Analytical Finance Practicum
 
   
 
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Spring 2003

General Information:

First Class: 6:30pm to 9:15pm Wednesday, April 2, 2003

Professor Ravi Jagannathan

Syllabus

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Practium Overview for Sponsors

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Projects Offered

Sponsor Description
Lehman Brothers Global Asset Allocation
Barclays Global Investors Drivers of stock and bond correlations; Stock price reaction to good and bad news.
Argo Management Partners Search for Private Equity Investment Opportunities
UCSG Dual Class Trading Strategy
Eli Lilly Risk Management for a Defined Benefit Plan
Huizenga Capital Management Risk Management in Fund of Funds
Mellon Capital Management Stock price reaction to earnings surprise and earnings quality

Final Reports

Sponsor Description
Lehman Brothers Global Asset Allocation (Abstract)
Barclays Global Investors Drivers of stock and bond correlations; Stock price reaction to good and bad news. (Abstract)
Argo Management Partners Search for Private Equity Investment Opportunities (Abstract)
UCSG Dual Class Trading Strategy (Abstract)
Deborah Lucas Access Group Student Loan Securitization Project (Abstract)
Eli Lilly Risk Management for a Defined Benefit Plan (Abstract)
Huizenga Capital Management Risk Management in Fund of Funds (Abstract)
Andrew Ingley Biotech Allicane Investments: Good Predictors of Excess Returns? (Abstract)
Mellon Capital Management Stock price reaction to earnings surprise and earnings quality (Abstract)

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