Sergio M. Focardi
Franklin University Switzerland(CH)
Publications by Year
Research Areas
Complex Systems and Time Series Analysis, Financial Markets and Investment Strategies, Financial Risk and Volatility Modeling, Economic theories and models, Stochastic processes and financial applications
Most-Cited Works
- → The Basics of Financial Econometrics(2014)184 cited
- → Robust Portfolio Optimization(2007)165 cited
- → π±-p and p-p Elastic scattering at 8.5, 12.4 and 18.4 GeV/c(1965)144 cited
- The Mathematics of Financial Modeling and Investment Management(2004)
- Fractional Calculus and Fractional Processes with Applications to Financial Economics: Theory and Application(2016)
- Financial Modeling of the Equity Market : From CAPM to Cointegration(2006)
- → Fractional Calculus(2017)84 cited
- → Incorporating Trading Strategies in the Black-Litterman Framework(2006)70 cited