Sergio M. Focardi

Robust Portfolio Optimization

Frank J. Fabozzi, Petter N. Kolm, Dessislava A. Pachamanova et al. · The Journal of Portfolio Management · 2007 · 165 citations

Portfolio Optimization, Engineering, Robust Modeling +13

π±-p and p-p Elastic scattering at 8.5, 12.4 and 18.4 GeV/c

D. Harting, P. M. Blackall, B. Elsner et al. · Il Nuovo Cimento · 1965 · 144 citations

Engineering, Nuclear Physics, Physics +7

Incorporating Trading Strategies in the Black-Litterman Framework

Frank J. Fabozzi, Sergio M. Focardi, Petter N. Kolm · The Journal of Trading · 2006 · 70 citations

Trade, Asset Allocation, Portfolio Management +21

Traders' Long-Run Wealth in an Artificial Financial Market

Marco Raberto, Silvano Cincotti, Sergio M. Focardi et al. · Computational Economics · 2003 · 69 citations

A methodology for index tracking based on time-series clustering

Sergio M. Focardi, Frank J. Fabozzi · Quantitative Finance · 2004 · 68 citations