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The Journal of Portfolio Management

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Primary Article

The implementation shortfall

Paper versus reality

André F. Perold
The Journal of Portfolio Management Spring 1988, 14 (3) 4-9; DOI: https://doi.org/10.3905/jpm.1988.409150
André F. Perold
Associate Professor of Business Administration at the Harvard Graduate School of Business Administration in Boston (MA 02163).
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The Journal of Portfolio Management
Vol. 14, Issue 3
Spring 1988
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The implementation shortfall
André F. Perold
The Journal of Portfolio Management Apr 1988, 14 (3) 4-9; DOI: 10.3905/jpm.1988.409150

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The implementation shortfall
André F. Perold
The Journal of Portfolio Management Apr 1988, 14 (3) 4-9; DOI: 10.3905/jpm.1988.409150
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  • Optimizing Alpha through Better Information Workflows
  • Computation of Implementation Shortfall for Algorithmic Trading by Sequence Alignment
  • Hidden Cost of Trading and Portfolio Performance: A Short Note on Implementation Shortfall
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  • Capacity Analysis for Equity Funds
  • Implementing a Smart Beta Index: The Implications of a Dual Performance Objective and Limited Liquidity
  • Transaction Cost Analysis with Excel and MATLAB
  • Implementation Shortfall in Transaction Cost Analysis: A Further Extension
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  • A Better Way to Trade Small Caps: The Power of Volume Volatility in Algorithm Design
  • An Application of Transaction Cost in the Portfolio Optimization Process
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  • Trading Benchmark Choice and Transition * Management Performance Attribution
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  • Benchmarking Measures of Investment Performance with Perfect-Foresight and Bankrupt Asset Allocation Strategies
  • How Unlucky Is 25-Sigma?
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Show more Primary Article
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