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 8

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 683 (48,332)
Citation 3

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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 (NYU) - Department of Finance, Morgan Stanley and University of Chicago - Booth School of Business - Econometrics and Statistics
Downloads 277 (140,955)

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

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2.

Execution Risk

Number of pages: 25 Posted: 21 May 2006 Last Revised: 07 Oct 2021
Robert F. Engle and Robert Ferstenberg
New York University (NYU) - Department of Finance and Morgan Stanley
Downloads 201 (193,118)
Citation 3

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