Carla Gomes

Portware LLC

233 Broadway, 24th Floor

New York, NY 10279

United States

SCHOLARLY PAPERS

2

DOWNLOADS

1,061

SSRN CITATIONS

4

CROSSREF CITATIONS

2

Scholarly Papers (2)

1.

Is Market Impact a Measure of the Information Value of Trades? Market Response to Liquidity vs. Informed Trades

Number of pages: 46 Posted: 10 Jul 2013 Last Revised: 20 Mar 2014
Henri Waelbroeck and Carla Gomes
Baruch College MFE Lab and Portware LLC
Downloads 727 (44,975)
Citation 7

Abstract:

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implementation shortfall, market impact, sunshine trading, fair price, market efficiency, market microstructure, active fund management, permanent impact

2.

The Role of Trading in Portfolio Performance Attribution

Journal of Performance Measurement 22, no. 1 (2017): 52-67
Number of pages: 18 Posted: 09 Mar 2017 Last Revised: 03 Apr 2018
Henri Waelbroeck and Carla Gomes
Baruch College MFE Lab and Portware LLC
Downloads 334 (116,010)

Abstract:

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Best Execution, TCA, Brinson Fachler, Performance Attribution