文档介绍：Financial Modeling of the Equity Market From CAPM to Cointegration
Financial Modeling
of the Equity
Market
From CAPM to Cointegration
FRANK J. FABOZZI
SERGIO M. FOCARDI
PETTER N. KOLM
John Wiley & Sons, Inc.
Page iii Tuesday, December 13, 2005 9:08 PM
File Attachment
Page vi Tuesday, December 13, 2005 9:08 PM
Financial Modeling
of the Equity
Market
Page i Tuesday, December 13, 2005 9:08 PM
THE FRANK J. FABOZZI SERIES
Fixed e Securities, Second Edition
by Frank J. Fabozzi
Focus on Value: A Corporate and Investor Guide to Wealth Creation
by James L. Grant and
James A. Abate
Handbook of Global Fixed e Calculations
by Dragomir Krgin
Managing a Corporate Bond Portfolio
by Leland E. Crabbe and Frank J. Fabozzi
Real Options and Option-Embedded Securities
by William T. Moore
Capital Budgeting: Theory and Practice
by Pamela P. Peterson and Frank J. Fabozzi
The Exchange-Traded Funds Manual
by Gary L. Gastineau
Professional Perspectives on Fixed e Portfolio Management, Volume 3
edited by Frank
J. Fabozzi
Investing in Emerging Fixed e Markets
edited by Frank J. Fabozzi and Efstathia Pilarinu
Handbook of Alternative Assets
by Mark J. P. Anson
The Exchange-Traded Funds Manual
by Gary L. Gastineau
The Global Money Markets
by Frank J. Fabozzi, Steven V. Mann, and
Moorad Choudhry
The Handbook of Financial Instruments
edited by Frank J. Fabozzi
Collateralized Debt Obligations: Structures and Analysis
by Laurie S. Goodman and Frank J.
Fabozzi
Interest Rate, Term Structure, and Valuation Modeling
edited by Frank J. Fabozzi
Investment Performance Measurement
by Bruce J. Feibel
The Handbook of Equity Style Management
edited by T. Daniel Coggin and
Frank J. Fabozzi
The Theory and Practice of Investment Management
edited by Frank J. F