Q-Group spring 2007 seminar summaries are (almost) all about alpha

Sep 25th, 2007 | Filed under: CAPM / Alpha Theory

As you probably know if you are a regular reader, The Institute for Quantitative Research in Finance” (or Q-Group for short) is one of the world’s foremost communities of quant rock-stars from the academic and practitioner communities.  In his video interview for the American Finance Association’s “History of Finance” project, William Sharpe tells of how he was actually at a Q-Group annual seminar when he learned of his Nobel Prize.

Well, no one won a Nobel Prize at last spring’s meeting.  But the 17 pages of session summaries, now available here, are well worth a read.  Here is a selection of what you’ll find:

More…


To continue reading this article please login (at the right) or click here to learn more about accessing our archives.

Related Posts

  1. Man Group CEO on lock-ups and alpha…
  2. Hedge replication strategies set for 2007 breakthrough year, says Partners Group
  3. EVENT: Portable Alpha & 130/30 Strategies 2007
  4. Clifford Asness
  5. Alpha/Beta Separation & Integration is #3 Trend for 2007: New Watson Wyatt Report

2 comments
Leave a comment »

  1. [...] The Q-Group line-up is all about alpha. (All About Alpha) [...]

  2. Although very similar, The Q-Group isn’t related to the similarly prestigious QWAFAFEW

    I find the two institutions complementary, with significant differences. Not the least of which: at Q, all the “quaffing of a few” happens during the “one-on-one” conference times.

Leave Comment