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92 pages • paperback • 1 edition
ISBN/UID: 9781680833287
Format: Paperback
Language: English
Publisher: Now Publishers
Edition Pub Date: 08 Aug 2017
Description
Multi-Period Trading via Convex Optimization considers a basic model of multi-period trading, which can be used to evaluate the performance of a trading strategy. It describes a framework for single-period optimization, where the trades in each pe...
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Content Warnings
92 pages • paperback
ISBN/UID: 9781680833287
Format: Paperback
Language: English
Publisher: Now Publishers
Edition Pub Date: 08 Aug 2017
Description
Multi-Period Trading via Convex Optimization considers a basic model of multi-period trading, which can be used to evaluate the performance of a trading strategy. It describes a framework for single-period optimization, where the trades in each pe...
Community Reviews
Content Warnings