Fabozzi, Frank J. <br/><br/>
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. .
<br/><br/>Includes bibliographical references and index. 
<br/><br/><label>ISBN: </label>9780471699002 
<br/><br/><label>LCCN: </label>2006-295820 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Stocks -- Mathematical models.<br/>Portfolio management -- Mathematical models.
<br/><br/><label>Dewey Class. No.: </label>332.63 2042  / FAB [Shelf No. 5 ]