Mathematical Methods for Finance: Tools for Asset and Risk Management von Focardi, Sergio M, Fabozzi, Frank J, Bali, Turan G

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Modeling local trends with regime shifting models with time-varying probabilities von Focardi, Sergio M., Fabozzi, Frank J., Mazza, Davide

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A new approach to statistical arbitrage: Strategies based on dynamic factor models of prices and their performance von Focardi, Sergio M., Fabozzi, Frank J., Mitov, Ivan K.

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Who wins? Study of long-run trader survival in an artificial stock market von Cincotti, Silvano, M. Focardi, Sergio, Marchesi, Michele, Raberto, Marco

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Probability and Statistics for Finance von Rachev, Svetlozar T, Hoechstoetter, Markus, Fabozzi, Frank J, Focardi, Sergio M

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The Basics of Financial Econometrics: Tools, Concepts, and Asset Management Applications von Fabozzi, Frank J, Focardi, Sergio M, Rachev, Svetlozar T, Arshanapalli, Bala G, Hoechstoetter, Markus

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How do conflicting theories about financial markets coexist? von Phoa, Wesley, Focardi, Sergio M., Fabozzi, Frank J.

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A methodology for index tracking based on time-series clustering von Focardi, Sergio M, Fabozzi 3, Frank J

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Traders' Long-Run Wealth in an Artificial Financial Market von Raberto, Marco, Focardi, Sergio, Cincotti, Silvano, Marchesi, Michele

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On the challenges in quantitative equity management von Fabozzi, Frank J., Focardi, Sergio M., Jonas, Caroline L.

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Common dynamic factors for cryptocurrencies and multiple pair-trading statistical arbitrages von Figá-Talamanca, Gianna, Focardi, Sergio, Patacca, Marco

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THE REASONABLE EFFECTIVENESS OF MATHEMATICS IN ECONOMICS von Focardi, Sergio M., Fabozzi, Frank J.

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Agent-based simulation of a financial market von Raberto, Marco, Cincotti, Silvano, Focardi, Sergio M., Marchesi, Michele

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Is economics an empirical science? If not, can it become one? von Focardi, Sergio M.

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An autoregressive conditional duration model of credit-risk contagion von Focardi, Sergio M, Fabozzi, Frank J

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Market experience with modeling for defined-benefit pension funds: evidence from four countries von FABOZZI, FRANK J., FOCARDI, SERGIO M., JONAS, CAROLINE L.

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Fat Tails, Scaling, and Stable Laws: A Critical Look at Modeling Extremal Events in Financial Phenomena von FOCARDI, SERGIO M, FABOZZI, FRANK J

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FACTOR UNIQUENESS IN THE S&P 500 UNIVERSE: CAN PROPRIETARY FACTORS EXIST? von Focardi, Sergio M, Fabozzi, Frank J

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FACTOR UNIQUENESS IN THE S&P 500 UNIVERSE: CAN PROPRIETARY FACTORS EXIST? von FOCARDI, SERGIO M., FABOZZI, FRANK J.

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Price Formation in an Artificial Market: Limit Order Book Versus Matching of Supply and Demand von Raberto, Marco, Cincotti, Silvano, Dose, Christian, Focardi, Sergio M., Marchesi, Michele

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