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Optimal Trading Strategies Quantitative Approaches for Managing Market Impact and Trading Risk Robert Kissel and Morton Glantz.Hedging trading risk can make execution optimal. Kissel, R. and M. Glantz, 2003.

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Bio: Professor Morton Glantz. -Optimal Trading Strategies, AMACOM 2003 (co-author: Dr.In economics and related disciplines, a transaction cost is a cost incurred in making an economic exchange.

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