Financial modeling of the equity market : from CAPM to cointegration :: Frank J. Fabozzi :: ISBN 9780471699002 :: Wiley 2006 :: OBNB, the Open British National Bibliography

Publication Data

Title Financial modeling of the equity market : from CAPM to cointegration
Author Frank J. Fabozzi
Contributors Sergio M. Focardi, Petter N. Kolm
Publisher Wiley
Publication date 2006
Publication location Hoboken, N.J.
Language English

Topics

Stocks :: Mathematical models
Portfolio management :: Mathematical models

Catalogue Data

OBNB ID GBA573268
ISBN 10 0471699004
ISBN 13 9780471699002
Type BibliographicResource, Book
Dewey Classification 332.6322

ISBD

P1053 xx, 651 p.
P1042 Includes bibliographical references and index.

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Financial modeling of the equity market : from CAPM to cointegration by Frank J. Fabozzi. ISBN 9780471699002. Published by Wiley in 2006. Publication and catalogue information, links to buy online and reader comments.