Optimal VWAP trading strategy and relative volume / James McCulloch and Vladimir Kazakov.
Optimal VWAP trading strategy and relative volume / James McCulloch and Vladimir Kazakov.
About this item
Full title
Author / Creator
Publisher
Broadway, N.S.W. : University of Technology, Sydney, 2007.
Date
2007.
Call Numbers
N332.05/ 7
Record Identifier
MMS ID
Language
English
Formats
Physical Description
Physical content
31 p. : ill. ; 21 cm.
Publication information
Publisher
Broadway, N.S.W. : University of Technology, Sydney, 2007.
Place of Publication
New South Wales
Date Published
2007.
Subjects
More information
Alternative Titles
Full title
Optimal VWAP trading strategy and relative volume / James McCulloch and Vladimir Kazakov.
Authors, Artists and Contributors
Author / Creator
Notes
General note
Research paper / Quantitative Finance Research Centre ; 201.
Caption title.
"August, 2007".
Bibliography: p. 27-28.
Additional physical form availability note
Also available in an electronic version on the Internet. Address as of 27/6/08: http://www.business.uts.edu.au/qfrc/research/research_papers/rp201.pdf.
Contextual Information
Other version (online)
Identifiers
Primary Identifiers
Call Numbers
N332.05/ 7
Record Identifier
74VMQz4bZ4yg
Permalink
https://devfeature-collection.sl.nsw.gov.au/record/74VMQz4bZ4yg
Other Identifiers
DDC
332.6453
MMS ID
991000456559702626
