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Optimal Trading Strategies: Quantitative Approaches for Managing Market Impact and Trading Risk
Optimal Trading Strategies Quantitative Approaches for Managing Market Impact and Trading Risk
Author: Robert Kissell, Morton Glantz
Everyday financial professionals are required to make important decisions regarding how best to execute an investment decision. The process entails estimating transaction costs, forecasting market impact and risk, evaluating alternative strategies, developing optimal trading strategies, choosing agency transaction or principal bid, and selecting...  more »
ISBN-13: 9780814407240
ISBN-10: 0814407242
Publication Date: 6/2003
Pages: 382
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Publisher: American Management Association
Book Type: Hardcover
Members Wishing: 1
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