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Showing 1 - 3 of 3 results for "Zhe Chen"

Acadian appoints investments head from SSGA

ALEX BURKE  |  FRIDAY, 9 MAR 2018
... team and manage a suite of long-only and long-short systematic domestic equity strategies. Acadian has also appointed Zhe Chen as associate portfolio manager, research. Chen joined Acadian from Macquarie, where he was a quant research analyst. Prior ...

Active managers need new measurement

DARREN SNYDER  |  TUESDAY, 9 FEB 2016
... biases related to interim trading and the realisation of taxes." The research by CIFR chief executive David Gallagher, Zhe Chen and Geoff Warren, indicates trading data is not taken into account in a meaningful way when fund performance is extrapolated ...

Emulation funds slash performance as well as cost

MARK SMITH  |  TUESDAY, 11 FEB 2014
... outweigh the benefits of reduced transaction costs," CMCRC PhD candidate from the Macquarie Graduate School of Management Zhe Chen said. "Related to this, the research suggests that active fund managers have some skill in the inter-day timing of their ...
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