Optimal trading strategies : quantitative approaches for managing market impact and trading risk

著者

• Kissell, Robert
• Glantz, Morton
• Malamut, Roberto

書誌事項

Optimal trading strategies : quantitative approaches for managing market impact and trading risk

Robert Kissell and Morton Glantz ; with special contribution by Roberto Malamut ; foreword by Neil Chriss

AMACOM, c2003

注記

Includes bibliographical references (p. 371-378) and index

詳細情報

• NII書誌ID(NCID): BA67376094
• ISBN:
  • 0814407242
• LCCN: 2002155973
• 出版国コード: us
• タイトル言語コード: eng
• 本文言語コード: eng
• 出版地: New York ; Tokyo
• ページ数/冊数: xvii, 382 p.
• 大きさ: 27 cm
• 分類:
  • LCC : HG4661
  • DC21 : 332.64/2
• 件名:
  • LCSH : Stocks
  • LCSH : Investments