Sergio Focardi
Sergio Focardi
Professor of Finance De Vinci University and Researcher ESILV EMLV De Vinci, Paris
Verified email at devinci.fr
TitleCited byYear
Robust portfolio optimization and management
FJ Fabozzi, PN Kolm, DA Pachamanova, SM Focardi
John Wiley & Sons, 2007
4892007
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
3002001
The mathematics of financial modeling and investment management
SM Focardi, FJ Fabozzi
John Wiley & Sons, 2004
2302004
Financial econometrics: from basics to advanced modeling techniques
ST Rachev, S Mittnik, FJ Fabozzi, SM Focardi
John Wiley & Sons, 2007
2012007
Financial modeling of the equity market: from CAPM to cointegration
FJ Fabozzi, SM Focardi, PN Kolm
John Wiley & Sons, 2006
1372006
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
902003
ARCH/GARCH models in applied financial econometrics
RF Engle, SM Focardi, FJ Fabozzi
Encyclopedia of Financial Models, 2012
872012
Robust portfolio optimization
FJ Fabozzi, PN Kolm, DA Pachamanova, SM Focardi
The Journal of portfolio management 33 (3), 40-48, 2007
832007
Technology overview: A report on data mining
KM Decker, S Focardi
831995
The basics of financial econometrics: Tools, concepts, and asset management applications
FJ Fabozzi, SM Focardi, ST Rachev, BG Arshanapalli
John Wiley & Sons, 2014
772014
Quantitative equity investing: Techniques and strategies
FJ Fabozzi, SM Focardi, PN Kolm
John Wiley & Sons, 2010
612010
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
582003
A methodology for index tracking based on time-series clustering
SM Focardi, FJ Fabozzi 3
Quantitative Finance 4 (4), 417-425, 2004
572004
Incorporating trading strategies in the Black-Litterman framework
FJ Fabozzi, SM Focardi, PN Kolm
The Journal of Trading 1 (2), 28-37, 2006
502006
Probability and statistics for finance
ST Rachev, M Hoechstoetter, FJ Fabozzi, SM Focardi
John Wiley & Sons, 2010
382010
On the challenges in quantitative equity management
FJ Fabozzi, SM Focardi, CL Jonas
Quantitative Finance 8 (7), 649-665, 2008
362008
Fractional calculus and fractional processes with applications to financial economics: theory and application
H Fallahgoul, S Focardi, F Fabozzi
Academic Press, 2016
352016
Clustering economic and financial time series: Exploring the existence of stable correlation conditions
SM Focardi, FJ Fabozzi
Discussion Paper, 2001
342001
Trends in quantitative equity management: survey results
FJ Fabozzi, S Focardi, C Jonas
Quantitative Finance 7 (2), 115-122, 2007
322007
Fat Tails, Scaling, and Stable Laws: A Critical Look at Modeling Extremal Events in Financial Phenomena
SM Focardi, FJ Fabozzi
The Journal of Risk Finance 5 (1), 5-26, 2003
322003
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