| Robust portfolio optimization and management FJ Fabozzi, SM Focardi, PN Kolm, DA Pachamanova John Wiley & Sons, 2007 | 663 | 2007 |
| Agent-based simulation of a financial market M Raberto, S Cincotti, SM Focardi, M Marchesi Physica A: Statistical Mechanics and its Applications 299 (1-2), 319-327, 2001 | 376 | 2001 |
| The mathematics of financial modeling and investment management SM Focardi, FJ Fabozzi John Wiley & Sons, 2004 | 294 | 2004 |
| The basics of financial econometrics: Tools, concepts, and asset management applications FJ Fabozzi, SM Focardi, ST Rachev, BG Arshanapalli John Wiley & Sons, 2014 | 291 | 2014 |
| Financial econometrics: from basics to advanced modeling techniques S Mittnik, FJ Fabozzi, SM Focardi, ST Rachev John Wiley & Sons, 2007 | 278 | 2007 |
| Financial modeling of the equity market: from CAPM to cointegration FJ Fabozzi, SM Focardi, PN Kolm John Wiley & Sons, 2006 | 175 | 2006 |
| Fractional calculus and fractional processes with applications to financial economics: Theory and application H Fallahgoul, S Focardi, F Fabozzi Academic Press, 2016 | 153 | 2016 |
| Robust portfolio optimization FJ Fabozzi, PN Kolm, DA Pachamanova, SM Focardi Journal of Portfolio Management 33 (3), 40, 2007 | 140 | 2007 |
| ARCH/GARCH models in applied financial econometrics RF Engle, SM Focardi, FJ Fabozzi Encyclopedia of financial models, 2012 | 126 | 2012 |
| Quantitative equity investing: Techniques and strategies FJ Fabozzi, SM Focardi, PN Kolm John Wiley & Sons, 2010 | 105 | 2010 |
| Traders' long-run wealth in an artificial financial market M Raberto, S Cincotti, SM Focardi, M Marchesi Computational Economics 22, 255-272, 2003 | 101 | 2003 |
| A methodology for index tracking based on time-series clustering SM Focardi, FJ Fabozzi 3 Quantitative Finance 4 (4), 417-425, 2004 | 89 | 2004 |
| Technology overview: A report on data mining KM Decker Technical Report, CSCS-ETH, 1995 | 88 | 1995 |
| Appendix E: Model selection criterion: AIC and BIC FJ Fabozzi, SM Focardi, ST Rachev, BG Arshanapalli, M Hoechstoetter The basics of financial econometrics 41 (1979), 399-403, 2014 | 80 | 2014 |
| Incorporating trading strategies in the Black-Litterman framework FJ Fabozzi, SM Focardi, PN Kolm The Journal of Trading (Retired) 1 (2), 28-37, 2006 | 79 | 2006 |
| Who wins? Study of long-run trader survival in an artificial stock market S Cincotti, SM Focardi, M Marchesi, M Raberto Physica A: Statistical Mechanics and its Applications 324 (1-2), 227-233, 2003 | 68 | 2003 |
| Probability and statistics for finance ST Rachev, M Hoechstoetter, FJ Fabozzi, SM Focardi John Wiley & Sons, 2010 | 62 | 2010 |
| Trends in quantitative equity management: survey results FJ Fabozzi, S Focardi, C Jonas Quantitative Finance 7 (2), 115-122, 2007 | 60 | 2007 |
| High-frequency trading: Methodologies and market impact F Fabozzi, SM Focardi, C Jonas Review of Futures Markets 9 (Special Issue), 7-38, 2011 | 52 | 2011 |
| On the challenges in quantitative equity management FJ Fabozzi, SM Focardi, CL Jonas Quantitative Finance 8 (7), 649-665, 2008 | 47 | 2008 |
