Topic:
Incorporating the Goldman Sachs Shortfall Model into Portfolio Optimization
May 6, 2008       8am - 10am     Le Parker Meridien Hotel     New York, NY
Axioma invites you to attend our Breakfast Research Seminar with Goldman Sachs
  • Learn how to increase expected net returns by including trading cost in portfolio optimization
  • Learn how to accurately model market impact in the midst of a liquidity crunch
  • Learn how to rebalance efficiently in a high volatility environment
  • Learn how to proactively manage execution shortfall
Learn how incorporating the Goldman Sachs Shortfall Model in your portfolio rebalancing may increase expected net returns, provide a clearer picture of the true cost of trading, enable better decisions.

Axioma Portfolio Optimizer, the most flexible optimization software available, lets you incorporate non-linear models of market impact during the investment decision process to support those decision before you trade.
Presenters:

Sebastian Ceria
Chief Executive Officer, Axioma Inc.

Ingrid Tierens
Managing Director, Equity Strategies, Goldman Sachs

Samer Takriti
Vice President, Equity Strategies, Goldman Sachs

George Sofianos
Vice President, Equity Execution Strategies, Goldman Sachs

Oliver Hansch
Vice President, Equity Algorithmic Strategies, Goldman Sachs
All fields required.
First Name:
Last Name:
Title:
Company:
Address 1:
Address 2:
City:  State:  Zip:
Email:
Telephone:


Terms of Attendance:


I accept these terms


        Home | About Axioma | Products | Demos | News | Events | Contact | Copyright © 2001- 2006 Axioma, Inc.