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Financial Modeling of the Equity Market: From CAPM to Cointegration - Frank J. Fabozzi Series Fabozzi, Frank J. (School of Management, Yale University, USA)
Financial Modeling of the Equity Market: From CAPM to Cointegration - Frank J. Fabozzi Series
Fabozzi, Frank J. (School of Management, Yale University, USA)
An inside look at modern approaches to modeling equity portfolios Financial Modeling of the Equity Market is the most comprehensive, up-to-date guide to modeling equity portfolios. The book is intended for a wide range of quantitative analysts, practitioners, and students of finance.
651 pages, ill
| Media | Books Hardcover Book (Book with hard spine and cover) |
| Released | November 1, 2005 |
| Original release date | 2006 |
| ISBN13 | 9780471699002 |
| Publishers | John Wiley & Sons Inc |
| Pages | 672 |
| Dimensions | 154 × 235 × 33 mm · 1.12 kg |
| Language | English |