1
by Salov, Valerii
Published 2007
John Wiley & Sons
Table of Contents: ...Potential Profit as a Measure of Market Performance -- Potential Profit and Transaction Costs -- R...

2
by Oliveira, Carlos A. S.
Published 2015
Apress, Distributed to the Book trade worldwide by Springer Science+Business Media New York
Table of Contents: ... Transaction Data; Solution; Exception Handling; Complete Code; Implementing Vector Operations; Solution...

3
by Fabozzi, Frank J.
Published 2013
Wiley
Table of Contents: ... MINIMIZATION; INCORPORATING TRANSACTION COSTS; INCORPORATING TAXES; MULTIACCOUNT OPTIMIZATION; ROBUST PARAMETER...

4
by Consiglio, Andrea
Published 2009
Wiley
Table of Contents: ...3.3.1 Risk-free borrowing3.3.2 The FINLIB files; 3.4 Diversification Limits and Transaction Costs...