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

"Financial Modeling of the Equity Market is the most comprehensive, up-to-date guide to modeling equity portfolios. The book is intended for a wide range of quantitative analysts, practitioners, and students of finance. Without sacrificing mathematical rigor, it presents arguments in a concise...

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Bibliographic Details

Main Author:	Fabozzi, Frank J.
Other Authors:	Focardi, Sergio M., Kolm, Petter N.
Format:	eBook
Language:	English
Published:	Hoboken, N.J. : Wiley, ©2006.
Series:	Frank J. Fabozzi series. Wiley finance series.
Subjects:	Stocks > Mathematical models. Portfolio management > Mathematical models.
Online Access:	Connect to the full text of this electronic book