Optimal Trading Strategies

副标题: Quantitative Approaches for Managing Market Impact and Trading Risk

ISBN: 9780814407240

作者: KISSELL ROBERT

出版社: AMACOM

出版年: 2003-7

页数: 350

定价: $ 79.04

装帧: HRD

内容简介

"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 aggressively or passively? * How do I estimate trading costs, "slice" an order, and measure performance? and dozens more. Optimal Trading Strategies is the first book to give professionals the methodology and framework they need to make educated implementation decisions based on the objectives and goals of the funds they manage and the clients they serve."