The reception and dinner were held at the Mid America Club on the 80th floor of the Aon Building. Entertainment was provide by the Chicago Improv Group.
Presenter
Title
Organization
Bob Litterman
The Price of Climate Risk
Kepos Capital
Dan Cardell
20 Years of CQA
CQA
Ozgur Ince
Institutional Investors and Stock return Anomalies
Virginia Tech
Sebastian Ceria
Alpha Models in Risk-Model Construction
Axioma
Ed Keon
Quant Best Practices
QMA Associates
Thornton May
Big Data
Technology Futurist
David Zion
Accounting Fun and Excitement
ISI
Kerry Back
Slopes as Factors: Characteristics as Pure Plays
Rice University
Matthew Kenigsberg
Investment performance, Inflation, and Taxes: Redefining History's Bear Markets
Fidelity
Julie Friedman Steele
An Update on the 3D Printing Revolution: Separating the Hype from Fact:
The 3D Printer Experience
Jeremiah Green
The Remarkable Multidimensionality in the Cross-Section of Expected U.S. Stock Returns
Penn State
Andrea Yinjia Lu
Slow Diffusion of Information and price momentum in Stocks: Evidence from the Options Market
Northwestern University
Qingzhong Ma
Identifying Price Discrepancy Among Leveraged ETF Options