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Optimal Trading Strategies: Quantitative Approaches for Managing Market Impact and Trading Risk

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Optimal Trading Strategies: Quantitative Approaches for Managing Market Impact and Trading Risk - Kissell, Robert, and Glantz, Morton
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"The decisions that investment professionals and fund managers make have a direct impact on investor return. Unfortunately, the best implementation methodologies are not widely disseminated throughout the professional community, compromising the best interests of funds, their managers, and ultimately the individual investor. But now there is a strategy that lets professionals make better decisions. This valuable reference answers crucial questions such as: * How do I compare strategies? * Should I trade ...

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Optimal Trading Strategies: Quantitative Approaches for Managing Market Impact and Trading Risk 2003, Amacom, New York, NY

ISBN-13: 9780814407240

Hardcover