Frontmatter Page xviii Monday, March 8, 2004 10:06 AM
About the Authors
Sergio Focardi is a founding partner of the Paris-based consulting firm The
Intertek Group. Sergio lectures at CINEF (Center for Interdisciplinary
Research in Economics and Finance) at the University of Genoa and is a
member of the Editorial Board of the Journal of Portfolio Management. He
has published numerous articles on econophysics and coauthored two
books, Modeling the Markets: New Theories and Techniques and Risk Manage-
ment: Framework, Methods and Practice. His research interests include
modeling the interaction between multiple heterogeneous agents and the
econometrics of large equity portfolios based on cointegration and dynamic
factor analysis. Sergio holds a degree in Electronic Engineering from the
University of Genoa and a postgraduate degree in Communications from
the Galileo Ferraris Electrotechnical Institute (Turin).Frank J. Fabozzi, Ph.D., CFA, CPA is the Frederick Frank Adjunct Profes-
sor of Finance in the School of Management at Yale University. Prior to
joining the Yale faculty, he was a Visiting Professor of Finance in the Sloan
School of Management at MIT. Frank is a Fellow of the International Cen-
ter for Finance at Yale University, the editor of the Journal of Portfolio
Management, a member of Princeton University’s Advisory Council for the
Department of Operations Research and Financial Engineering, and a
trustee of the BlackRock complex of closed-end funds and Guardian Life
sponsored open-end mutual funds. He has authored several books in
investment management and in 2002 was inducted into the Fixed Income
Analysts Society’s Hall of Fame. Frank earned a doctorate in economics
from the City University of New York in 1972.xviii