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. : Wiley, c2006. - xx, 651 p. : ill. ; c 24 cm. - Frank J. Fabozzi series Wiley finance . Fakulti Keusahawanan & Perniagaan. Includes bibliographical references and index. ISBN: 0471699004 9780471699002 Subjects--Topical Terms: Portfolio management--Mathematical models.Stocks--Mathematical models.