A practical framework for estimating transaction costs and developing optimal trading strategies to achieve best execution

Finance Research Letters

Volumn 1, Issue 1, 2004, Pages 35-46

  Kissell, Robert ^a   Glantz, Morton ^a   Malamut, Roberto ^b  

^a FORDHAM UNIVERSITY   (United States)

^b Quantitative Analyst   (United States)

Author keywords

Best execution; Market impact; Optimal trading strategies; Transaction costs

Indexed keywords

EID: 3242693551     PISSN: 15446123     EISSN: None     Source Type: Journal    
DOI: 10.1016/S1544-6123(03)00004-7     Document Type: Article

References (11)

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