EPISODE · Aug 25, 2021 · 32 MIN

Petter Kolm – 23/08/21

from Quantcast – a Risk.net Cutting Edge podcast · host Quantcast – a Risk.net Cutting Edge podcast

TCA methodologies that ignore partial fills “might be off by 20% to 30%”, says Petter Kolm, professor of finance and director of the Mathematics in Finance master’s program at NYU’s Courant Institute of Mathematical Sciences

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Petter Kolm – 23/08/21

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