Events Calendar
DSAS Colloquium
December 20, 2018
DSAS - Department Meeting
January 31, 2019
DSAS - Department Meeting
February 28, 2019

DSAS Colloquium Talk - Luis Seco

Thursday, November 16, 2017
3:30 pm
Western Science Centre (WSRC)
Room: 248

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.

Ricardas Zitikis
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