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CQA Fall 1994

Chicago, IL

Event begins: Sep 12, 1994

Event ends: Sep 13, 1994

Presenter Title Organization
Rupert Cox The Complicated Nature of Option Portfolios - An Overview Prudential-Quasar Group
Sam Zell A CEO's Perspective on Investing Equity Office Properties
Zhenyu Wang The CAPM is Alive and Well University fo Minnesota
Alan Lewis Portfolios With Opinions-How To Measure the Risk of Portfolios When Returns Are Not Symmetrical Analytic Investment Management
Andrew J. Morton Interest Rate Modeling Lehman Brothers
Brian Bielinski Optimal Allocation of Options in Portfolio Strategy Solomon Brothers
Frank Sortino Is Variance Dead? San Francisco State University
Greg Jeide CQA and the Internet Synergystic Networks
H. Woody Brock Rational Beliefs Strategic Economic Decisions
Houston H. Stokes Detecting and Modeling Non-Linearity in Stock Returns University of Illinois at Chicago
Jacob Boudoukh Non-Parametric Estimation and its Application to pricing and Hedging New York University
Jeremy Goh Bond Rating Changes and Their Effect on Equity Returns and Earnings Expectations Chapman University
Kent Daniel Business Cycle Variation in Earnings Forecasts and Common Stock Returns University of Chicago
Larry A. Frieder Bottom Line Banking-The Restructuring of the Banking Industry Florida A&M University
Paul Kaplan Variance Maters Ibbottson Associates
Ross Healy How to Beat the S&P 500 Using Credit Analysis Solvency Analysis Corporation
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