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.

0471699004 9780471699002


Portfolio management--Mathematical models.
Stocks--Mathematical models.