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: 6
shortfall surprises - 2007.pdf
3.2 MB
· Views: 7
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: 6
Where Risk Control Meets Cost Control in Analytics Development - 2004.pdf
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