Global Asset Allocation and Stock Selection

Asset Management Teams and Research Initiatives: 2001

Group Code: Sigma Asset Management (SAM)

Explaining Hedge Fund Performance With Risk

• Andy, Chen
• Yulia, Didenko
• John, Hanley
• Kresho, Klenovic
• Igor, Tishin
• Group email

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Group Code: BTC Funds

Foreign Exchange Volatility and Equity Returns

• Ruta Coffin
• John (Jay) Weber
• Holly Dice
• Chris Rae
• Shawn Fedun
• Group email

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Group Code: Platypus Strategic Investors

Topic to be decided

• Paul Berg
• Group email

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Looney Tunes Asset Management

Cross-Sectional Time-Series Stock Selection Infrastructure

• Juan Rodriguez
• Kenny Turner
• Peter van Kerckhoven
• Russell Burnett
• Group email

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The Effect of ADR Listing on Underlying Equity Behavior

• Massimiliano, Rossi
• Marcelo, Rosenburg
• Rebecca, Mazza
• Alexandre, Rappaport
• Jose, Zapata
• Group email

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Stock selection by scoring screens

• Atsushi Yasutake
• Li-Chien Hsieh
• Xiaowei Sun
• Suryadi Suparman
• Jinsoo Lee
• Group email

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Can The Dividend Yield Model Be Improved By Using EBITDA?

• Roberto Alatorre
• Prakash Arya
• Brian Chin
• Philipp Schmahl
• John Withrow
• Group email

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A Predictive Contrarian- Momentum Strategy

• Venkata Kodali
• Ray Jacobson
• Josh Rose
• Jim Sheehan
• John Watts
• Group email

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Predicting Fixed Income Credit Spread Movements

• Mary Murphy
• Luisa Rubino
• Steve Smigie
• Jennifer Widham
• Group email

Use of momentum in trading across industry sectors

• Yuk Ping, Ng
• Jonathan, Steinmetz
• Pierre, Oustinow
• Yuri, Krapivin
• Terence, Tong
• Group email

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