DSAS Colloquium Talk - Luis Seco
Date:
Thursday, November 16, 2017
Time:
3:30 pm
Location:
Western Science Centre (WSRC)
Room: 248
Room: 248
Cost:
Free
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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.
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