Chicago Quantitative Alliance

Events

CQA Spring Conference 1996

Chicago, IL

 

Event begins: Apr 18, 1996

 

Event ends: Apr 19, 1996

PresenterTitleOrganization
Christopher CampisanoLimitations in Applying Asset Allocation Theory - Behavioral and Political ConstraintsXerox Corporation
Gary KominskiPortfolio Approach to Alternative InvestmentsRogersCasey
George ChowMean/Variance and Tracking error Efficient Portfolios - Capturing Two Dimensions of Risks SimultaneouslyWindham Capital Management
Laurence B. SiegelImplications of Exposure to Illiquid Asset Classes - Measuring Risk and ReturnFord Foundation
McCue ConwayWhy Sponsors Don't Buy, Standard Optimization, & Asymmetric Correlations During Different Market EnvironmentsJohn Deere
Robert A. BrownValue of Rebalancing - Potential Benefits versus Real Time DifficultiesSEI

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