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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
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Empirical Dynamic Asset Pricing: Model Specification and Econometric Assessment (by Kenneth J. Singleton) →
“Experienced practitioners who seek a detailed review of the subject will find Singleton’s book very appealing. Even determined initiates with a sense of adventure will benefit from Singleton’s excellent presentation of this highly technical material. The bottom line is that whether you are an initiate or experienced practitioner, Singleton’s book deserves space on your shelf.”
reviewed for Journal of Investment Management, 2006, Fourth Quarter
