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Financial modeling of the equity market : from CAPM to cointegration

Record Type:	Language materials, printed : monographic
Title Information:	from CAPM to cointegration
Author:	FabozziFrank J.,
Alternative Intellectual Responsibility:	KolmPetter N.,
Alternative Intellectual Responsibility:	FocardiSergio M.,
Place of Publication:	Hoboken, N. J.
Published:	John Wiley & Sons;
Year of Publication:	c2006
Description:	xx, 651p.ill. : 24cm.;
Series:	Frank J. Fabozzi series
Subject:	Portfolio management - Mathematical models. -
Subject:	Stocks - Mathematical models. -
Notes:	Includes index.
ISBN:	0-471-69900-4bound

Financial modeling of the equity market : from CAPM to cointegration
Fabozzi, Frank J.

Financial modeling of the equity market : from CAPM to cointegration / Frank J. Fabozzi, Sergio M. Focardi, Petter N. Kolm - Hoboken, N. J. : John Wiley & Sons, c2006. - xx, 651p. ; ill. ; 24cm.. - (Frank J. Fabozzi series).
Includes index..
ISBN 0-471-69900-4
Portfolio management - Mathematical models.Stocks - Mathematical models.

Kolm, Petter N.

Financial modeling of the equity market : from CAPM to cointegration
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100 $a 20100306 2006 0chiy09 e
101 0 $a eng
200 0 $a Financial modeling of the equity market $e from CAPM to cointegration $f Frank J. Fabozzi, Sergio M. Focardi, Petter N. Kolm
210 $a Hoboken, N. J. $d c2006 $c John Wiley & Sons
215 1 $a xx, 651p. $c ill. $d 24cm.
225 0 # $a Frank J. Fabozzi series
300 $a Includes index.
606 # 1 $a Portfolio management - Mathematical models. $3 94507
606 # 1 $a Stocks - Mathematical models. $3 74124
676 $a 332.632042
700 1 $a Fabozzi $b Frank J. $3 57403
701 1 $a Kolm $b Petter N. $3 161517
701 1 $a Focardi $b Sergio M. $3 145349
801 0 $b 嶺東科技大學圖書館

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