Financial modeling of the equity market: from CAPM to cointegration
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| Main Authors: | , , |
|---|---|
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Hoboken, N.J.
Wiley
© 2006
|
| Series: | Frank J. Fabozzi series
Wiley finance |
| Subjects: | |
| Online Access: | FRO01 UBG01 URL des Erstveröffentlichers |
| Item Description: | Includes bibliographical references and index An inside look at modern approaches to modeling equity portfoliosFinancial Modeling of the Equity Market is the most comprehensive, up-to-date guide to modeling equity portfolios. The book is intended for a wide range of quantitative analysts, practitioners, and students of finance |
| Physical Description: | 1 Online-Ressource (XX, 651 pages) |
| ISBN: | 9781119201236 1119201233 0470037695 9780470037690 |
Staff View
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| author | Fabozzi, Frank J. 1948- Focardi, Sergio M. 1946- Kolm, Petter N. |
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| id | DE-604.BV043385251 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-10T07:24:28Z |
| institution | BVB |
| isbn | 9781119201236 1119201233 0470037695 9780470037690 |
| language | English |
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| physical | 1 Online-Ressource (XX, 651 pages) |
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| publishDate | 2006 |
| publishDateSearch | 2006 |
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| publisher | Wiley |
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| series2 | Frank J. Fabozzi series Wiley finance |
| spelling | Fabozzi, Frank J. 1948- Verfasser (DE-588)129772054 aut Financial modeling of the equity market from CAPM to cointegration Frank J. Fabozzi, Sergio M. Focardi, Petter N. Kolm Hoboken, N.J. Wiley © 2006 1 Online-Ressource (XX, 651 pages) txt rdacontent c rdamedia cr rdacarrier Frank J. Fabozzi series Wiley finance Includes bibliographical references and index An inside look at modern approaches to modeling equity portfoliosFinancial Modeling of the Equity Market is the most comprehensive, up-to-date guide to modeling equity portfolios. The book is intended for a wide range of quantitative analysts, practitioners, and students of finance BUSINESS & ECONOMICS / Investments & Securities / Stocks bisacsh Portfolio management / Mathematical models fast Stocks / Mathematical models fast Mathematisches Modell Wirtschaft Stocks / Mathematical models Portfolio management / Mathematical models Modell (DE-588)4039798-1 gnd rswk-swf Kapitalmarkt (DE-588)4029578-3 gnd rswk-swf Electronic books Kapitalmarkt (DE-588)4029578-3 s Modell (DE-588)4039798-1 s DE-604 Focardi, Sergio M. 1946- Verfasser (DE-588)173183859 aut Kolm, Petter N. Verfasser aut Erscheint auch als Druck-Ausgabe 0-471-69900-4 Erscheint auch als Druck-Ausgabe 978-0-471-69900-2 https://onlinelibrary.wiley.com/doi/book/10.1002/9781119201236 Verlag URL des Erstveröffentlichers Volltext |
| spellingShingle | Fabozzi, Frank J. 1948- Focardi, Sergio M. 1946- Kolm, Petter N. Financial modeling of the equity market from CAPM to cointegration BUSINESS & ECONOMICS / Investments & Securities / Stocks bisacsh Portfolio management / Mathematical models fast Stocks / Mathematical models fast Mathematisches Modell Wirtschaft Stocks / Mathematical models Portfolio management / Mathematical models Modell (DE-588)4039798-1 gnd Kapitalmarkt (DE-588)4029578-3 gnd |
| subject_GND | (DE-588)4039798-1 (DE-588)4029578-3 |
| title | Financial modeling of the equity market from CAPM to cointegration |
| title_auth | Financial modeling of the equity market from CAPM to cointegration |
| title_exact_search | Financial modeling of the equity market from CAPM to cointegration |
| title_full | Financial modeling of the equity market from CAPM to cointegration Frank J. Fabozzi, Sergio M. Focardi, Petter N. Kolm |
| title_fullStr | Financial modeling of the equity market from CAPM to cointegration Frank J. Fabozzi, Sergio M. Focardi, Petter N. Kolm |
| title_full_unstemmed | Financial modeling of the equity market from CAPM to cointegration Frank J. Fabozzi, Sergio M. Focardi, Petter N. Kolm |
| title_short | Financial modeling of the equity market |
| title_sort | financial modeling of the equity market from capm to cointegration |
| title_sub | from CAPM to cointegration |
| topic | BUSINESS & ECONOMICS / Investments & Securities / Stocks bisacsh Portfolio management / Mathematical models fast Stocks / Mathematical models fast Mathematisches Modell Wirtschaft Stocks / Mathematical models Portfolio management / Mathematical models Modell (DE-588)4039798-1 gnd Kapitalmarkt (DE-588)4029578-3 gnd |
| topic_facet | BUSINESS & ECONOMICS / Investments & Securities / Stocks Portfolio management / Mathematical models Stocks / Mathematical models Mathematisches Modell Wirtschaft Modell Kapitalmarkt |
| url | https://onlinelibrary.wiley.com/doi/book/10.1002/9781119201236 |
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