Elkins/McSherry - US Trading
Top investment managers, benchmarked against volume-weighted average price.
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See related article, Elkins/McSherry - Global Transaction Costs Decline Despite High Frequency Trading.
Top investment managers, benchmarked against volume-weighted average price
Rank 1
Investment manager 2 (No. of countries firm traded in)
Difference vs. E/M universe (basis points)
1
Pzena Investment Mgmt
–15.29
2
Arrowstreet Capital
–8.13
3
Jennison Associates
–6.58
4
BlackRock
–6.58
5
Leuthold Weeden Capital Mgmt
–5.06
6
Numeric Investors
–4.74
7
AllianceBernstein
–4.38
8
Deutsche Asset Mgmt
–3.77
9
Jacobs Levy Equity Mgmt
–3.43
10
Hotchkis and Wiley Capital Mgmt
–2.53
11
Loomis,....