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

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