Chicago Quantitative Alliance


CQA Fall Conference 2010

Chicago, IL


Event begins: Sep 12, 2010


Event ends: Sep 13, 2010

Ankur PareekInstitutional Investors' Investment Durations and Stock Return Anomalies: Momentum ReversalRutgers University
Barry FeldmanDefensive EquityRussell Investments
Brendan BradleyBenchmarks as Limits to Arbitrage: Understanding the Low Volatility AnomolyAcadian Asset Management
James RickardsEconomic Security and National Security: Interaction and SynthesisOmnis Inc.
Joe GawronksiThe Current State of U.S. Equities Market Structure and High Frequency TradingRosenblatt Securities
Josef LakonishokQuantitative vs. Fundamental Institutional Money Managers: An Empirical AnalysisLSV Asset Management
Larry KotlikoffJimmy Stewart Banking is DeadBoston University
Lukasz PomorskiDecoding Inside InformationUniversity of Toronto
Raghuram RajanFault LinesUniversity of Chicago
Tony ElaviaRisk Management of Alpha ModelsMadison Square Investors
Xi LiReal Earnings Momentum and Subsequent Stock ReturnsBoston College
Yuehua TangDo Institutional Investors Have an Ace Up Their Sleeves? Evidence from Confidential Filings of Portfolio HoldingsGeorgia State University

© 2023 Copyright CQA

Chicago Quantitative Alliance