Advancing the Field of Quantitative Finance
formerly the IAFE

Event: The Society of Quantitative Analysts: Where Does the Alpha Come From?
Date: Thursday, January 19, 2012
Location:
Baruch College CUNY

55 Lexington Avenue and 24th Street

New York, NY 10010



The International Association of Financial Engineers is pleased to endorse

 

The Society of Quantitative Analysts:

Where Does the Aplha Come From?

January 19, 2012

5:30 PM-7:30 PM

Baruch College CUNY

55 Lexington Avenue and 24th Street

New York, NY 10010

 

Highlights

Professor Cohen and his co-authors find that the stocks that the active managers display the most conviction towards ex ante, their best ideas, outperform the market as well as the other stocks in those managers' portfolios, by approximately 1 to 2.5 percent per quarter depending on the benchmark employed. Professor Cohen will go into further detail and explore the degree of stock market efficiency.

Early Registration Fees (prior to 1/17/12)
$40 SQA Members; $60 IAFE or NYSSA Members; $80 Non-members; $20 Students or SQA Transitional Members.