Sergio Focardi
Sergio Focardi
Professor of Finance De Vinci University and Researcher ESILV EMLV De Vinci, Paris
Verified email at devinci.fr
Title
Cited by
Cited by
Year
Robust portfolio optimization and management
FJ Fabozzi, PN Kolm, DA Pachamanova, SM Focardi
John Wiley & Sons, 2007
5362007
Agent-based simulation of a financial market
M Raberto, S Cincotti, SM Focardi, M Marchesi
Physica A: Statistical Mechanics and its Applications 299 (1-2), 319-327, 2001
3232001
The mathematics of financial modeling and investment management
SM Focardi, FJ Fabozzi
John Wiley & Sons, 2004
2392004
Financial econometrics: from basics to advanced modeling techniques
ST Rachev, S Mittnik, FJ Fabozzi, SM Focardi
John Wiley & Sons, 2007
2182007
Financial modeling of the equity market: from CAPM to cointegration
FJ Fabozzi, SM Focardi, PN Kolm
John Wiley & Sons, 2006
1442006
The basics of financial econometrics: Tools, concepts, and asset management applications
FJ Fabozzi, SM Focardi, ST Rachev, BG Arshanapalli
John Wiley & Sons, 2014
1172014
ARCH/GARCH models in applied financial econometrics
RF Engle, SM Focardi, FJ Fabozzi
Encyclopedia of Financial Models, 2012
972012
Robust portfolio optimization
FJ Fabozzi, PN Kolm, DA Pachamanova, SM Focardi
The Journal of portfolio management 33 (3), 40-48, 2007
962007
Traders' long-run wealth in an artificial financial market
M Raberto, S Cincotti, SM Focardi, M Marchesi
Computational Economics 22 (2-3), 255-272, 2003
932003
Technology overview: A report on data mining
KM Decker, S Focardi
811995
Quantitative equity investing: Techniques and strategies
FJ Fabozzi, SM Focardi, PN Kolm
John Wiley & Sons, 2010
772010
A methodology for index tracking based on time-series clustering
SM Focardi, FJ Fabozzi 3
Quantitative Finance 4 (4), 417-425, 2004
652004
Who wins? Study of long-run trader survival in an artificial stock market
S Cincotti, SM Focardi, M Marchesi, M Raberto
Physica A: Statistical Mechanics and its Applications 324 (1-2), 227-233, 2003
602003
Incorporating trading strategies in the Black-Litterman framework
FJ Fabozzi, SM Focardi, PN Kolm
The Journal of Trading 1 (2), 28-37, 2006
552006
Fractional calculus and fractional processes with applications to financial economics: Theory and application
H Fallahgoul, S Focardi, F Fabozzi
Academic Press, 2016
542016
Probability and statistics for finance
ST Rachev, M Hoechstoetter, FJ Fabozzi, SM Focardi
John Wiley & Sons, 2010
512010
Trends in quantitative equity management: survey results
FJ Fabozzi, S Focardi, C Jonas
Quantitative Finance 7 (2), 115-122, 2007
442007
On the challenges in quantitative equity management
FJ Fabozzi, SM Focardi, CL Jonas
Quantitative Finance 8 (7), 649-665, 2008
402008
Clustering economic and financial time series: Exploring the existence of stable correlation conditions
SM Focardi, FJ Fabozzi
Discussion Paper, 2001
372001
High-frequency trading: methodologies and market impact
F Fabozzi, SM Focardi, C Jonas
Review of Futures Markets 9 (Special Issue), 7-38, 2011
362011
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