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Risk management : framework, methods, and practice

Focardi, Sergio; Jonas, Caroline - 1998

Persistent link: https://www.econbiz.de/10004222274

Modeling the market : new theories and techniques

Focardi, Sergio; Jonas, Caroline - 1997

Persistent link: https://www.econbiz.de/10004347356

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

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

A methodology for index tracking based on time-series clustering

Focardi, Sergio; Fabozzi, Frank - In: Quantitative Finance 4 (2004) 4, pp. 417-425

With the increased acceptance of capital market efficiency, there has been a significant increase in the money managed on an indexed basis. Several methodologies are available to replicate the target index. In this paper, we discuss the problems of (1) defining suitable performance objectives...

Persistent link: https://www.econbiz.de/10009215005

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

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

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

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

Factor models in finance

Focardi, Sergio - 2009

Persistent link: https://www.econbiz.de/10014275273