Article

Portfolio Optimization and the Cost of Trading

Milan Borkovec, Ian Domowitz, Brian Kiernan and Vitaly Serbin
The Journal of Investing Summer 2010, 19 (2) 63-76; DOI: https://doi.org/10.3905/joi.2010.19.2.063

Article Information

vol. 19 no. 2 63-76
DOI 
https://doi.org/10.3905/joi.2010.19.2.063
Published By 
Pageant Media Ltd
Print ISSN 
1068-0896
Online ISSN 
2168-8613
History 
  • Published online May 31, 2010.
Copyright & Usage 
© 2010 Pageant Media Ltd

Author Information

  1. Milan Borkovec
    1. is a managing director at Investment Technology Group Inc., in Boston, MA. (milan.borkovec{at}itg.com)
  2. Ian Domowitz
    1. is a managing director at Investment Technology Group Inc., in New York, NY. (ian.domowitz{at}itg.com)
  3. Brian Kiernan
    1. is a director at Investment Technology Group Inc., in Boston, MA. (brian.kiernan{at}itg.com)
  4. Vitaly Serbin
    1. is a director at Investment Technology Group Inc., in Boston, MA. (vitaly.serbin{at}itg.com)
  1. To order reprints of this article, please contact Dewey Palmieri at dpalmieri{at}iijournals.com or 212-224-3675.
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Portfolio Optimization and the Cost of Trading
Milan Borkovec, Ian Domowitz, Brian Kiernan, Vitaly Serbin
The Journal of Investing May 2010, 19 (2) 63-76; DOI: 10.3905/joi.2010.19.2.063
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