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The Right Tool for the Job
Using Multiperiod Optimization in Transitions
Cary Blake, Dean Petrich and Alex Ulitsky
Trading Summer 2003, 2003 (1) 33-37
Cary Blake
Manager of Transition Services in Barclays Global Investors' Canada office.
Dean Petrich
A research officer in Barclays Global Investors' Advanced Strategies & Research Group.
Alex Ulitsky
A quantitative analyst in Barclays Global Investors' Advanced Strategies & Research Group.
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In this issue
Transition Management: A Guide to Portfolio Trading and Optimizing Transaction Costs
Vol. 2003, Issue 1
Summer 2003
The Right Tool for the Job
Cary Blake, Dean Petrich, Alex Ulitsky
Trading Jun 2003, 2003 (1) 33-37;
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