2021 Wharton-Jacobs Levy Prize: Narasimhan Jegadeesh and Sheridan Titman

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 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 of the University of Pennsylvania is dedicated to the advancement of quantitative finance, at the intersection of theory and practice, through the creation and dissemination of innovative knowledge.