Best practices in research for quantitative equity strategies JA Cerniglia, FJ Fabozzi, PN Kolm Journal of Portfolio Management 42 (5), 135, 2016 | 26 | 2016 |
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 | 16 | 2020 |
Academic, practitioner, and investor perspectives on factor investing J Cerniglia, FJ Fabozzi Journal of Portfolio Management 44 (4), 10, 2018 | 16 | 2018 |
Accelerating Learning in Active Management: The Alpha-Brier Process JA Cerniglia, PE Tetlock Journal of Portfolio Management 45 (5), 125-135, 2019 | 1 | 2019 |
Factor‐Based Equity Portfolio Construction and Analysis PN Kolm, JA Cerniglia, FJ Fabozzi Encyclopedia of Financial Models, 2013 | 1 | 2013 |
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 |