Page Not Found

The requested page you are looking for has either moved or is no longer available.

We've directed you back to our homepage so you can continue to browse the site.

Download Slides 

 

Part 4: Multi-Factor Design, Part 2—Keep a Handle on Trading Costs
 

Vitali Kalesnik and Joe Steidl
 

Poor index design can lead to high trading costs for investors. Thoughtful implementation can mitigate these costs by using weighting schemes that promote liquidity, employing turnover-control mechanisms, and applying staggered rebalancing.