Financial modeling of the equity market : from CAPM to cointegration

Frank J. Fabozzi, Sergio M. Focardi, Petter N. Kolm
Bok · Engelsk · 2006

Utgitt	Hoboken, N.J. : Wiley , c2006
Omfang	XX, 651 s.
Emner	Portfolio management - Mathematical models Stocks - Mathematical models
ISBN	9780471699002