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Jacobs Levy Center at the Wharton School
Добавлен 28 май 2014
The Wharton School's Jacobs Levy Equity Management Center for Quantitative Financial Research is dedicated to the advancement of quantitative finance through the creation and dissemination of innovative knowledge.
The Return of Return Dominance: Decomposing the Cross-section of Prices
The Wharton School's Jacobs Levy Center hosted a webinar featuring Sean Myers, assistant professor of finance at Wharton.
Professor Myers presented his paper The Return of Return Dominance: Decomposing the Cross-section of Prices, which tackles the fundamental question - why do stock prices differ so much between companies? Jonathan Lewellen of Dartmouth gave a discussion of the paper.
The paper won the 2023 Jacobs Levy Center Research Paper Prize for Best Paper.
Professor Myers presented his paper The Return of Return Dominance: Decomposing the Cross-section of Prices, which tackles the fundamental question - why do stock prices differ so much between companies? Jonathan Lewellen of Dartmouth gave a discussion of the paper.
The paper won the 2023 Jacobs Levy Center Research Paper Prize for Best Paper.
Просмотров: 275
Видео
(Almost) 200 Years of News-Based Economic Sentiment Webinar
Просмотров 330Год назад
Wharton Finance Professor Jules van Binsbergen presents his paper, (Almost) 200 Years of News-Based Economic Sentiment, which uses the full text of 200 million pages of 13,000 U.S. local newspapers and state-of-the-art machine learning methods to construct a novel 170-year-long time series measure of economic sentiment. This webinar was hosted by Wharton's Jacobs Levy Equity Management Center f...
The Virtue of Complexity in Return Prediction
Просмотров 7 тыс.Год назад
Bryan Kelly of Yale School of Management and AQR Capital Management presents his paper, "The Virtue of Complexity in Return Prediction" followed by discussion by Ron Kaniel of Simon Business School, University of Rochester at the Jacobs Levy Center's 2022 Frontiers in Quantitative Finance Conference. Led by Professors Chris Geczy, PhD, C'90 and Craig MacKinlay, PhD and established through the v...
Panel Discussion: The Past, Present, and Future of Momentum
Просмотров 501Год назад
Chris Geczy of the Wharton School moderates a panel on momentum investing with Mark Carhart of Kepos Capital, Kent Daniel of Columbia Business School, and Tobias Moskowitz of Yale School of Management and AQR Capital Management at the Jacobs Levy Center's 2022 Frontiers in Quantitative Finance Conference. Led by Professors Chris Geczy, PhD, C'90 and Craig MacKinlay, PhD and established through ...
2019-2022 Jacobs Levy Center Research Paper Prize Presentation
Просмотров 75Год назад
Jacobs Levy Center academic directors Chris Geczy and Craig MacKinlay and Wharton alumni Bruce Jacobs and Ken Levy recognize the 2019-2022 winners of the Jacobs Levy Center Research Paper Prizes at the Jacobs Levy Center's 2022 Frontiers in Quantitative Finance Conference. The Jacobs Levy Center Research Paper Prizes are chosen from recent additions to the Center’s paper series on SSRN. www.ssr...
New Perspectives on "Stocks for the Long Run"
Просмотров 1,1 тыс.Год назад
Jeremy Siegel, Russell E. Palmer Professor Emeritus of Finance at Wharton, and Wharton alumnus Jeremy Schwartz of WisdomTree Asset Management discuss current market and economic conditions and the 6th edition of the book "Stocks for the Long Run" at the Jacobs Levy Center's 2022 Frontiers in Quantitative Finance Conference. Led by Professors Chris Geczy, PhD, C'90 and Craig MacKinlay, PhD and e...
2022 Conference Welcome
Просмотров 78Год назад
Jacobs Levy Center academic directors Chris Geczy and Craig MacKinlay, Wharton Dean Erika James, and Wharton alumnus and Jacobs Levy Center advisory board chair Bruce Jacobs welcome attendees to the 2022 Frontiers in Quantitative Finance Conference. Led by Professors Chris Geczy, PhD, C'90 and Craig MacKinlay, PhD and established through the vision and generosity of Bruce Jacobs, PhD, G'79, GRW...
2021 Wharton-Jacobs Levy Prize: Narasimhan Jegadeesh and Sheridan Titman
Просмотров 480Год назад
The 2021 Wharton-Jacobs Levy Prize for Quantitative Financial Innovation is presented to Narasimhan Jegadeesh and Sheridan Titman for their groundbreaking research on momentum investing. The Prize, endowed with a $2 million gift, is awarded biennially. It recognizes outstanding quantitative research that has contributed to a particular innovation in the practice of finance. Led by Professors Ch...
Do Common Factors Really Explain the Cross-Section of Stock Returns?
Просмотров 751Год назад
Alejandro Lopez-Lira of Warrington College of Business at the University of Florida presents his paper, "Do Common Factors Really Explain the Cross-Section of Stock Returns?" followed by discussion by Guofu Zhou of Olin Business School at Washington University in St. Louis at the Jacobs Levy Center's 2022 Frontiers in Quantitative Finance Conference. Led by Professors Chris Geczy, PhD, C'90 and...
What Drives Momentum and Reversal? Evidence from Day and Night Signals
Просмотров 628Год назад
Vincent Bogousslavsky of Boston College Carroll School of Management presents his paper, "What Drives Momentum and Reversal? Evidence from Day and Night Signals" followed by discussion by Sophia Zhengzi Li of Rutgers Business School at the Jacobs Levy Center's 2022 Frontiers in Quantitative Finance Conference. Led by Professors Chris Geczy, PhD, C'90 and Craig MacKinlay, PhD and established thr...
2022 Frontiers in Quantitative Finance Conference Highlights
Просмотров 370Год назад
Highlights from the 2022 Frontiers in Quantitative Finance Conference hosted by the Wharton School's Jacobs Levy Center. Led by Professors Chris Geczy, PhD, C'90 and Craig MacKinlay, PhD and established through the vision and generosity of Bruce Jacobs, PhD, G'79, GRW'86 and Ken Levy, WG'76, G'82, the Jacobs Levy Equity Management Center for Quantitative Financial Research at the Wharton School...
Getting to the Core Webinar
Просмотров 4992 года назад
Nikolai Roussanov of Wharton presents his paper "Getting to the Core: Inflation Risks Within and Across Asset Classes," with discussion by Michael Weber of the University of Chicago Booth School of Business, followed by audience Q&A. Hosted by Chris Geczy, Academic Director of the Jacobs Levy Center.
CLO Performance Webinar
Просмотров 3,2 тыс.3 года назад
Michael Roberts of Wharton presents his working paper "CLO Performance," with discussion by John Griffin of the McCombs School of Business at the University of Texas at Austin, followed by audience Q&A. Hosted by Chris Geczy, Academic Director of the Jacobs Levy Center.
2019 Conference Highlights
Просмотров 2174 года назад
Highlights from the Jacobs Levy Center's 2019 Frontiers in Quantitative Finance Conference held September 27, 2019 at the New York Marriott Marquis.
A Production-based Economic Explanation for the Gross Profitability Premium
Просмотров 4134 года назад
Presenter: Leonid Kogan, MIT Sloan School of Management Discussant: Jessica Wachter, The Wharton School
2018 Jacobs Levy Center Research Paper Prize Presentation
Просмотров 1084 года назад
2018 Jacobs Levy Center Research Paper Prize Presentation
2019 Wharton-Jacobs Levy Prize: Ray Ball and Philip Brown
Просмотров 5894 года назад
2019 Wharton-Jacobs Levy Prize: Ray Ball and Philip Brown
Panel Discussion: Accounting Informativeness: 50 Years Since Ball and Brown
Просмотров 7484 года назад
Panel Discussion: Accounting Informativeness: 50 Years Since Ball and Brown
Panel Discussion: Impact of Financial Crises: Past, Present, and Future
Просмотров 3125 лет назад
Panel Discussion: Impact of Financial Crises: Past, Present, and Future
Keynote Presentation: Are Stocks Too High? A Historical Perspective
Просмотров 11 тыс.5 лет назад
Keynote Presentation: Are Stocks Too High? A Historical Perspective
Dynamic Interpretation of Emerging Risks in the Financial Sector
Просмотров 3045 лет назад
Dynamic Interpretation of Emerging Risks in the Financial Sector
ETF Short Interest and Failures-to-Deliver: Naked Short Selling or Operational Shorting?
Просмотров 98 тыс.5 лет назад
ETF Short Interest and Failures-to-Deliver: Naked Short Selling or Operational Shorting?
2017 Jacobs Levy Center Research Paper Prize Presentation
Просмотров 585 лет назад
2017 Jacobs Levy Center Research Paper Prize Presentation