Events Calendar
Talk by Dr. Markus Orasch
July 9, 2019

DSAS Colloquium Talk - Luis Seco

Date:
Thursday, November 16, 2017
Time:
3:30 pm
Location:
Western Science Centre (WSRC)
Room: 248
Cost:
Free

Speaker: Luis Seco (University of Toronto)

Title: The mathematics of investment management fees

Abstract: The increase in sophistication in the investment management industry is leading to the creation of innovative compensation structures related to options strategies, which give rise to interesting non-linear phenomena and industrially surprising concepts such as negative fees. This talk will review the context of management fees in relationship with portfolio theory and option pricing, with lots of examples and a few theoretical considerations.


Contact:
Ricardas Zitikis
rzitikis@uwo.ca
Event Type:


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