Financial modeling of the equity market : from CAPM to cointegration /
Fabozzi, Frank J.
Financial modeling of the equity market : from CAPM to cointegration / Frank J. Fabozzi, Sergio M. Focardi, Petter N. Kolm - Hoboken, N.J. : Wiley, 2006 - xx, 651 p. : ill. ; 24 cm. - Frank J. Fabozzi series . - Wiley finance . - Wiley finance series .
Includes bibliographical references and index
0471699004 (hbk.) RM235.98
Stocks--Mathematical models
Portfolio management--Mathematical models
Financial modeling of the equity market : from CAPM to cointegration / Frank J. Fabozzi, Sergio M. Focardi, Petter N. Kolm - Hoboken, N.J. : Wiley, 2006 - xx, 651 p. : ill. ; 24 cm. - Frank J. Fabozzi series . - Wiley finance . - Wiley finance series .
Includes bibliographical references and index
0471699004 (hbk.) RM235.98
Stocks--Mathematical models
Portfolio management--Mathematical models