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Choosing Benchmarks vs. Choosing Strategies
Part 2 — Execution Strategies: VWAP or Shortfall
Dmitry Rakhlin and George Sofianos
Trading Spring 2006, 2006 (1) 75-81
Dmitry Rakhlin
A Vice President, EQS Onedelta Strategies, at Goldman, Sachs & Co.
George Sofianos
A Vice President, Equity Product Strategies, at Goldman, Sachs & Co.
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Algorithmic Trading II: Precision, Control, Execution - 2006
Vol. 2006, Issue 1
Spring 2006
Choosing Benchmarks vs. Choosing Strategies
Dmitry Rakhlin, George Sofianos
Trading Mar 2006, 2006 (1) 75-81;
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