The Investor's Shelf — one person
FJ
Frank J. Fabozzi
Finance professor and longtime editor of the Journal of Portfolio Management, who writes and edits the standard fixed-income handbooks.
The handbooks define how bond, mortgage and preferred-stock markets are measured: cash-flow mechanics, duration and convexity, credit structures, and the pricing conventions desks actually use. Practitioners and CFA candidates work through these volumes to value and hedge the instruments the equity literature skips.
10 books of their own
Books they wrote 10
Start here
- The Handbook of Fixed Income SecuritiesFrank J. Fabozzi, 1983
- Bond Markets, Analysis, and StrategiesFrank J. Fabozzi, 1989
- Fixed Income AnalysisFrank J. Fabozzi, Barbara S. Petitt, Jerald E. Pinto, Wendy L. Pirie, 2007
Frank J. Fabozzi · 1983 · The desk reference for every instrument in the market.
Frank J. Fabozzi · 1989 · The standard course text on bond pricing and portfolio strategy.
Frank J. Fabozzi, Barbara S. Petitt, Jerald E. Pinto, Wendy L. Pirie · 2007 · The CFA Institute treatment of valuation and risk measures.
Frank J. Fabozzi · 1988 · Edited volume, Probus. Open Library API unreachable this pass.
Frank J. Fabozzi · 1992 · Edited volume, Probus. Open Library API unreachable this pass.
Sylvan G. Feldstein, Frank J. Fabozzi · 2008 · Fabozzi-style reference covering credit, structure and analytics.
John Brynjolfsson, Frank J. Fabozzi · 1999 · Early edited volume written as the US TIPS market opened.
Frank J. Fabozzi · 2010 · Short Fabozzi treatment of straight preferred as a fixed-income instrument.
Frank J. Fabozzi · 2004 · Edited academic collection on the mechanics and evidence.
Frank J. Fabozzi, Peter K. Nevitt · 2000 · The standard reference on lease structures, residuals and tax treatment.