Financial Modeling of the Equity Market: From Capm to Cointegration

by Frank J. Fabozzi, Sergio M. Focardi, Petter N. Kolm, et al.

Book Overview

An inside look at modern approaches to modeling equity portfolios Financial Modeling of the Equity Market is the most comprehensive, up-to-date guide to modeling equity portfolios. The book is... This description may be from another edition of this product.

• Format: Hardcover
• Language: English
• ISBN: 0471699004
• ISBN13: 9780471699002
• Release Date: November 2005
• Publisher: Wiley
• Length: 672 Pages
• Weight: 0.90 lbs.
• Dimensions: 1.8" x 6.2" x 9.3"