Mathematics of Post Trade Allocation


Since the financial crisis, more investors choose a separately managed account (SMA) instead of a co-mingled fund for their investments. The objective of the investor in choosing an SMA is to maintain the legal control of... [ view full abstract ]


  1. Ali Hirsa (Columbia University)

Topic Areas

Hedge Funds , High-Frequency Trading , Numerical Methods


WE-A-BU » Managing Conflicting Incentives (11:30 - Wednesday, 18th July, Burke Theater)

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