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Financial Modeling of the Equity Market: From CAPM to Cointegration (Frank J. Fabozzi Series)
Financial Modeling of the Equity Market: From CAPM to Cointegration (Frank J. Fabozzi Series)
Frank J. Fabozzi CFA , Sergio M. Focardi , Petter N. Kolm
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An inside look at modern approaches to modeling equity portfoliosFinancial 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.... Read More

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