RT Journal Article
SR Electronic
T1 Efficient Frontiers in Transition Management
JF Trading
FD Institutional Investor Journals
SP 55
OP 58
VO 2003
IS 1
A1 John Krowas
YR 2003
UL http://guides.pm-research.com/content/2003/1/55.abstract
AB Transition management is a trade-off between transaction cost and risk. The goal of the transition manager is to find the optimal balance between these along an “efficient frontier.” In this article, the author explains how optimization technology and quantitative models can be used to find and exploit this frontier.