Laszlo Hollo is a Vice President in the Risk Management and Liquidity Core Research team based in Budapest. He is responsible for transaction cost modelling and liquidity-related regulation. Laszlo joined MSCI’s pricing research team in 2016 and transferred to the liquidity research area in 2017. Prior to joining MSCI, he was a junior researcher at École normale supérieure and the Wigner Research Institute Centre for Physics. Laszlo holds a master’s degree in Physics and a PhD in Theoretical Physics, summa cum laude.
Research and Insights
Articles by Laszlo Hollo
What Can Liquidity Tell Us About ETF Prices?5 mins read Blog | Jul 9, 2021 |
As thematic equity ETFs have grown in popularity, concerns have been raised about their liquidity — especially when an ETF holds a large fraction of a constituent’s shares. How can ETF investors get a handle on this risk?
Is there another Woodford waiting to happen?Blog | Jul 11, 2019 |
When the Woodford Equity Income Fund suspended redemptions on June 3, 2019, it showed how, when a fund’s liquidity profile is misaligned with its shareholder profile and redemption constraints, a single large redemption request can trigger gating.