Financial modeling of the equity market : from CAPM to cointegration /
Frank J. Fabozzi, Sergio M. Focardi, Petter N. Kolm
- Hoboken, N.J. : Wiley, 2006
- xx, 651 p. : ill. ; 24 cm.
- Frank J. Fabozzi series .
- Wiley finance .
- Wiley finance series .