Balancing execution risk and trading cost in portfolio trading algorithms
Jeff Bacidore, Di Wu and Wenjie Xu
| Year of publication: |
2013
|
|---|---|
| Authors: | Bacidore, Jeffrey M. ; Wu, Di ; Xu, Wenjie |
| Published in: |
The journal of trading. - New York, NY : Institutional Investor, ISSN 1559-3967, ZDB-ID 2238380-3. - Vol. 8.2013, 4, p. 37-43
|
| Subject: | Portfolio-Management | Portfolio selection | Transaktionskosten | Transaction costs | Theorie | Theory | Elektronisches Handelssystem | Electronic trading |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010211738