GLG Seminar: (NYC) High-Frequency Finance and Dynamic Portfolio Analysis

Time & Location

Originally Presented: July 16, 2009

Presenter(s):

GLG Expert Contributor

Agenda:

Modeling transaction costs for large investment portfolios
A practical model for multi-period portfolio optimization with alpha decay, market impact costs, and constraints
On the high-frequency arms race: Latency is important, but how important?

View Webcasts in Accounting & Financial Analysis

July 30, 2008 | GLG Webcast: Cash Flow Manipulations - July 30, 2008 at 2:00 PM EST

July 25, 2007 | View webcast GLGi: Cash Flow Manipulations

January 24, 2007 | View webcast GLGi: Earnings Management

December 12, 2006 | View webcast GLGi: LBO Funds - The Competitive Outlook

October 19, 2006 | View webcast GLGi: Private Equity: Understanding Leveraged Buyouts

View All Webcasts in Accounting & Financial Analysis

Learn More About GLG Live Meetings

About GLG Live Meetings

A program focused on educating business and investment professionals through seminars on current trends and core concepts in various industries. Detailed workbooks distributed at the Seminars provide educational reference materials for later review. GLG Live Meetings enable clients to increase thier own industry education by proposing new seminar topics or adding agenda terms to currently scheduled seminars.