Follow
Sergio Focardi
Sergio Focardi
Founder Economics and Complexity
No verified email - Homepage
Title
Cited by
Cited by
Year
Robust portfolio optimization and management
FJ Fabozzi, PN Kolm, DA Pachamanova, SM Focardi
John Wiley & Sons, 2007
8282007
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
3872001
The basics of financial econometrics: Tools, concepts, and asset management applications
FJ Fabozzi, SM Focardi, ST Rachev, BG Arshanapalli
John Wiley & Sons, 2014
3332014
The mathematics of financial modeling and investment management
SM Focardi, FJ Fabozzi
John Wiley & Sons, 2004
3032004
Financial econometrics: from basics to advanced modeling techniques
ST Rachev, S Mittnik, FJ Fabozzi, SM Focardi
John Wiley & Sons, 2007
2922007
Fractional calculus and fractional processes with applications to financial economics: Theory and application
H Fallahgoul, S Focardi, F Fabozzi
Academic Press, 2016
1892016
Financial modeling of the equity market: from CAPM to cointegration
FJ Fabozzi, SM Focardi, PN Kolm
John Wiley & Sons, 2006
1852006
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
1122010
Traders' long-run wealth in an artificial financial market
M Raberto, S Cincotti, SM Focardi, M Marchesi
Computational Economics 22, 255-272, 2003
1022003
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
1012014
A methodology for index tracking based on time-series clustering
SM Focardi, FJ Fabozzi 3
Quantitative Finance 4 (4), 417-425, 2004
912004
Technology overview: A report on data mining
KM Decker
Technical Report, CSCS-ETH, 1995
891995
Incorporating trading strategies in the Black-Litterman framework
FJ Fabozzi, SM Focardi, PN Kolm
The Journal of Trading 1 (2), 28-37, 2006
822006
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
672003
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
552011
On the challenges in quantitative equity management
FJ Fabozzi, SM Focardi, CL Jonas
Quantitative Finance 8 (7), 649-665, 2008
502008
Clustering economic and financial time series: Exploring the existence of stable correlation conditions
SM Focardi, FJ Fabozzi
Discussion Paper, 2001
422001
The system can't perform the operation now. Try again later.
Articles 1–20