Financial modeling of the equity market : from CAPM to cointegration
Frank J. Fabozzi ; Sergio M. Focardi ; Petter N. Kolm
| Year of publication: |
2006
|
|---|---|
| Authors: | Fabozzi, Frank J. ; Focardi, Sergio ; Kolm, Petter N. |
| Publisher: |
Hoboken, N.J. : Wiley |
| Subject: | Stocks | Mathematical models | Portfolio management | Kreditmarkt | Mathematisches Modell | Portfoliomanagement |
| Description of contents: | Table of Contents [digitool.hbz-nrw.de] |
| Extent: | XX, 651 S. : graph. Darst. |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Language: | English |
| ISBN: | 0-471-69900-4 ; 978-0-471-69900-2 |
| Classification: | Investition, Finanzierung |
| Source: |
Persistent link: https://www.econbiz.de/10004845550