Predicting Presidential Elections and Other Things, Stanford University Press, 2002
Fair, Ray, Testing Macroeconomic Models, Harvard University Press, 1994
Fair, Ray, "Estimates of the Effectiveness of Monetary Policy" Journal of Money, Credit and Banking, August, 645-660, 2005
Fair, Ray, "The Great Gatsby: Yale, Princeton, Columbia, Harvard, Oxford" Eastern Economic Journal, 159-163, 2003
Fair, Ray, "Optimal Control and Stochastic Simulation of Large Nonlinear Models with Rational Expectations" Computational Economics, 245-256, 2003
Feinstein, Jonathan, "The Relationship Between Socioeconomic Status and Health: A Review of the Literature" The Milbank Quarterly, Vol. 71, No. 2, 279-322, 1993
Feinstein, Jonathan, "An Econometric Analysis of Income Tax Evasion and its Detection" The RAND Journal of Economics, Spring, 1991
Feinstein, Jonathan, "Public Goods in Trade: On the Formation of Markets and Jurisdictions" (with A. Casella), International Economic Review, Vol. 43, No. 2, May, 2002
Feinstein, Jonathan, The Nature of Creative Development, Stanford University Press, 2006
Feinstein, Jonathan, "Approaches for Estimating Noncompliance: Examples from Federal Taxation in the United States" The Economic Journal, Vol. 109, No. 456, 360-69, June, 1999
Feinstein, Jonathan, "Tax Compliance" (with J. Andreoni and B. Erard), Journal of Economic Literature, Vol. 35, No. 2, June, 1998
Feinstein, Jonathan, "Honesty and Evasion in the Tax Compliance Game" (with B. Erard), The RAND Journal of Economics, Spring, 1994
Feinstein, Jonathan, "Tax Compliance" (with J. Andreoni and B. Erard), Reprinted in Taxation: Critical Perspectives on the World Economy, edited by S. James, Routhledge, 2002
Feinstein, Jonathan, "Elderly Asset Management and Health" (with C. Ho, with commentary by J. Skinner), Rethinking Estate and Gift Taxation, 2001
Feinstein, Jonathan, "Detection Controlled Estimation" Journal of Law and Economics, Vol. 33, No. 1, 233-76, 1990
Feinstein, Jonathan, "The Safety Regulation of U.S. Nuclear Power Plants: Violations, Inspections, and Abnormal Occurences" Journal of Political Economy, Vol. 97, No. 1, 115-54, 1989
Feinstein, Jonathan, The Relationship Between State and Federal Tax Audits, in M. Feldstein and J. Poterba, eds., Empirical Foundations of Household Taxation, (with J. Alm and B. Erard), University of Chicago Press (published for the NBER), 1996
Forman, Howard, "The State of Teleradiology in 2003 and Changes Since 1999" (with T.L. Ebbert, C. Meghea, S. Iturbe, M. Bhargavan, and J.H. Sunshine), American Journal of Roentgenology, Vol. 188, 103 - 112, February, 2007
Forman, Howard, "Diagnostic CT Scans: Institutional Informed Consent Guidelines and Practices of Academic Medical Centers" (with C.I. Lee, H.V. Flaster, A.H. Haims, and E.P. Monico), American Journal of Roentgenology, Vol. 187, 282-287, 2006
Forman, Howard, "Update on the Diagnostic Radiologist Employment Market: Findings through 2005" (with D.D. Saket, C.C. Nwanze, C.D. Maynard, and J.H. Sunshine), American Journal of Roentgenology, Vol. 187, 249-254, 2006
Forman, Howard, "Radiation Dose associated with Nonenhanced CT for Suspected Renal Colic: Impact of Repetitive Studies" (with S. Katz, S. Saluja, and J. Brink), American Journal of Roentgenology, Vol. 186, 1120-1124, 2006
Forman, Howard, "State Expenditures for Tobacco Control Programs and the Tobacco Settlement" (with C.P. Gross, B. Sofer, P.B. Back and R. Rajkumar ), NEJM , 347: 1080-1086, 2002
Forman, Howard, "MD/MBA Programs in the United States: Evidence of a change in Healthcare Leadership" (with D.S. Larson and M. Chandler ), Academic Medicine, 78: 335-341, 2003
Forman, Howard, "Update on the Diagnostic Radiology Shortage" (with J.H. Sunshine, C.D. Maynard and J. Paros ), AJR, 182: 301-305, 2004
Forman, Howard, "Emergency Department Radiology Coverage Patterns in Private, Community Hospitals" (with D.S. Saketkhoo, M. Bhargavan and J.S. Sunshine), Survey and Implications Radiology, 231: 190-197, 2004
Forman, Howard, "Pediatric Radiology at the Millennium" (with J. Traubici, A.M. Covey, D.S. Kamin, J.C. Leonidas, and J.S. Sunshine), Radiology, Vol. 220, 109-114, 2001
Forman, Howard, "Do Medical Students Incorporate Market Considerations When Choosing a Specialty?: The Relative Attractiveness of Diagnostic Radiology as Seen Through the National" (with K. Anzilotti, D.S. Kamin, and J.S. Sunshine), Radiology, Vol. 221, 87-91, 2001
Forman, Howard, "What Characterizes Academic Radiology Departments that Secure Large Amounts of External Funding for Research?" (with A.L. Jonish, S. Kligerman, E. Nagy, M. Bhargavan, and J. Sunshine), Academic Radiology, Vol. 13, No. 12, 1513-1516, 2006
Forman, Howard, "Prevalence of Productivity-Enhancing Technologies in Radiology" (with N.R. Nayak, C. Meghea, and M. Bhargavan), American Journal of Roentgenology, Vol. 190, No. 6. 1445-1452, June, 2008
Forman, Howard, "Educating Parents about CT Radiation Exposure in Children: It’s Okay to Tell Them" (with D.B. Larson, S.B. Rader, and L.Z. Fenton), American Journal of Roentgenology, Vol. 189, 271-275, August, 2007
Forman, Howard, "Referring Physicians' Attitudes Toward International Interpretation of Teleradiology Images" (with N. Lester, T. Durazzo, A. Kaye and M. Ahl), American Journal of Roentgenology, Vol. 188, No. 1, 1-8, January, 2007
Forman, Howard, "Is the Tobacco Settlement Constitutional?" (with R. Rajkumar and C.P. Gross), The Journal of Law, Medicine, and Ethics, Vol. 34, No. 4, 748-752, 2006
Frederick, Shane, "Valuing Future Life and Future Lives: A Framework for Understanding Discounting" (with ), of Economic Psychology, Vol. 27, 667-680, 2006
Frederick, Shane, ""Cognitive Reflection and Decision Making" (with ), Journal of Economic Perspectives, Vol. 19, No. 4, 25-42, 2005
Frederick, Shane, "Time Discounting and Time Preference: A Critical Review" (with G. Loewenstein and T. O’ Donoghue), Journal of Economic Literature, Vol. 40, 351-401, 2002
Frederick, Shane, "Four Score and Seven Years From Now: The "Date/delay Effect" in Temporal Discounting" (with D. Read, B. Orsel, and J. Rahman), Management Science, Vol. 51, No. 9, 1326-1335, 2005
Frederick, Shane, "Try It, You’ll Like It: The Influence of Expectation, Consumption, and Revelation on Preferences for Beer" (with L. Lee and D. Ariely), Psychological Science, Vol. 17, No. 12, 1054-1058, 2006