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| Author: | Bodurtha, S.G. Quinn, T.E. |
| Title: | Does patient program trading really pay? |
| Journal: | Financial Analysts' Journal
1990 : MAY/JUNE, VOL. 46:3, p. 35-42 |
| Index terms: | PORTFOLIO MANAGEMENT PENSION FUNDS SHARE PRICES |
| Language: | eng |
| Abstract: | Review of patient trading in a real-world setting, related to a corporate pension fund purchase of a portfolio of small-capitalization stocks. Setting. Measuring the cost. Implementation shortfall. Adjusting for market movement. Impact of aggressiveness. Volume-weighted average price. Post-trade benchmark. General principles. 3 Tables and 3 Figures illustrate the study. |
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