Financial modeling of the equity market : from CAPM to cointegration

Author(s)

Bibliographic Information

Financial modeling of the equity market : from CAPM to cointegration

Frank J. Fabozzi, Sergio M. Focardi, Petter N. Kolm

（The Frank J. Fabozzi series）（Wiley finance series）

J. Wiley, c2006

Available at  / 11 libraries

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Note

Includes bibliographical references and index

Related Books： 1-2 of 2

Details

  • NCID
    BA75683430
  • ISBN
    • 9780471699002
  • Country Code
    us
  • Title Language Code
    eng
  • Text Language Code
    eng
  • Place of Publication
    Hoboken, N.J.
  • Pages/Volumes
    xx, 651 p.
  • Size
    24 cm
  • Parent Bibliography ID
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