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

An inside look at modern approaches to modeling equity portfoliosFinancial 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.

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Bibliographic Details
Main Author: Fabozzi, Frank J.
Other Authors: Focardi, Sergio M., Kolm, Petter N.
Format: Electronic eBook
Language:English
Published: Hoboken, N.J. : Wiley, ©2006.
Series:Frank J. Fabozzi series.
Subjects:
Online Access:CONNECT