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Joseph A Cerniglia
AD Scientific Index 2024
Natural Sciences / Mathematical Sciences
University of Pennsylvania - Philadelphia / United States
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Joseph A Cerniglia's MOST POPULAR ARTICLES
1-)
Best practices in research for quantitative equity strategiesJA Cerniglia, FJ Fabozzi, PN KolmJournal of Portfolio Management 42 (5), 135, 2016262016
2-)
Academic, practitioner, and investor perspectives on factor investingJ Cerniglia, FJ FabozziJournal of Portfolio Management 44 (4), 10, 2018152018
3-)
Selecting computational models for asset management: financial econometrics versus machine learning—is there a conflict?JA Cerniglia, FJ FabozziThe Journal of Portfolio Management 47 (1), 107-118, 2020142020
4-)
Accelerating Learning in Active Management: The Alpha-Brier ProcessJA Cerniglia, PE TetlockJournal of Portfolio Management 45 (5), 125-135, 201912019
5-)
A Practitioner Perspective on Trading and the Implementation of Investment Strategies.JA Cerniglia, FJ FabozziJournal of Portfolio Management 48 (6), 20222022
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