Financial modeling of the equity market : from CAPM to cointegration
Frank J. Fabozzi; Sergio M. Focardi; Petter N. Kolm
| Year of publication: |
c 2006
|
|---|---|
| Authors: | Fabozzi, Frank J. ; Focardi, Sergio M. ; Kolm, Petter N. |
| Other Persons: | Focardi, Sergio M. (contributor) |
| Publisher: |
Hoboken, N.J. : Wiley |
| Subject: | Aktienmarkt | Stock market | CAPM | Kointegration | Cointegration | Portfolio-Management | Portfolio selection | Theorie | Theory | Mathematisches Modell | Aktienportefeuille | Kapitalmarkt | Modell |
| Description of contents: | Table of Contents [gbv.de] ; Description [loc.gov] ; Description [loc.gov] ; Description [swbplus.bsz-bw.de] |
| Extent: | XX, 651 S. graph. Darst. |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Language: | English |
| ISBN: | 978-0-471-69900-2 ; 0-471-69900-4 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002933247