Chicago Quantitative alliance

Chicago Quantitative Alliance

Conferences

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Annual Fall Conference
Chicago, IL
Fall, 2010

Conference Details
Name Company Topic
Tony Elavia Madison Square Investors "Risk Management of Alpha Models"
Joe Gawronksi Rosenblatt Securities "The Current State of U.S. Equities Market Structure and High Frequency Trading"
Raghuram Rajan University of Chicago "Fault Lines"
Larry Kotlikoff Boston University "Jimmy Stewart Banking is Dead"
Brendan Bradley Acadian Asset Management "Benchmarks as Limits to Arbitrage: Understanding the Low Volatility Anomoly"
Barry Feldman Russell Investments "Defensive Equity"
Xi Li Boston College "Real Earnings Momentum and Subsequent Stock Returns"
Josef Lakonishok LSV Asset Management "Quantitative vs. Fundamental Institutional Money Managers: An Empirical Analysis"
James Richards Omnis, Inc. "Economic Security and National Security: Interaction and Synthesis"
Ankur Pareek Rutgers University “Institutional Investors’ Investment Durations and Stock Return Anomalies: Momentum, Reversal, Accruals, Share Issuance and R&D Increases”
Lukasz Pomorski University of Toronto "Decoding Inside Information"
Yuehua Tang Georgia State University “Do Institutional Investors Have an Ace Up Their Sleeves? Evidence from Confidential Filings of Portfolio Holdings”