Financial Modeling of the Equity Market: From CAPM to Cointegration Frank J. Fabozzi, Sergio M. Facardi and Peter N. Kolm Reviewed by Cel Kulasekaran View PDF… Read more
Book Reviews
BOOK REVIEWS: Financial Modeling of the Equity Market: From CAPM to Cointegration
Volume 5, Number 2, Second Quarter 2007 Financial Modeling of the Equity Market: From CAPM to Cointegration Frank J. Fabozzi, Sergio M. Facardi and Peter N. Kolm Reviewed by Cel Kulasekaran View PDF… Read more
BOOK REVIEWS: Louis Bachelier’s Theory of Speculation
Mark Davis and Alison Etheridge Reviewed by Hans-Christian Luedmann View PDF… Read more
BOOK REVIEWS: A Behavioral Approach To Asset Pricing / Investors and Markets
A Behavioral Approach To Asset Pricing Hersh Shefrin Reviewed by Hans-Christian Ludemann Investors and Markets William Sharpe Reviewed by Craig W. French View PDF… Read more
BOOK REVIEWS: A History of the Theory of Investments / The Nobel Memorial Laureates in Economics: An Introduction to Their Careers and Main Published Works, 2005
A History of the Theory of Investments Mark Rubinstein Reviewed by Craig W. French The Nobel Memorial Laureates in Economics: An Introduction to Their Careers and Main Published Works, 2005 Howard R. Vane and Chris Mulhearn Reviewed by Frank Jones View PDF… Read more
BOOK REVIEWS: The Undercover Economist /The Future for Investors
The Undercover Economist Tim Harford Reviewed by Javier Estrada The Future for Investors Jeremy Siegel Reviewed by Javier Estrada View PDF… Read more
BOOK REVIEWS: Understanding Arbitrage: An Intuitive Approach to Financial Analysis / The Legacy of Fisher Black
Understanding Arbitrage: An Intuitive Approach to Financial Analysis Randall S. Billingsley Reviewed by Tim Adler The Legacy of Fisher Black Bruce Lehmann Reviewed by Craig W. French View PDF… Read more
BOOK REVIEWS: Freakonomics / The Future for Investors: Why the Tried and True Triumph over the Bold and the New
Freakonomics Steven D. Levitt and Stephen J. Dubner Reviewed by Tim Adler The Future for Investors: Why the Tried and True Triumph over the Bold and the New Jeremy J. Siegel Reviewed by Bruce Grantier View PDF… Read more
BOOK REVIEWS: Fischer Black and the Revolutionary Idea of Finance / The Sociology of Financial Markets
Fischer Black and the Revolutionary Idea of Finance Perry Mehrling Reviewed by Mark Kritzman The Sociology of Financial Markets Karin Knorr Cetina and Alex Preda Reviewed by Elizabeth Gorman View PDF… Read more
BOOK REVIEWS: Neoclassical Finance / Experimental Economics
Neoclassical Finance Stephen A. Ross Reviewed by Jennifer Chu Experimental Economics Ross M. Miller Reviewed by Ritirupa Samanta View PDF… Read more