Chicago Quantitative Alliance

CQA Fall Conference 2013

Chicago, IL

 

Event begins: Sep 11, 2013

 

Event ends: Sep 12, 2013

 

The reception and dinner were held at the Mid America Club on the 80th floor of the Aon Building. Entertainment was provide by the Chicago Improv Group.

PresenterTitleOrganization
Bob LittermanThe Price of Climate RiskKepos Capital
Dan Cardell20 Years of CQACQA
Ozgur InceInstitutional Investors and Stock return AnomaliesVirginia Tech
Sebastian CeriaAlpha Models in Risk-Model ConstructionAxioma
Ed KeonQuant Best PracticesQMA Associates
Thornton MayBig DataTechnology Futurist
David ZionAccounting Fun and ExcitementISI
Kerry BackSlopes as Factors: Characteristics as Pure PlaysRice University
Matthew KenigsbergInvestment performance, Inflation, and Taxes: Redefining History's Bear MarketsFidelity
Julie Friedman SteeleAn Update on the 3D Printing Revolution: Separating the Hype from Fact:The 3D Printer Experience
Jeremiah GreenThe Remarkable Multidimensionality in the Cross-Section of Expected U.S. Stock ReturnsPenn State
Andrea Yinjia LuSlow Diffusion of Information and price momentum in Stocks: Evidence from the Options MarketNorthwestern University
Qingzhong MaIdentifying Price Discrepancy Among Leveraged ETF OptionsCornell University

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