Mellon Capital Management has two openings for quants: 1.  Currency researcher (no description, contact info below) 2.  Quantitative Equity Research Analyst Overview: Mellon Capital Management manages approximately $130 billion in systematic, process driven investment strategies for institutional investors.  Our investment philosophy is to apply sound investment theory and classical valuation…

Analyst (Systematic Investment Group)  — San Francisco, CA The analyst will perform equity quantitative and fundamental investment research and provide assistance in managing equity portfolios to continuously improve risk/return profile.

San Francisco File: Beyond EPS (sf-20050207-jha-beyond-eps.pdf) Market response to analyst estimates of Revenue and Cash Flow

San Francisco File: Resampled Efficiency™ vs. Bayes: Implications for Asset Management (sf-20050110-resampled-vs-bayes.pdf)

San Francisco File: Equity Optimization Issues – I (sf-20050110-equity-optimization-issues-i.pdf)

Mellon Capital Management has three openings for quants: 1.  Currency researcher 2.  Currency PM/Strategist 3.  Senior quant US Equity PM/Strategist/Researcher Please contact: Ralph Goldsticker Managing Director of Research Mellon Capital Management 595 Market Street, Suite 3000 San Francisco, CA 94105 415-975-2383 ralphg@mcm.com

San Francisco File: Realistic Inclusion of the Market Impact of Large Equity Trades:  A Boundary Condition Analysis (sf-20041202-dan-realistic.pdf by Dan diBartolomeo)

White Paper related to the SF QWAFAFEW October 18th, 2004 meeting.

THE EQUITY RISK PREMIUM: AN ANNOTATED BIBLIOGRAPHY Laurence B. Siegel The Ford Foundation January 2002 File containing background material for the 29 July 2004 meeting of the San Francisco chapter of QWAFAFEW.

A bond is a loan. Bonds, like loans, have less risk than equity (if there is a bankruptcy, the debt holders get preferred treatment) and less reward on the upside: that is, the most that debt holders can receive is the agreed upon interest payments and the principal returned at…