Kissell, Robert <br/><br/>
The science of algorithmic trading and portfolio management / 
Robert Kissell 
 - Amsterdam :  Academic Press,  2014 
 - xviii, 473 p. :  ill. ;  25 cm. 
<br/><br/>Includes bibliographical references and index 
<br/><br/>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. 
<br/><br/><label>ISBN: </label>9780124016897 (hbk.) 0124016898 (hbk.) 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Investments<br/>Algorithms<br/>Stocks--Mathematical models<br/>Program trading (Securities)<br/>Portfolio management--Mathematical models