Financial modeling of the equity market from CAPM to cointegration /

Financial modeling of the equity market [electronic resource] : from CAPM to cointegration / Frank J. Fabozzi, Sergio M. Focardi, Petter N. Kolm.

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
Online Access: Full Text (via Wiley)
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:
Stocks > Mathematical models.
Portfolio management > Mathematical models.

Internet

Full Text (via Wiley)

Online

Holdings details from Online
Call Number: HG4661 .F33 2006eb
HG4661 .F33 2006eb Available

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