Portfolio Optimization and the Cost of Trading

Milan Borkovec; Ian Domowitz; Brian Kiernan; Vitaly Serbin

doi:10.3905/joi.2010.19.2.063

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

Milan Borkovec

is a managing director at Investment Technology Group Inc., in Boston, MA.

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For correspondence: milan.borkovec@itg.com

Ian Domowitz

is a managing director at Investment Technology Group Inc., in New York, NY.

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For correspondence: ian.domowitz@itg.com

Brian Kiernan

is a director at Investment Technology Group Inc., in Boston, MA.

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For correspondence: brian.kiernan@itg.com

Vitaly Serbin

is a director at Investment Technology Group Inc., in Boston, MA.

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For correspondence: vitaly.serbin@itg.com

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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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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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