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Optimizing fund performance in the new financial market ecosystem
Waelbroeck, Henri - In: The journal of trading 9 (2014) 1, pp. 78-86
Persistent link: https://www.econbiz.de/10011290145
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Optimal execution and alpha capture
Criscuolo, Adriana M.; Waelbroeck, Henri - In: The journal of trading 7 (2012) 2, pp. 48-56
Persistent link: https://www.econbiz.de/10009670697
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Transaction cost analysis to optimize trading strategies
Gomes, Carla; Waelbroeck, Henri - In: The journal of trading 5 (2010) 4, pp. 29-38
Persistent link: https://www.econbiz.de/10008689031
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The Role of Trading in Portfolio Performance Attribution
Waelbroeck, Henri - 2018
We investigate the role of execution quality in portfolio performance attribution. We show how conventional Transaction Cost Analysis (TCA) rewards behavioral trading practices that in some cases hurt rather than help portfolio performance. To align the incentives of the trading desk with...
Persistent link: https://www.econbiz.de/10012934510