June 1, 2008
Incorporating Transaction Costs in the Construction of 130/30 Portfolios
Samer Takriti and Ingrid Tierens
Goldman Sachs is a thought-leader across the capital markets, and provides educational resources to inform clients about the changing trading landscape.
We have a team of strategists dedicated to evaluating transaction costs and understanding market micro-structure. Here, we post recent reports by members of our execution consulting team.
Incorporating Transaction Costs in the Construction of 130/30 Portfolios
Samer Takriti and Ingrid Tierens
Street Smart: Quantifying the SIGMA X Crossing Benefit
George Sofianos and David Jeria
George Sofianos and Kwaku Abrokwah
George Sofianos