David vs Goliath (You Against the Markets), A Dynamic Programming Approach to Separate the Impact and Timing of Trading Costs (Presentation Slides)-Reference-Cited by-同舟云学术

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David vs Goliath (You Against the Markets), A Dynamic Programming Approach to Separate the Impact and Timing of Trading Costs (Presentation Slides)

Published:2017 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Kashyap Ravi

Publisher

Elsevier BV

Reference12 articles.

1. What does it take to win the trading game;J L -Treynor;Financial Analysts Journal,1981

2. The implementation shortfall: Paper versus reality;A F -Perold;The Journal of Portfolio Management,1988

3. Market structure and liquidity on the Tokyo Stock Exchange;B N Lehmann;The industrial organization and regulation of the securities industry,1996

4. Optimal execution of portfolio transactions;D -Bertsimas;Journal of Financial Markets,1998

5. Automated versus floor trading: An analysis of execution costs on the Paris and New York exchanges;K -Venkataraman;The Journal of Finance,2001

Cited by 2 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. The Uncertainty Principle of the Social Sciences;SSRN Electronic Journal;2014

2. Trading Strategies and Market Colour: The Benefits of Friendship with Quantitative Analysts and Financial Engineers;SSRN Electronic Journal;2013

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