Swing Pricing 101: A Closer Look at the Dealing Costs of Investment Funds Across the Globe

Milan Borkovec; Vitaly Serbin; Zhechao Zhou

doi:10.3905/joi.2016.25.2.077

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Swing Pricing 101: A Closer Look at the Dealing Costs of Investment Funds Across the Globe

Milan Borkovec, Vitaly Serbin and Zhechao Zhou

The Journal of Investing Summer 2016, 25 (2) 77-89; DOI: https://doi.org/10.3905/joi.2016.25.2.077

Milan Borkovec

is the head of the Financial Engineering Group at ITG in Boston, MA.

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For correspondence: milan.borkovec@itg.com

Vitaly Serbin

is the manager of the Financial Engineering’s Portfolio Analytics Group at ITG in Boston, MA.

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For correspondence: vitaly.serbin@itg.com

Zhechao Zhou

is a researcher for the Financial Engineering’s Portfolio Analytics Group at ITG in Boston, MA.

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For correspondence: zhechao.zhou@itg.com

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Swing Pricing 101: A Closer Look at the Dealing Costs of Investment Funds Across the Globe

Milan Borkovec, Vitaly Serbin, Zhechao Zhou

The Journal of Investing May 2016, 25 (2) 77-89; DOI: 10.3905/joi.2016.25.2.077

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Swing Pricing 101: A Closer Look at the Dealing Costs of Investment Funds Across the Globe

Milan Borkovec, Vitaly Serbin, Zhechao Zhou

The Journal of Investing May 2016, 25 (2) 77-89; DOI: 10.3905/joi.2016.25.2.077

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