A Systematic Fund of Managed Accounts
Jul 30, 2011
1 min read
This presentation outlines the concept of a Fund of Managed Accounts as a response to current pressures in the Funds of Funds business model. It highlights the increasing demand for liquidity and transparency in investment vehicles, proposing a structure that allows for improved pricing and risk management. The use of a simulated annealing optimization algorithm for returns and risk assessments is discussed, emphasizing the need for a systematic methodology in backtesting and the potential liquidity risk premium endured by consumers.
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