Financial Modeling of the Equity Market: From CAPM to Cointegration (Frank J. Fabozzi Series)

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Financial Modeling of the Equity Market: From CAPM to Cointegration (Frank J. Fabozzi Series)
by Frank J. Fabozzi, Sergio M. Focardi, Petter N. Kolm
from Wiley

Customer Reviews:

• Avg. Customer Rating: 4.5 / 5.0

• Excellent choice of covered topics, okay presentation
  This book will be a valuable tool to quants, risk managers, portfolio managers, strategists / forecasters. It covers a comprehensive range of topics, from generation of forecasts to modeling risk to optimizing portfolios to accounting for transaction costs.
  This breadth turns into a bit of a weakness as the depth and detail of coverage is often inconsistent and uneven across the topics; technical details required to understand and implement some of the more interesting models are omitted on many... more info

• great book for modeling
  this is a good introductory book for quantitative developers. Many of the recent research and application of the financial engineering idea has rendered some famous books not as up-to-date as needed.
  The financial modeling has a lot of different methods and directions, this book definitly did not cover all those new developments. But it is almost impossible to do that, instead, it does covers a lot interesting ground. And I find almost few other books overlap with this one so far, so even on cost per... more info

• Comprehensive Coverage of Quantitative Equity Models
  Fabozzi, the guy who churned out a dozen fixed income books, has turned his attention to equity models. With two coauthors, his Financial Modeling of the Equity Market book is a comprehensive treatise on quantitative methodologies employed in equity investment and trading. Densely packed with mathematical and statistical formulae, this book is an excellent reference guide for those desiring to learn and understand equity models. The reason I didn't give it 5 stars is, like other Fabozzi books, this is heavy... more info

• Really good reference book
  It is the book I'd like to keep on my shelf. Very comprehensive and up-to-date, though a little bit condensed. It starts from portfolio theory and covers forefront techniques and practical issues of equity market modeling. Could be better if there are more examples of model applications.

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