Deconstructing execution cost and risk
L Kyj, B Zheng - The Journal of Trading, 2017 - pm-research.com
In the midst of the global financial downturn, one area of private equity is growing. The
private equity secondary market—ie, buying and selling existing private investor …
private equity secondary market—ie, buying and selling existing private investor …
Are Expected Costs and Returns Identical Twins? Decoupling Slippage from Momentum over Shorter Horizons
M Borkovec, K Tyurin - The Journal of Investing, 2020 - pm-research.com
Does the quest for best execution on behalf of large institutional orders boil down to
optimizing the short-term momentum during their trading? We clip the trades originating from …
optimizing the short-term momentum during their trading? We clip the trades originating from …