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.
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Sergio M. Focardi, Frank Fabozzi, Turan G. Bali, Mathematical Methods for Finance: Tools for Asset and Risk Management, Wiley, 2013. [Book Cover]
Introducing the Stony Brook University Saturday Executive MBA Program. A blended program of Saturday and online classes.