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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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PORTFOLIO CONSTRUCTION - ROBUST PORTFOLIO OPTIMIZATION
Fabozzi, Frank J.; Kolm, Petter N.; Pachamanova, … - In: The journal of portfolio management : a publication of … 33 (2007) 3, pp. 40-48
Persistent link: https://www.econbiz.de/10007750722
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FACTOR UNIQUENESS IN THE S&P 500 UNIVERSE: CAN PROPRIETARY FACTORS EXIST?
FOCARDI, SERGIO M.; FABOZZI, FRANK J. - In: International journal of theoretical and applied finance 16 (2013) 4
Persistent link: https://www.econbiz.de/10010151929
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Black swans and white eagles: on mathematics and finance
Focardi, Sergio; Fabozzi, Frank J. - In: Mathematical methods of operations research 69 (2009) 3, pp. 379-394
Persistent link: https://www.econbiz.de/10008257949
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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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Traders' Long-Run Wealth in an Artificial Financial Market
Raberto, Marco; Cincotti, Silvano; Focardi, Sergio M.; … - In: Computational economics 22 (2003) 2, pp. 255-272
Persistent link: https://www.econbiz.de/10007031020
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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