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. : John Wiley & Sons, c2006 - xx, 651 p. - Frank J. Fabozzi series Wiley finance series . - Frank J. Fabozzi series Wiley finance series .

Y08 M02 D57

9780471699002


Stocks--Mathematical models.
Portfolio management--Mathematical models.

332.632042 / F121F