2004 Fall Seminar
ASSET – LIABILITY MANAGEMENT AND THE TWILIGHT OF TRADITIONAL ANALYSIS
- Investment Implications of the Election
– VALLIERE, GREG
- Liability-Relative Investing:
Part 1
Part 2
Slides
– WARING,BARTON
- Asset Allocation Decisions And Sponsor Valuation
Slides
– PEROLD, ANDRE
- Pension Risk Management: Adapting An Analytical Framework For Practical Application In Modeling The Pension Liability
– MARSHALL, WILLIAM
- Asset/Liability Management – Theory and Practice
Slides
– SHARPE, WILLIAM (No paper will be available for download)
- The Economics of Earnings Obsession
Slides
– RAPPAPORT, ALFRED
- The Economic Implications of Corporate Financial Reporting
Slides
– HARVEY, CAMPBELL
- Accounting and Stock Selection: A Survey
– TRUEMAN, BRETT
- Earnings Quality
Slides
– VINCENT, LINDA
- Market Frictions, Price Delay, and the Cross-Section of Expected Returns
Slides
- Bond Liquidity
Corporate Bond Market Transparency and Transaction Costs
Slides