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1、OPTIMALTRADINGSTRATEGIESQuantitativeApproachesforManagingMarketImpacta11dTradingRiskRobertKissellandMortonGlantzForewordbyNeilChriss,ManagingDirectorofQuantitativeStrategies,SACCapitalManagementOptimalTradingStrategiesQuantitativeApproachesforManagingMarketImpactandTradingR
2、iskRobertKissellandMortonGlantzwithspecialcontributionbyRobertoMalamut,Ph.D.ForewordbyNeilChriss,Ph.D.AMACOMAmericanManagementAssociationNewYork•Atlanta•Boston•Chicago•KansasCity•SanFrancisco•Washington,D.CBrussels•MexicoCity•Tokyo•TorontoSpecialdiscountsonbulkquantitiesofA
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5、ofessionalservice.Iflegaladviceorotherexpertassistanceisrequired,theservicesofacompetentprofessionalpersonshouldbesought.LibraryofCongressCataloging-in-PublicationDataKissell,Robert,1967-0ptimaltradingstrategies:quantitativeapproachesformanagingmarketimpactandtradingriskIRo
6、bertKissellandMortonGlantz;withspecialcontributionbyRobertoMalamut.p.cmIncludesbibliographicalreferencesandindex.ISBN-10:0-8144-0724-2ISBN-13:978-0-8144-0724-01.Stocks.2.Investments.I.Glantz,Morton.II.Malamut,Roberto,1965-III.Title.HG466l.K472003332.64'2-dc212002155973©2003
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