Multi-Period Trading Via Convex Optimization by Enzo Busseti, Stephen Boyd, Steven Diamond

92 pages missing pub info (editions)

nonfiction mathematics technology medium-paced
Powered by AI (Beta)
Loading...

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...

Read more

Community Reviews

Loading...

Content Warnings

Loading...