Robert Ferstenberg

Morgan Stanley

1585 Broadway

New York, NY 10036

United States

SCHOLARLY PAPERS

2

DOWNLOADS
Rank 47,481

SSRN RANKINGS

Top 47,481

in Total Papers Downloads

1,004

SSRN CITATIONS
Rank 24,010

SSRN RANKINGS

Top 24,010

in Total Papers Citations

7

CROSSREF CITATIONS

30

Scholarly Papers (2)

1.
Downloads 822 ( 32,577)
Citation 7

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 (NYU) - Department of Finance, Morgan Stanley and University of Chicago - Booth School of Business - Econometrics and Statistics
Downloads 633 (45,809)
Citation 2

Abstract:

Loading...

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 (NYU) - Department of Finance, Morgan Stanley and University of Chicago - Booth School of Business - Econometrics and Statistics
Downloads 189 (178,606)

Abstract:

Loading...

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 (NYU) - Department of Finance, Morgan Stanley and University of Chicago - Booth School of Business - Econometrics and Statistics

Abstract:

Loading...

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 (NYU) - Department of Finance and Morgan Stanley
Downloads 182 (184,796)
Citation 3

Abstract:

Loading...