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CQA Fall 1997

Chicago, IL

Event begins: Sep 12, 1997

Event ends: Sep 13, 1997

Presenter Title Organization
Wayne Ferson Conditional Performance Evaluation University of Washington
Philippe Jorion Value at Risk University of Califrornia - Irvine
Tanya Styblo Risk Feats Beder Capital Market Risk Advisors Inc.
Lawrence Harris Does a Large Minimum Price Variation Encourage Order Exposure University of Southern California
Ken Barker Enhanced Indexing: Alternative Optimization Techniques Mellon Equity Associates
John Zerolis Triangulating Risk And Return Swiss Bank
Joe Emmanuelli Forecasting Credit Rating Changes with balance Sheet and Analysts' Earnings Forecast Data Fitch Information Systems
John Nofsinger Herding by Institutional and Individual Investors Marquette University
Gregory Kane Cross-Sectional Comparisons using Ratio Analysis University of Delaware
Ajay Patel An Examination of Equity Risk Premium Forecasts in the G-6 Countries Wake Forest University
Andrew Lo Pricing and hedging Derivative Securities in Incomplete Markets: An Epsilon-Arbitrage Approach Sloan School of Business MIT
Bill Brodsky The Future of the Exchanges in Chicago and the World Chicago Board Options Exchange
Christopher Polk Financial Constraints and Stock Returns The University of Chicago
F. Albert Wang Overconfidence Delegated Fund Management Columbia University
Dean Barr Quantitative Systems Providers - an Overview AIT
Jim Hough Quantitative Systems Providers - an Overview Team Systems
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