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Sergio Focardi
Sergio Focardi
Founder Economics and Complexity
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Title
Cited by
Cited by
Year
Robust portfolio optimization and management
FJ Fabozzi, PN Kolm, DA Pachamanova, SM Focardi
John Wiley & Sons, 2007
7172007
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
3822001
The basics of financial econometrics: Tools, concepts, and asset management applications
FJ Fabozzi, SM Focardi, ST Rachev, BG Arshanapalli
John Wiley & Sons, 2014
3302014
The mathematics of financial modeling and investment management
SM Focardi, FJ Fabozzi
John Wiley & Sons, 2004
3012004
Financial econometrics: from basics to advanced modeling techniques
ST Rachev, S Mittnik, FJ Fabozzi, SM Focardi
John Wiley & Sons, 2007
2892007
Fractional calculus and fractional processes with applications to financial economics: Theory and application
H Fallahgoul, S Focardi, F Fabozzi
Academic Press, 2016
1882016
Financial modeling of the equity market: from CAPM to cointegration
FJ Fabozzi, SM Focardi, PN Kolm
John Wiley & Sons, 2006
1882006
Robust portfolio optimization
FJ Fabozzi, PN Kolm, DA Pachamanova, SM Focardi
Journal of Portfolio Management 33 (3), 40, 2007
1592007
ARCH/GARCH models in applied financial econometrics
RF Engle, SM Focardi, FJ Fabozzi
Encyclopedia of financial models, 2012
1312012
Quantitative equity investing: Techniques and strategies
FJ Fabozzi, SM Focardi, PN Kolm
John Wiley & Sons, 2010
1092010
Traders' long-run wealth in an artificial financial market
M Raberto, S Cincotti, SM Focardi, M Marchesi
Computational Economics 22, 255-272, 2003
1042003
Appendix E: model selection criterion: AIC and BIC
FJ Fabozzi, SM Focardi, ST Rachev, BG Arshanapalli, M Hoechstoetter
The basics of financial econometrics 41 (1979), 399-403, 2014
1002014
A methodology for index tracking based on time-series clustering
SM Focardi, FJ Fabozzi 3
Quantitative Finance 4 (4), 417-425, 2004
922004
Technology overview: A report on data mining
KM Decker
Technical Report, CSCS-ETH, 1995
901995
Incorporating trading strategies in the Black-Litterman framework
FJ Fabozzi, SM Focardi, PN Kolm
The Journal of Trading 1 (2), 28-37, 2006
832006
Probability and statistics for finance
ST Rachev, M Hoechstoetter, FJ Fabozzi, SM Focardi
John Wiley & Sons, 2010
702010
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
682003
Trends in quantitative equity management: survey results
FJ Fabozzi, S Focardi, C Jonas
Quantitative Finance 7 (2), 115-122, 2007
622007
High-frequency trading: Methodologies and market impact
F Fabozzi, SM Focardi, C Jonas
Review of Futures Markets 9 (Special Issue), 7-38, 2011
572011
On the challenges in quantitative equity management
FJ Fabozzi, SM Focardi, CL Jonas
Quantitative Finance 8 (7), 649-665, 2008
512008
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