Events
CQA Fall Conference 2002
Chicago, IL
Event begins: Sep 12, 2002
Event ends: Sep 13, 2002
| Presenter | Title | Organization |
|---|---|---|
| Ned Elton | Explaining the Rate Spread on Corporate Bonds | New York University |
| Gary Knapp | Balanced Volatility Approach to Hedge Fund Investing | CS First Boston |
| Jeff Jaffe | Academic Research on Anomalies and Inefficiencies | University of Pennsylvania |
| Dan Xystus | Demise of the Day of the Week Effect | Chicago Equity Partners |
| David Ng | Corruption and International Valuation: Does Virtue Pay? | Cornell University |
| Christo Pirinsky | Time-Series Versus Cross-Sectional Momentum: What's the Difference? | Texas A & M University |
| Peter Knez | A Torpedo Monitoring Framework for Corporate Bonds | Incapture LLC |
| Peter Rousseeuw | Introduction to Positive-Breakdown Robust Statistics | Renaissance Technologies Corporation |
| Richard Thaler | Investing Rationally in an Irrational World | University of Chicago |
| Scott Stewart | Hire/Fire Decision Behavior of Institutional Investors | Boston University |
| Xi Li | Will Past Leaders Still Lead? Performance Persistence of Financial Analysts | University of Miami |
| Dan Cardell | Using Quantitative Rankings for Individual Investors | University of Illinois at Chicago |
| Ed Keon | Using Quantitative Rankings for Individual Investors | Prudential |
| Greg Forsythe | Using Quantitative Rankings for Individual Investors | Charles Schwab |