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Archives > SPRING 2004 SEMINAR

POLICY PORTFOLIOS
AND
PREDICTING RETURNS

Papers and Speakers
Note: Underline indicates available link to paper. Click on link to download papers.

• Paradigm Shift? Are We Due?
  - WHEELER, LANGDON B. - (No paper will be available for download)
  
  
• 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