Financial modeling of the equity market : from CAPM to cointegration - Fabozzi, Frank J.; Focardi, Sergio, Dr.; Kolm, Petter N. (Hoboken, N.J. : Wiley, 2006)
Fakulti Keusahawanan & Perniagaan.
Includes bibliographical references and index.
Keywords: Portfolio management -- Mathematical models; Stocks -- Mathematical models