Sergio Focardi
Sergio Focardi
Professor of Finance De Vinci University and Researcher ESILV EMLV De Vinci, Paris
Подтвержден адрес электронной почты в домене devinci.fr
Название
Процитировано
Процитировано
Год
Robust portfolio optimization and management
FJ Fabozzi, PN Kolm, DA Pachamanova, SM Focardi
John Wiley & Sons, 2007
5182007
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
3172001
The mathematics of financial modeling and investment management
SM Focardi, FJ Fabozzi
John Wiley & Sons, 2004
2292004
Financial econometrics: from basics to advanced modeling techniques
ST Rachev, S Mittnik, FJ Fabozzi, SM Focardi
John Wiley & Sons, 2007
2102007
Financial modeling of the equity market: from CAPM to cointegration
FJ Fabozzi, SM Focardi, PN Kolm
John Wiley & Sons, 2006
1392006
The basics of financial econometrics: Tools, concepts, and asset management applications
FJ Fabozzi, SM Focardi, ST Rachev, BG Arshanapalli
John Wiley & Sons, 2014
1082014
ARCH/GARCH models in applied financial econometrics
RF Engle, SM Focardi, FJ Fabozzi
Encyclopedia of Financial Models, 2012
932012
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
Robust portfolio optimization
FJ Fabozzi, PN Kolm, DA Pachamanova, SM Focardi
The Journal of portfolio management 33 (3), 40-48, 2007
912007
Technology overview: A report on data mining
KM Decker, S Focardi
801995
Quantitative equity investing: Techniques and strategies
FJ Fabozzi, SM Focardi, PN Kolm
John Wiley & Sons, 2010
732010
A methodology for index tracking based on time-series clustering
SM Focardi, FJ Fabozzi 3
Quantitative Finance 4 (4), 417-425, 2004
612004
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
542006
Fractional calculus and fractional processes with applications to financial economics: Theory and application
H Fallahgoul, S Focardi, F Fabozzi
Academic Press, 2016
532016
Probability and statistics for finance
ST Rachev, M Hoechstoetter, FJ Fabozzi, SM Focardi
John Wiley & Sons, 2010
482010
Trends in quantitative equity management: survey results
FJ Fabozzi, S Focardi, C Jonas
Quantitative Finance 7 (2), 115-122, 2007
422007
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
332011
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