Friday, May 20, 2016
Welcome Remarks
Christopher Geczy, The Wharton School; Academic Director, Jacobs Levy Center
Bruce Jacobs, Jacobs Levy Equity Management
Bruce Jacobs’ Remarks
Investing in Global Equity Markets with Particular Emphasis on Chinese Stocks
Presenter: John Guerard, McKinley Capital Management
Discussant: Jinghua Yan, Cubist Systemic Strategies
Paper | Presentation
A Tough Act to Follow: Contrast Effects in Financial Markets
Presenter: Samuel Hartzmark, The University of Chicago Booth School of Business
Discussant: Wesley Gray, Alpha Architect
Paper | Presentation
Asset Manager Funds
Presenter: Joseph Gerakos, The University of Chicago Booth School of Business
Discussant: Robert Litterman, Kepos Capital
Paper | Presentation
Panel Discussion: The Ongoing Controversy of Alpha, Beta and “Smart Beta”
Chris Brightman, Research Affiliates
Ronald Kahn, BlackRock
Robert Shapiro, State Street Global Advisors
Moderator: Christopher Geczy, The Wharton School
Presentation of Wharton-Jacobs Levy Prize for Quantitative Financial Innovation
Christopher Geczy, The Wharton School; Academic Director, Jacobs Levy Center
Bruce Jacobs, Jacobs Levy Equity Management
Ken Levy, Jacobs Levy Equity Management
Bruce Jacobs’ Remarks | Ken Levy’s Remarks
Prize Winner Presentation: Reprise of Work in Style Analysis
William Sharpe, Stanford University
Paper | Presentation
Closing Remarks
Christopher Geczy, The Wharton School; Academic Director, Jacobs Levy Center