{"product_id":"financial-modeling-of-the-equity-market-from-capm-to-cointegration-9780471699002","title":"Financial Modeling of the Equity Market: From Capm to Cointegration","description":"\u003cp\u003e • Author(s): Frank J. Fabozzi\u003cbr\u003e • Publisher: Wiley\u003cbr\u003e • Publisher Imprint: Wiley\u003cbr\u003e • BISAC: Finance - General\u003c\/p\u003e\u003cp\u003e\u003c\/p\u003e\u003cp\u003e\u003cb\u003eFrom the Back Cover\u003c\/b\u003e\u003cbr\u003eFinancial Modeling of the Equity Market \u003c\/p\u003e\u003cp\u003eIn Financial Modeling of the Equity Market, Frank Fabozzi, Sergio Focardi, and Petter Kolm provide you with the tools you need to succeed in managing equity portfolios.\u003c\/p\u003e \u003cp\u003eThis book presents complex concepts in a concise and clear manner and includes a wealth of real-world examples and practical simulations. Filled with in-depth insight and expert advice, Financial Modeling of the Equity Market covers a wide range of important topics including: \u003c\/p\u003e \u003cul\u003e \u003cli\u003eThe major approaches to single-period portfolio analysis, including modeling, estimation, and optimization issues\u003c\/li\u003e \u003cli\u003eStatic and dynamic factor analysis, regime shifts, long-run modeling, and cointegration\u003c\/li\u003e \u003cli\u003eEstimation issues such as dimensionality reduction, Bayesian estimates, the Black-Litterman model, and random coefficient models\u003c\/li\u003e \u003cli\u003eAdvances in transaction cost measurement and modeling, robust optimization, and recent developments in optimization with higher moments\u003c\/li\u003e \u003c\/ul\u003e \u003cp\u003eFinancial Modeling of the Equity Market contains the latest techniques for modeling equity portfolios, and offers both financial professionals and students of finance a chance to improve their skills within this important area.\u003c\/p\u003e","brand":"Wiley","offers":[{"title":"Hardcover","offer_id":45114385563799,"sku":"9780471699002","price":7707.0,"currency_code":"INR","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0666\/3471\/1191\/files\/9780471699002.webp?v=1767269616","url":"https:\/\/atlanticbooks.com\/products\/financial-modeling-of-the-equity-market-from-capm-to-cointegration-9780471699002","provider":"Atlantic Books","version":"1.0","type":"link"}