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Joseph A. Cerniglia
Joseph A. Cerniglia
Univeristy of Pennsylvania and Courant Institute of Mathematics at New York University
Verified email at sas.upenn.edu
Title
Cited by
Cited by
Year
Best practices in research for quantitative equity strategies
JA Cerniglia, FJ Fabozzi, PN Kolm
Journal of Portfolio Management 42 (5), 135, 2016
262016
Selecting computational models for asset management: financial econometrics versus machine learning—is there a conflict?
JA Cerniglia, FJ Fabozzi
The Journal of Portfolio Management 47 (1), 107-118, 2020
162020
Academic, practitioner, and investor perspectives on factor investing
J Cerniglia, FJ Fabozzi
Journal of Portfolio Management 44 (4), 10, 2018
162018
Accelerating Learning in Active Management: The Alpha-Brier Process
JA Cerniglia, PE Tetlock
Journal of Portfolio Management 45 (5), 125-135, 2019
12019
Factor‐Based Equity Portfolio Construction and Analysis
PN Kolm, JA Cerniglia, FJ Fabozzi
Encyclopedia of Financial Models, 2013
12013
A Practitioner Perspective on Trading and the Implementation of Investment Strategies.
JA Cerniglia, FJ Fabozzi
Journal of Portfolio Management 48 (6), 2022
2022
Cross‐Sectional Factor‐Based Models and Trading Strategies
JA Cerniglia, PN Kolm, FJ Fabozzi
Encyclopedia of Financial Models, 2012
2012
First Come, First Disserved
J Cerniglia, J Livnat
Journal of Investment Management 6 (2), 2008
2008
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Articles 1–8