Textbook
Financial Modeling of the Equity Market: From CAPM to CointegrationISBN: 978-0-471-69900-2
Hardcover
651 pages
January 2006, ©2006
This is a Print-on-Demand title. It will be printed specifically to fill your order. Please allow an additional 10-15 days delivery time. The book is not returnable.
|
FRANK J. FABOZZI, PHD, CFA, CPA, is the Frederick Frank Adjunct
Professor of Finance at Yale University's School of Management and
a Fellow of the International Center for Finance. Prior to joining
the Yale faculty, Fabozzi was a visiting professor of finance in
the Sloan School of Management at MIT. Fabozzi is the Editor of the
Journal of Portfolio Management.
Sergio M. Focardi is a founding partner of the Paris-based consulting firm, The Intertek Group. He consults on, trains on, and implements quantitative financial models. He is also a member of the editorial board of the Journal of Portfolio Management and author of numerous articles and books on financial modeling.
Petter N. Kolm, PHD, is a doctoral student in finance at Yale University's School of Management and a financial consultant in New York City. Previously, he worked in the Quantitative Strategies group at Goldman Sachs Asset Management where he developed quantitative investment models and strategies.