Financial modeling of the equity market : from CAPM to cointegration

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Bibliographic Information

Title
"Financial modeling of the equity market : from CAPM to cointegration"
Statement of Responsibility
Frank J. Fabozzi, Sergio M. Focardi, Petter N. Kolm
Publisher
  • J. Wiley
Publication Year
  • c2006
Book size
24 cm

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Notes

Includes bibliographical references and index

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Details 詳細情報について

  • CRID
    1130000798141529856
  • NII Book ID
    BA75683430
  • ISBN
    9780471699002
  • Text Lang
    en
  • Country Code
    us
  • Title Language Code
    en
  • Place of Publication
    • Hoboken, N.J.
  • Data Source
    • CiNii Books
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