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, c2006. - xx, 651 p. : ill. ; 24 cm. - Frank J. Fabozzi series . - Wiley finance . - Wiley finance series. .
Includes bibliographical references and index.
9780471699002
2006-295820
Stocks -- Mathematical models.
Portfolio management -- Mathematical models.
332.63 2042 / FAB [Shelf No. 5 ]
Financial modeling of the equity market : from CAPM to cointegration / Frank J. Fabozzi, Sergio M. Focardi, Petter N. Kolm. - Hoboken, N.J. : Wiley, c2006. - xx, 651 p. : ill. ; 24 cm. - Frank J. Fabozzi series . - Wiley finance . - Wiley finance series. .
Includes bibliographical references and index.
9780471699002
2006-295820
Stocks -- Mathematical models.
Portfolio management -- Mathematical models.
332.63 2042 / FAB [Shelf No. 5 ]