Concepedia

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

Robert Kissell, Morton Glantz, Roberto Malamut

Finance research letters · 2004 · 48 citations · 9 references

Concepts

BusinessEconomicsFinanceFinancial EconomicsQuantitative FinanceAlgorithmic TradingTrading MechanismsTrading StrategiesTransaction Cost EconomicsExecution Cost ModelingOptimal ExecutionOptimization Under Transaction CostsTrade-off Between Transaction CostsTrading Cost AnalysisTransaction Cost MeasurementTransaction Cost MinimizationTransaction Cost Models