2004 Spring Seminar
POLICY PORTFOLIOS AND PREDICTING RETURNS
Papers and Speakers
Note: Titles in blue indicate available link to paper. Click on link to download papers.
- Paradigm Shift? Are We Due?
– WHEELER, LANGDON B.
- Active Alpha Investing Series
– LITTERMAN, ROBERT B
- The Fuss About Policy Portfolios: Adrift In Institutional Wonderland
– AMBACHTSHEER, KEITH
- Who’s Minding the Store?
Managing Investments for the Long Term
What Risk Matters?
The Meaning of a Slender Risk Premium
ARNOTT, ROBERT D.
- Death to the Policy Portfolio
– JAHNKE, WILLIAM W.
- When do Active Equity Managers Add Alpha
When do Hedge Fund Managers Add Alpha
When do Enhanced Indexation Managers Add Alpha
– HILL, JOANNE
- A Stockpicker’s Reality – Part II
A Stockpicker’s Reality – Part III
– STRONGIN, STEPHEN
- PIMCO Bonds – Engineering an Alpha Engine – Part 1
– THOMAS, LEE
- A Reality Check for Data Snooping
Data Snooping, Technical Trading Rule Performance, and the Bootstrap
Dangers of Data Mining: The Case of Calendar Effects in Stock Returns
Can Mutual Fund ‘Stars’ Really Pick Stocks? New Evidence from a Bootstrap Analysis
– WHITE, HALBERT
- On the Predictability of Stock Returns in Real Time
– COOPER, MICHAEL J.
- Is Stock Return Predictability Spurious?
– FERSON, WAYNE
- Value Versus Glamour
– CONRAD, JENNIFER
- CAPM Over the Long Run: 1926-2001
– ANG, ANDREW
- Structural Models of Credit Risk are Useful: Evidence from Hedge Ratios
– SCHAEFER, STEPHEN