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publications from the Journal of Trading, etc.

Attached are some published papers from very applied journals, such as the Journal of Trading, the Journal of Investing, the Journal of Portfolio Management.


  • A Brief History of TCA, Its Shortcomings. and a Proposed Framework - 2006.pdf
    98.8 KB · Views: 5
  • practical risk analysis - 2003.pdf
    268.9 KB · Views: 4
  • shortfall surprises - 2007.pdf
    3.2 MB · Views: 5
  • the hidden costs of index rebalancing - 2003.pdf
    108.2 KB · Views: 5
  • The Magic of Hindsight - 2007.pdf
    2 MB · Views: 4
  • Trading Costs in Three U.S. Bond Markets - 2003.pdf
    107.3 KB · Views: 4
  • Where Risk Control Meets Cost Control in Analytics Development - 2004.pdf
    297.1 KB · Views: 4