Events
CQA Fall Conference 1997
Chicago, IL
Event begins: Sep 12, 1997
Event ends: Sep 13, 1997
| Presenter | Title | Organization |
|---|---|---|
| Wayne Ferson | Conditional Performance Evaluation | University of Washington |
| Philippe Jorion | Value at Risk | University of Califrornia - Irvine |
| Tanya Styblo | Risk Feats | Beder Capital Market Risk Advisors Inc. |
| Lawrence Harris | Does a Large Minimum Price Variation Encourage Order Exposure | University of Southern California |
| Ken Barker | Enhanced Indexing: Alternative Optimization Techniques | Mellon Equity Associates |
| John Zerolis | Triangulating Risk And Return | Swiss Bank |
| Joe Emmanuelli | Forecasting Credit Rating Changes with balance Sheet and Analysts' Earnings Forecast Data | Fitch Information Systems |
| John Nofsinger | Herding by Institutional and Individual Investors | Marquette University |
| Gregory Kane | Cross-Sectional Comparisons using Ratio Analysis | University of Delaware |
| Ajay Patel | An Examination of Equity Risk Premium Forecasts in the G-6 Countries | Wake Forest University |
| Andrew Lo | Pricing and hedging Derivative Securities in Incomplete Markets: An Epsilon-Arbitrage Approach | Sloan School of Business MIT |
| Bill Brodsky | The Future of the Exchanges in Chicago and the World | Chicago Board Options Exchange |
| Christopher Polk | Financial Constraints and Stock Returns | The University of Chicago |
| F. Albert Wang | Overconfidence Delegated Fund Management | Columbia University |
| Dean Barr | Quantitative Systems Providers - an Overview | AIT |
| Jim Hough | Quantitative Systems Providers - an Overview | Team Systems |
