Sergio Focardi

Sergio Focardi

Pôle Universitaire Léonard de Vinci - La Défense / France
Economics & Econometrics / Accounting & Finance
AD Scientific Index ID: 917099
Pôle universitaire Léonard-de-Vinci
person_outline Sergio Focardi's MOST POPULAR ARTICLES
1-) Robust portfolio optimization and managementFJ Fabozzi, SM Focardi, PN Kolm, DA PachamanovaJohn Wiley & Sons, 20076342007
2-) Agent-based simulation of a financial marketM Raberto, S Cincotti, SM Focardi, M MarchesiPhysica A: Statistical Mechanics and its Applications 299 (1-2), 319-327, 20013602001
3-) The basics of financial econometrics: Tools, concepts, and asset management applicationsFJ Fabozzi, SM Focardi, ST Rachev, BG ArshanapalliJohn Wiley & Sons, 20143002014
4-) The mathematics of financial modeling and investment managementSM Focardi, FJ FabozziJohn Wiley & Sons, 20043142004
5-) Financial econometrics: from basics to advanced modeling techniquesST Rachev, S Mittnik, FJ Fabozzi, SM FocardiJohn Wiley & Sons, 20073052007