交易所交易资金定价的低效率

Antti Petajisto是QuantPort的研究人员和投资组合经理，他是系统的多策略资产经理，以前是Jefferies的专有贸易台。Previously, he was a portfolio manager and researcher at LMR Partners, a multi-strategy hedge fund, as well as in BlackRock’s Scientific Active Equities group, where he focused on researching new alpha signals and implementing quantitative trading strategies in global equity markets, including emerging markets. Dr. Petajisto has also worked as a finance professor at the Yale School of Management and the NYU Stern School of Business, where he taught MBA courses on investments, portfolio management, and behavioral finance. His academic research includes the development of the Active Share concept for quantifying active portfolio management, performance evaluation of money managers, pricing inefficiencies in exchange-traded funds, and the price impact of passive indexing strategies. Dr. Petajisto has an MSc in engineering physics from the Helsinki University of Technology and a PhD in finance from the MIT Sloan School of Management.