Optimal Trading Strategies - Quantitative Approaches for Managing Market Impact and Trading Risk by: Robert Kissell and Morton Glantz

Title-ID:           TB682

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 Robert Kissell & Morton Glantz / ISBN 0814407242 / AMACOM / 2003 / Hardcover / 382 pages / TB682

From the Publisher:

 This book will introduce you to financial implementation decision-making, show you how to employ quantitative methods
 to manage trading costs throughout all phases of the investment cycle, and ultimately help to uncover techniques and strategies to
 reduce costs and increase portfolio returns. The authors present a framework to estimate costs and forecast market impact and timing risks.