Transaction cost analysis with excel and MATLAB

Multi-objective approaches to portfolio optimization with market impact costs

H Wang, X Li, W Hong, K Tang - Memetic Computing, 2022 - Springer
Market impact costs are important factors to portfolio management, which always lead to
adverse price fluctuations in trading. As the practical trading volume becomes increasingly …
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COMMENTARY: Beyond the Black Box Revisited: Algorithmic Trading and TCA Analysis Using Excel

R Kissell - The Journal of Trading, 2018 - pm-research.com
Closed-end mutual funds present a long-standing puzzle for financial economists because
they so commonly trade at substantial discounts to their net asset value (NAV)(or …
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