Chicago Quantitative Alliance


CQA Fall Conference 2002

Chicago, IL


Event begins: Sep 12, 2002


Event ends: Sep 13, 2002

Ned EltonExplaining the Rate Spread on Corporate BondsNew York University
Gary KnappBalanced Volatility Approach to Hedge Fund InvestingCS First Boston
Jeff JaffeAcademic Research on Anomalies and InefficienciesUniversity of Pennsylvania
Dan XystusDemise of the Day of the Week EffectChicago Equity Partners
David NgCorruption and International Valuation: Does Virtue Pay?Cornell University
Christo PirinskyTime-Series Versus Cross-Sectional Momentum: What's the Difference?Texas A & M University
Peter KnezA Torpedo Monitoring Framework for Corporate BondsIncapture LLC
Peter RousseeuwIntroduction to Positive-Breakdown Robust StatisticsRenaissance Technologies Corporation
Richard ThalerInvesting Rationally in an Irrational WorldUniversity of Chicago
Scott StewartHire/Fire Decision Behavior of Institutional InvestorsBoston University
Xi LiWill Past Leaders Still Lead? Performance Persistence of Financial AnalystsUniversity of Miami
Dan CardellUsing Quantitative Rankings for Individual InvestorsUniversity of Illinois at Chicago
Ed KeonUsing Quantitative Rankings for Individual InvestorsPrudential
Greg ForsytheUsing Quantitative Rankings for Individual InvestorsCharles Schwab

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