Office: B-148 (Math Building)
An engineer by training, Sergio Focardi started his career in scientific computing, where most recently he held the position of Managing Director of the Italian subsidiary of the supercomputer firm Control Data. In 1992 he co-founded the consulting firm The Intertek Group (Paris) which consults major pension funds and financial institutions. He was also a co-founder of CINEF, a multidisciplinary research center in Econophysics at the University of Genoa (Italy). He later joined the EDHEC Business School (Nice, France) as Professor of Finance. Sergio has a PhD in Financial Mathematics from the University of Karlsuhe (Germany). He is on the Editorial Board of the Journal of Portfolio Management.
Sergio’s research interests include the study of factor models of equity prices, explaining and predicting market trends, trend reversals and market crashes, economic models with multiple inflation rates, and financial economics with artificial markets. The underlying theme of his research agenda is Economics as a complex system with multiple interacting agents. He has co-authored numerous papers that appeared in major journals and has co-authored ten books published by Wiley and three CFA Institute monographs: Investment Management after the Global Financial Crisis (2010), Challenges in Quantitative Equity Management(2008), and Trends in Quantitative Finance (2006). He is a co-worker on a CFA Institute project aimed at understanding the changes needed in the teaching of finance at universities and business schools following the recent financial crisis.