Chicago Quantitative Alliance


CQA Fall Conference 1996

Chicago, IL


Event begins: Sep 12, 1996


Event ends: Sep 13, 1996

Campbell HarveyWhat Matters for Emerging Markets InvestmentsDuke University
David DremanAnalyst Forecasting Errors and Their Implications for Security AnalysisDreman Foundation
John GilsterOption Pricing Theory: Is Risk Free Hedging Feasible?Michigan State University
Jonathan BerkOptional Investment Growth OptionsThe University of British Columbia
Josef LakonishokMomentum StrategiesUniversity of Illinois at Urbana-Champaign
Kent WomakConflict of Interest and the Credibility of Underwriter Analyst RecommendationsThe Amos Tuck School Dartmouth College
Kieron DeyBreakthrough Improvements of Investment ProcessesQualPro
Larry BrownAnalyst Forecasting Errors and Their Implications for Security AnalystsState University of New York at Buffalo
Peter BernsteinThe Savings Crisis: Real or Imagined?Peter Bernstein Inc.
Rob EngelVolatility and Correlation Models in the Portfolio ProcessUniversity of California San Diego (2003 Nobel Prize Winner
Robert Jarrow C.Pricing Derivatives on Financial Securities Subject to Credit RiskCornell Graduate School of Business
Russ WermersMomentum Investment Strategies of Mutual Funds Performance Persistence and Survivorship BiasUniversity of Colorado at Boulder
Tarun ChordiaDifferential Speeds of Adjustments Cross-AutocorrelationsVanderbilt University
William GoetzmannSurvivalYale School of Management
Charles JonesMacroeconomic news and Bond Marketing VolatilityPrinceton University

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