Amazon cover image
Image from Amazon.com

The science of algorithmic trading and portfolio management / Robert Kissell.

By: Material type: TextTextPublisher: Amsterdam ; Boston : Academic Press is an imprint of Elsevier, 2014Description: xviii, 473 pages : illustrations ; 25 cmContent type:
  • text
Media type:
  • unmediated
Carrier type:
  • volume
ISBN:
  • 9780124016897 (hbk.)
  • 0124016898 (hbk.)
Subject(s): LOC classification:
  • HG4515.5 KIS
Partial contents:
Algorithmic trading -- Market microstructure -- Algorithmic transaction cost analysis -- Market impact models -- Estimating I-star model parameters -- Price volatility -- Advanced algorithmic forecasting techniques -- Algorithmic decision making framework -- Portfolio algorithms -- Portfolio construction -- Quantitative portfolio management techniques -- Cost index and multi-asset trading costs -- High frequency trading and black box models.
Other editions: Electronic version: Kissell, Robert, 1967- Science of algorithmic trading and portfolio management.
Item type: Books
Tags from this library: No tags from this library for this title. Log in to add tags.
Star ratings
    Average rating: 0.0 (0 votes)
Holdings
Item type Current library Collection Call number Status Date due Barcode
Books Books GSU Library Epoch General Stacks NFIC HG4515.5KIS (Browse shelf(Opens below)) Available 50000005292

Includes bibliographical references (pages 453-463) and index.

Algorithmic trading -- Market microstructure -- Algorithmic transaction cost analysis -- Market impact models -- Estimating I-star model parameters -- Price volatility -- Advanced algorithmic forecasting techniques -- Algorithmic decision making framework -- Portfolio algorithms -- Portfolio construction -- Quantitative portfolio management techniques -- Cost index and multi-asset trading costs -- High frequency trading and black box models.

There are no comments on this title.

to post a comment.
Share