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Financial modeling of the equity market : from CAPM to cointegration /

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Bibliographic Details
Main Author: Fabozzi, Frank J.
Other Authors: Focardi, Sergio M., Kolm, Petter N.
Format: Book
Language:English
Published: Hoboken, N.J. : Wiley, [2006]
Series:Frank J. Fabozzi series.
Wiley finance series.
Subjects:
Stocks > Mathematical models.
Portfolio management > Mathematical models.
Description
Physical Description:xx, 651 pages : illustrations ; 24 cm.
Bibliography:Includes bibliographical references and index.
ISBN:0471699004 (hbk.)