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Optimal Trading Strategies: Quantitative Approaches for Managing Market Impact and Trading Risk
Optimal Trading Strategies: Quantitative Approaches for Managing Market Impact and Trading Risk
Kissell
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."..brilliantly fill[s] a significant gap in the literature and its applications in real-life trading...provides an accessible introduction to the science of trading...a thorough quantitative handling for those looking for the highest level of detail.-- www.seekingalpha.com  Read More

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