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Multi-Period Trading Via Convex Optimization

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Multi-Period Trading via Convex Optimization - Boyd, Stephen, and Busseti, Enzo, and Diamond, Steven
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This book provides the reader a uni ed, self-contained treatment, focusing on the practical issues, of how convex optimization can be used in multi-period trading. The technology described promises to improve trading performance at all levels.

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Multi-Period Trading via Convex Optimization 2017, Now Publishers, Norwell, MA

ISBN-13: 9781680833287

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