000			01453nam a2200289 a 4500
001			vtls000090990
003			KUKTEM
005			20251125102931.0
008			150826s2014 xxka bi 001 0 eng d
020			_a9780124016897 (hbk.)
020			_a0124016898 (hbk.)
039		9	_a201508261523 _basma _c201508261522 _dasma _y201508261522 _zasma
040			_aUMP
090			_aHG4515.5 .K57 2014
100	1		_aKissell, Robert
245	1	4	_aThe science of algorithmic trading and portfolio management / _cRobert Kissell
260			_aAmsterdam : _bAcademic Press, _c2014
300			_axviii, 473 p. : _bill. ; _c25 cm.
504			_aIncludes bibliographical references and index
505	2		_aAlgorithmic 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.
650		0	_aInvestments
650		0	_aAlgorithms
650		0	_aStocks _xMathematical models
650		0	_aProgram trading (Securities)
650		0	_aPortfolio management _xMathematical models
999			_aVIRTUA40 _c80850 _d80856
999			_aVTLSSORT0080*0400*0200*0201*0900*1000*2450*2600*3000*5040*5050*6500*6501*6502*6503*6504*9992