Chicago Quantitative Alliance


CQA Fall Conference 1994

Chicago, IL


Event begins: Sep 12, 1994


Event ends: Sep 13, 1994

Rupert CoxThe Complicated Nature of Option Portfolios - An OverviewPrudential-Quasar Group
Sam ZellA CEO's Perspective on InvestingEquity Office Properties
Zhenyu WangThe CAPM is Alive and WellUniversity fo Minnesota
Alan LewisPortfolios With Opinions-How To Measure the Risk of Portfolios When Returns Are Not SymmetricalAnalytic Investment Management
Andrew J. MortonInterest Rate ModelingLehman Brothers
Brian BielinskiOptimal Allocation of Options in Portfolio StrategySolomon Brothers
Frank SortinoIs Variance Dead?San Francisco State University
Greg JeideCQA and the InternetSynergystic Networks
H. Woody BrockRational BeliefsStrategic Economic Decisions
Houston H. StokesDetecting and Modeling Non-Linearity in Stock ReturnsUniversity of Illinois at Chicago
Jacob BoudoukhNon-Parametric Estimation and its Application to pricing and HedgingNew York University
Jeremy GohBond Rating Changes and Their Effect on Equity Returns and Earnings ExpectationsChapman University
Kent DanielBusiness Cycle Variation in Earnings Forecasts and Common Stock ReturnsUniversity of Chicago
Larry A. FriederBottom Line Banking-The Restructuring of the Banking IndustryFlorida A&M University
Paul KaplanVariance MatersIbbottson Associates
Ross HealyHow to Beat the S&P 500 Using Credit AnalysisSolvency Analysis Corporation

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