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

by Kissell, Robert; Glantz, Morton; Malamut, Roberto.
Material type: materialTypeLabelBookPublisher: New York : AMACOM, c2003Description: xvii, 382 p. : ill. ; 27 cm.ISBN: 0814407242 (hbk. : alk. paper).Subject(s): Stocks | Investments
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Includes bibliographical references (p. 371-378) and index.

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