1. Sergio M. Focardi and Frank Fabozzi, “Factor Uniqueness in the S&P 500 Universe: Can Proprietary Factors Exist?”, International Journal of Theoretical and Applied Finance 1, Vol. 16, No. 4 , June 2013. To access the paper, please click here.
1. Investment Management A Science to Teach or an Art to Learn? Frank J. Fabozzi, Sergio M. Focardi, and Caroline Jonas. (Research Foundation of CFA Institute, 2014). For more information, please click here.
2. Basics of Financial Econometrics. Frank J. Fabozzi, Sergio M. Focardi, and Svetlozar T. Rachev. (Wiley, 2014)
3. Sergio M. Focardi, Frank Fabozzi, Turan G. Bali, Mathematical Methods for Finance: Tools for Asset and Risk Management, Wiley, 2013. [Book Cover]