Robert Ferstenberg

Morgan Stanley

1585 Broadway

New York, NY 10036

United States

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Scholarly Papers (2)

1.
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Citation 6

Measuring and Modeling Execution Cost and Risk

NYU Working Paper No. FIN-06-044
Number of pages: 54 Posted: 03 Nov 2008
Robert F. Engle, Robert Ferstenberg and Jeffrey R. Russell
New York University - Leonard N. Stern School of Business - Department of Economics, Morgan Stanley and University of Chicago - Booth School of Business - Econometrics and Statistics
Downloads 615 (43,731)
Citation 1

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Measuring and Modeling Execution Cost and Risk

NYU Working Paper No. FIN-07-044
Number of pages: 30 Posted: 03 Nov 2008
Robert F. Engle, Robert Ferstenberg and Jeffrey R. Russell
New York University - Leonard N. Stern School of Business - Department of Economics, Morgan Stanley and University of Chicago - Booth School of Business - Econometrics and Statistics
Downloads 156 (196,844)

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Measuring and Modeling Execution Cost and Risk

Chicago GSB Research Paper No. 08-09, https://doi.org/10.3905/jpm.2012.38.2.014
Posted: 21 May 2019
Robert F. Engle, Robert Ferstenberg and Jeffrey R. Russell
New York University - Leonard N. Stern School of Business - Department of Economics, Morgan Stanley and University of Chicago - Booth School of Business - Econometrics and Statistics

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2.

Execution Risk

NBER Working Paper No. w12165
Number of pages: 25 Posted: 21 May 2006 Last Revised: 29 Sep 2010
Robert F. Engle and Robert Ferstenberg
New York University - Leonard N. Stern School of Business - Department of Economics and Morgan Stanley
Downloads 178 (175,468)
Citation 4

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