Financial Modeling of the Equity Market From CAPM to Cointegration.doc

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