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Index-exciting CAViaR : a new empirical time-varying risk model
Huang, Dashan; Yu, Baimin; Lu, Zudi; Fabozzi, Frank J.; … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 14 (2010) 2, pp. 1-24
Persistent link: https://www.econbiz.de/10009949964
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From Equilibrium to Non-Linear Dynamics in Investment Management
Focardi, Sergio - In: The journal of portfolio management : a publication of … 22 (1996) 4, pp. 19-31
Persistent link: https://www.econbiz.de/10007325542
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Business as Usual and Rate Events - The primary task of risk management - Risk minimization - Has propelled the use of derivatives to their current levels. Through the engineering...
Focardi, Sergio - In: The journal of portfolio management : a publication of … (1999), pp. 47-54
Persistent link: https://www.econbiz.de/10007339206
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Business as Usual and Rare Events - The primary task of risk management -- Risk minimization -- Has propelled the use of derivatives to their current levels. Through the engineerin...
Focardi, Sergio - In: The journal of portfolio management : a publication of … (1999), pp. 47-54
Persistent link: https://www.econbiz.de/10006571683
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Business as Usual and Rare Events
Focardi, Sergio - In: The journal of portfolio management : a publication of … (1999), pp. 47-54
Persistent link: https://www.econbiz.de/10006571705
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How do conflicting theories about financial markets coexist?
Phoa, Wesley; Focardi, Sergio; Fabozzi, Frank - In: Journal of post-Keynesian economics : JPKE 29 (2007) 3, pp. 363-392
Persistent link: https://www.econbiz.de/10007729537
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A SEAM OF KNOWLEDGE The importance of data analysis in firm-wide financial optimisation.
Focardi, Sergio - In: Risk : managing risk in the world's financial markets 10 (1997) 8, pp. 97-99
Persistent link: https://www.econbiz.de/10007068441
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Self-organization and market crashes
Focardi, Sergio; Cincotti, Silvano; Marchesi, Michele - In: Journal of economic behavior & organization : JEBO 49 (2002) 2, pp. 241-268
Persistent link: https://www.econbiz.de/10006827620
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Mortgage & Mortgage-Backed Securities Markets.
Fabozzi, Frank J.; Modigliani, Franco; Torous, Walter N. - In: The journal of finance : the journal of the American … 48 (1993) 4, pp. 1556-1558
Persistent link: https://www.econbiz.de/10006603637
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The Investment Performance of U.S. Equity Pension Fund Managers: An Empirical Investigation
Coggin, T.Daniel; Fabozzi, Frank J.; Rahman, Shafiqur - In: The journal of finance : the journal of the American … 48 (1993) 3, pp. 1039-1056
Persistent link: https://www.econbiz.de/10006603664