August Newsletter
Keep up to date on the latest CQA news
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CQA Updates:
We're very excited to be hosting an in-person meeting in Chicago for the first time since September 2019. We have a terrific line-up of speakers and a brand-new venue - the University of Chicago Gleacher Center. You'll notice that the University of Chicago is also well represented on our speaker list. We'll be covering a wide range of topics, including a panel discussion featuring Daryl Morey, the President of the Philadelphia Seventy-Sixers. The Wednesday evening dinner will be held on the rooftop at the Royal Sonesta Hotel, with a panoramic view of the Chicago River.
In other news, we'd like to announce the addition of three new members to the CQA Board of Directors - Melissa McGrane, Alex Muniz, and Joe Reiland. Please join me in welcoming them to the Board and thanking them for being willing to serve the organization. See below for more background information on the new Directors.
Thanks to everyone who participated in the Academic Competition Review in July. We had over 60 papers submitted for consideration, representing universities from around the world. Our judges selected the top three papers for the competition to be held Thursday afternoon at the Chicago conference. See below for more details and links to the papers.
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Melissa McGrane CFA
Melissa is a Portfolio Manager at Globeflex Capital. She was recently elected President of the CFA Society of San Diego. Previously she was with Datum 9 Analytics and William Blair & Company. Melissa earned BA degrees in Economics and Business Administration from Coe College and her MBA from The University of Chicago. Linkedin
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Alex Muniz
Alex has been a Portfolio Manager at Virginia Retirement System based in Richmond, Virginia since 2000. Linkedin
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Joe Reiland CFA
Joe is a Vice President and Senior Portfolio Manager for American Century Investments in Kansas City. He joined American Century Investments in 2000 and has been in the financial industry since 1995. Previously, he was an equity analyst for Commerce Bank. Joe received a BS in business administration from Washington University. Linkedin
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Phil Mackintosh
NASDAQ
“Rates, Recession, and Regulatory Risks to Investors”
Eric Stockland
BMO
“Creating and Evaluating Algo Wheels and A/B Tests”
Jens Ludwig
University of Chicago
“Discrimination in the Age of Algorithms”
Pietro Veronesi
University of Chicago
“Self-image Bias and Lost Talent”
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Michael T. Stefanik
North Central College
“Miscalculated: The Neuroscience of Impulses, Rewards, and Maladaptive Motivation”
Samir Rath
Blue Fire AI
"Reading Between the Lines - Sensemaking Textual Mandarin Data to Invest in China”
Marc Reinganum
Compitium
“Quant Distribution/Changes in Business”
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SPEAKER SHOWCASE
Eric Balchunas is Senior ETF Analyst at Bloomberg. In this role he writes research, articles and feature stories about ETFs for the Bloomberg terminal and Bloomberg.com. He also appears in a weekly on-air segment for Bloomberg TV and Radio called "Exchange-Traded Friday" in which he discusses different ETFs and the way investors can utilize them. All attendees in Chicago will receive a copy of Eric's book "The Bogle Effect".
The Bogle Effect
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Academic Competition Finalists
Stephan Heller
Harvard Business School
“Hidden Alpha”
Stephan is a Ph.D. student in Finance at University of St. Gallen in Switzerland and a Postdoc at Harvard Business School. His main research interests are in behavioral finance, mutual funds, and portfolio management.
Cameron Peng
London School of Economics
"Factor Demand and Factor Returns”
Cameron is an Assistant Professor in the Department of Finance at London School of Economics and Political Science. His research interests include asset pricing, behavioral economics, behavioral finance, and household finance.
Yuan Tian
University of Cincinnati
“Expected Growth and Stock Returns: A Machine Learning Approach”
Yuan is a Finance Ph.D. candidate at the Carl H. Lindner College of Business at the University of Cincinnati. Her research interests lie in empirical asset pricing and machine learning in finance. Her work has been accepted by Pacific-Basin Finance Journal.
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Upcoming Events
The Chicago meeting will be held on September 14-15 in downtown Chicago at the Gleacher Center
Register Here
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The European Finance Association meeting will be held in Barcelona on August 24-27. We will hold a small reception for those CQA members attending. Please RSVP on the CQA website and we will send you details on time and location.
RSVP for Reception
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We'll be back to the Wynn again next year for our Las Vegas event. Mark your calendar for April 12-13, 2023.
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