Financial modeling of the equity market : from capm to cointegration
by
Fabozzi, Frank J.
Title
:
Financial modeling of the equity market : from capm to cointegration
Author
:
Fabozzi, Frank J.
ISBN
:
9780471699002
Personal Author
:
Fabozzi, Frank J.
Publication Information
:
New Jersey : John Wiley Publishing , 2006.
Physical Description
:
650 p. ; 24 cm.
General Note
:
Includes index.
Subject Term
:
Stocks -- Mathematical models
Portfolio management -- Mathematical models