Chicago Quantitative Alliance


CQA Fall Conference 2004

Chicago, IL


Event begins: Sep 12, 2004


Event ends: Sep 13, 2004

Cheol EunInternational Diversification with Large- and Small-Cap StocksGeorgia Tech
Dan CardellTen Years of CQAUniversity of Illinois at Chicago
David HammersteinThe Implications of Inflation and Deflation on Strategic Investment PlanningYanni Partners
David ZachStrategic FuturesFuturist
Jay ShankenMutual Fund Performance and Asset Allocation with Learning Across FundsEmory University
John CochraneBond Risk PremiaUniversity of Chicago
Larry HarrisPolicy Implications of Proposed Reg NMSUniversity of Southern California
Michael BrandtEquity Portfolios with Parametric Weights: From Firm Characteristics to Optimal Portfolios without Estimating a Covariance MatrixDuke University
Rob ArnottReexamining the Market Portfolio: Have our Equilibrium Models been Misspecified?Research Affiliates
Zoran IvkovicPortfolio Concentration and Performance of Individual InvestorsUniversity of Illinois
Andrea FrazziniThe Disposition Effect and Under-reaction to NewsYale University
Rob EngelDownside Risk: Implications for Financial Management2003 Nobel Laureate - NYU

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