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Optimal VWAP trading strategy and relative volume / James McCulloch and Vladimir Kazakov.

Optimal VWAP trading strategy and relative volume / James McCulloch and Vladimir Kazakov.

https://devfeature-collection.sl.nsw.gov.au/record/74VMQz4bZ4yg

Optimal VWAP trading strategy and relative volume / James McCulloch and Vladimir Kazakov.

About this item

Full title

Optimal VWAP trading strategy and relative volume / James McCulloch and Vladimir Kazakov.

Author / Creator

Publisher

Broadway, N.S.W. : University of Technology, Sydney, 2007.

Date

2007.

Call Numbers

N332.05/ 7

Record Identifier

74VMQz4bZ4yg

MMS ID

991000456559702626

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.

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

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