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CQA Fall 1995

Chicago, IL

Event begins: Sep 12, 1995

Event ends: Sep 13, 1995

Presenter Title Organization
Casimir C. Klimasauskas Bringing out the Best in Genetic Algorithms' Statistics and Neural Networks for Securities Modeling NeuralWare Inc.
Charles M. C. Lee Accounting Valuation Marketing Expectation University of Michigan
Danielle Gordon Uncertainty and Overconfidence in Time Series Forecasts: Application to S&P 500 Index Princeton University
Donald van Deventer Term Structure Estimation Kamakura Corporation
Ed Crane Privatizing Social Security Cato Institute
Edward C. Franks Targeting Excess-of-Benchmark Returns Trust Company of West
Harry Markowitz Data Mining Corrections Nobel Laureate
Ken Kroner Creating and Using Volatility Forecasts Wells Fargo
Mark Rubenstein Measuring Risk from Contemporaneous Market Prices UC-Berkeley
Meir Statman Behavioral Finance Santa Clara University
Michael de la Maza The Art of Genetic Algorithm Redfire Capital Management
Patricia Dechow Returns to Contrarian Investment: Tests of the Naive Expectations Hypothesis University fo Pennsylvania
Stephen Ross Equity Risk Assessment Yale University
Tim Bollerslev Creating and Using Volatility Forecasts Northwestern University
Zsuzsanna Fluck The Predictability of Stock Returns: A Cross-Sectional Simulation New York University Stern School of Business
Elizabeth Plummer A Linear Returns-Earnings Relation: Evidence from Revisions in Analysts' Long-Term Forecasts University of Georgia
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