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CQA Fall 2002

Chicago, IL

Event begins: Sep 12, 2002

Event ends: Sep 13, 2002

Presenter Title Organization
Ned Elton Explaining the Rate Spread on Corporate Bonds New York University
Gary Knapp Balanced Volatility Approach to Hedge Fund Investing CS First Boston
Jeff Jaffe Academic Research on Anomalies and Inefficiencies University of Pennsylvania
Dan Xystus Demise of the Day of the Week Effect Chicago Equity Partners
David Ng Corruption and International Valuation: Does Virtue Pay? Cornell University
Christo Pirinsky Time-Series Versus Cross-Sectional Momentum: What's the Difference? Texas A & M University
Peter Knez A Torpedo Monitoring Framework for Corporate Bonds Incapture LLC
Peter Rousseeuw Introduction to Positive-Breakdown Robust Statistics Renaissance Technologies Corporation
Richard Thaler Investing Rationally in an Irrational World University of Chicago
Scott Stewart Hire/Fire Decision Behavior of Institutional Investors Boston University
Xi Li Will Past Leaders Still Lead? Performance Persistence of Financial Analysts University of Miami
Dan Cardell Using Quantitative Rankings for Individual Investors University of Illinois at Chicago
Ed Keon Using Quantitative Rankings for Individual Investors Prudential
Greg Forsythe Using Quantitative Rankings for Individual Investors Charles Schwab
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