search query: @author Fabozzi, F.J. / total: 4
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| Author: | Collins, B.M. Fabozzi, F.J. |
| Title: | A methodology for measuring transaction costs |
| Journal: | Financial Analysts' Journal
1991 : MAR/APR, VOL. 47:2, p. 27-36 |
| Index terms: | INVESTMENT ANALYSIS CORPORATE STRATEGY COST ACCOUNTING |
| Language: | eng |
| Abstract: | Assessment of the importance of cost- management in portfolio investment strategy. Definition of transaction, execution and opportunity costs. Cost tradeoffs. Measurement of transaction costs. Fair drive benchmarks. A cost- management methodology. Profit/loss statement. Execution data. Summary report. Total cost. Benefits of active and passive strategies. Ten Tables and two Figures illustrate the methodology. A Glossary of terms is given. |
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