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publications from the Journal of Trading, etc.

Li

Joined
9/11/06
Messages
5
Points
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Attached are some published papers from very applied journals, such as the Journal of Trading, the Journal of Investing, the Journal of Portfolio Management.
 

Attachments

  • A Brief History of TCA, Its Shortcomings. and a Proposed Framework - 2006.pdf
    98.8 KB · Views: 6
  • practical risk analysis - 2003.pdf
    268.9 KB · Views: 5
  • shortfall surprises - 2007.pdf
    3.2 MB · Views: 6
  • the hidden costs of index rebalancing - 2003.pdf
    108.2 KB · Views: 6
  • The Magic of Hindsight - 2007.pdf
    2 MB · Views: 5
  • Trading Costs in Three U.S. Bond Markets - 2003.pdf
    107.3 KB · Views: 5
  • Where Risk Control Meets Cost Control in Analytics Development - 2004.pdf
    297.1 KB · Views: 5

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