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The Journal of Trading

The Journal of Trading

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Article

Multi-Asset Trading Costs

Robert Kissell
The Journal of Trading Fall 2013, 8 (4) 69-80; DOI: https://doi.org/10.3905/jot.2013.8.4.069
Robert Kissell
is president of Kissell Research Group, LLC in Great Neck, NY.
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  • For correspondence: robert.kissell@kissellresearch.com
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Abstract

In this article, we provide insight into some of the industry’s developing trends pertaining to transaction cost analysis across multi-asset classes and its role in portfolio construction. We provide all investors—managers, analysts, traders, programmers, and so on—with a transparent process to evaluate and test transaction cost models across all asset classes. Most importantly, we provide a process that will allow managers to evaluate these costs and construct portfolios that are consistent with the fund’s investment objective, without worry of information leakage or having an outside party potentially reverse-engineer the investment decision process, because the data and analysis never leave the investor’s own desktop.

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The Journal of Trading: 8 (4)
The Journal of Trading
Vol. 8, Issue 4
Fall 2013
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Multi-Asset Trading Costs
Robert Kissell
The Journal of Trading Sep 2013, 8 (4) 69-80; DOI: 10.3905/jot.2013.8.4.069

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Multi-Asset Trading Costs
Robert Kissell
The Journal of Trading Sep 2013, 8 (4) 69-80; DOI: 10.3905/jot.2013.8.4.069
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  • Article
    • Abstract
    • GLOBAL EQUITY MARKETS
    • HISTORICAL COST INDEXES (1990–PRESENT)
    • ASSET ALLOCATION
    • MULTI-ASSET TRADING COSTS
    • CONCLUSION
    • ENDNOTES
    • REFERENCES
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