Chicago Quantitative Alliance


CQA Fall Conference 1997

Chicago, IL


Event begins: Sep 12, 1997


Event ends: Sep 13, 1997

Wayne FersonConditional Performance EvaluationUniversity of Washington
Philippe JorionValue at RiskUniversity of Califrornia - Irvine
Tanya StybloRisk FeatsBeder Capital Market Risk Advisors Inc.
Lawrence HarrisDoes a Large Minimum Price Variation Encourage Order ExposureUniversity of Southern California
Ken BarkerEnhanced Indexing: Alternative Optimization TechniquesMellon Equity Associates
John ZerolisTriangulating Risk And ReturnSwiss Bank
Joe EmmanuelliForecasting Credit Rating Changes with balance Sheet and Analysts' Earnings Forecast DataFitch Information Systems
John NofsingerHerding by Institutional and Individual InvestorsMarquette University
Gregory KaneCross-Sectional Comparisons using Ratio AnalysisUniversity of Delaware
Ajay PatelAn Examination of Equity Risk Premium Forecasts in the G-6 CountriesWake Forest University
Andrew LoPricing and hedging Derivative Securities in Incomplete Markets: An Epsilon-Arbitrage ApproachSloan School of Business MIT
Bill BrodskyThe Future of the Exchanges in Chicago and the WorldChicago Board Options Exchange
Christopher PolkFinancial Constraints and Stock ReturnsThe University of Chicago
F. Albert WangOverconfidence Delegated Fund ManagementColumbia University
Dean BarrQuantitative Systems Providers - an OverviewAIT
Jim HoughQuantitative Systems Providers - an OverviewTeam Systems

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