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

Published Hoboken, N.J. : Wiley, [2006] ©2006

Copies

Location	Call no.	Vol.	Availability
MELB	332.63228 Fab/Fmo		AVAILABLE

Description xx, 651 pages : illustrations ; 24 cm Series The Frank J. Fabozzi series Wiley finance Wiley finance series. Frank J. Fabozzi series. Bibliography Includes bibliographical references and index Subject Stocks -- Mathematical models. Portfolio management -- Mathematical models. Author Focardi, Sergio M. Kolm, Petter N. ISBN 0471699004 (hbk.)

  Permalink