Equity portfolio management
- Editor’s LetterBrian R BruceThe Journal of Trading March 2010, 5 (2) 1; DOI: https://doi.org/10.3905/JOT.2010.5.2.001
- Optimal Index Reconstitution StrategiesTony FoleyThe Journal of Trading March 2009, 4 (2) 65-71; DOI: https://doi.org/10.3905/jot.2009.4.2.065
- Editor's LetterBrian R BruceThe Journal of Trading March 2009, 4 (2) 1; DOI: https://doi.org/10.3905/jot.2009.4.2.001
- Which Factors Influence Trading Costs in Global Equity Markets?Michael S. PaganoThe Journal of Trading December 2008, 4 (1) 7-15; DOI: https://doi.org/10.3905/JOT.2009.4.1.007
- Using Minimum Volume in Dark PoolsRobert BurnsThe Journal of Trading December 2008, 4 (1) 31-34; DOI: https://doi.org/10.3905/JOT.2009.4.1.031
- Simulation of a Limit Order Driven MarketJulian Lorenz and Jörg OsterriederThe Journal of Trading December 2008, 4 (1) 23-30; DOI: https://doi.org/10.3905/JOT.2009.4.1.023
- Editor's LetterBrian R. BruceThe Journal of Trading December 2008, 4 (1) 1; DOI: https://doi.org/10.3905/JOT.2009.4.1.001
- Demystifying the Relationship between Trading-Level and Portfolio-Level Tracking ErrorAran Murphy and Reid HelleksonThe Journal of Trading September 2008, 3 (4) 47-50; DOI: https://doi.org/10.3905/jot.2008.3.4.47
- Managing Risks and Avoiding Pitfalls when Interacting with Non-Displayed LiquidityRichard JohnsonThe Journal of Trading June 2008, 3 (3) 34-38; DOI: https://doi.org/10.3905/jot.2008.708834
- Divergent ExpectationsPaul L. Davis, Michael S. Pagano and Robert A. SchwartzThe Journal of Trading December 2007, 3 (1) 56-66; DOI: https://doi.org/10.3905/jot.2008.700220
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