Chicago Quantitative Alliance


CQA Fall Conference 1995

Chicago, IL


Event begins: Sep 12, 1995


Event ends: Sep 13, 1995

Casimir C. KlimasauskasBringing out the Best in Genetic Algorithms' Statistics and Neural Networks for Securities ModelingNeuralWare Inc.
Charles M. C. LeeAccounting Valuation Marketing ExpectationUniversity of Michigan
Danielle GordonUncertainty and Overconfidence in Time Series Forecasts: Application to S&P 500 IndexPrinceton University
Donald van DeventerTerm Structure EstimationKamakura Corporation
Ed CranePrivatizing Social SecurityCato Institute
Edward C. FranksTargeting Excess-of-Benchmark ReturnsTrust Company of West
Harry MarkowitzData Mining CorrectionsNobel Laureate
Ken KronerCreating and Using Volatility ForecastsWells Fargo
Mark RubensteinMeasuring Risk from Contemporaneous Market PricesUC-Berkeley
Meir StatmanBehavioral FinanceSanta Clara University
Michael de la MazaThe Art of Genetic AlgorithmRedfire Capital Management
Patricia DechowReturns to Contrarian Investment: Tests of the Naive Expectations HypothesisUniversity fo Pennsylvania
Stephen RossEquity Risk AssessmentYale University
Tim BollerslevCreating and Using Volatility ForecastsNorthwestern University
Zsuzsanna FluckThe Predictability of Stock Returns: A Cross-Sectional SimulationNew York University Stern School of Business
Elizabeth PlummerA Linear Returns-Earnings Relation: Evidence from Revisions in Analysts' Long-Term ForecastsUniversity of Georgia

© 2023 Copyright CQA

Chicago Quantitative Alliance