Financial Modeling of the Equity Market: From CAPM to Cointegration (by F. Fabozzi, S. Facardi, and P. Kolm) →
“Frank Fabozzi teams up with an academic and practitioner to write this comprehensive book
on equity modeling. Financial Modeling of the Equity Market is a well-organized text giving
a complete overview of definitions, notation, and sufficient formal descriptions of the mathematical tools common in asset management today. The book is intended as a reference for quantitative practitioners and students of mathematical finance…”
reviewed for Journal of Investment Management, 2007, Second Quarter
