April 25, 2014
Welcome
Christopher Geczy, Academic Director, Jacobs Levy Center; Academic Director, Wharton Wealth Management Initiative; Adjunct Professor of Finance
Welcome Remarks
Bruce Jacobs, Chair of the Advisory Board, Jacobs Levy Center; Principal and Co-Founder, Jacobs Levy Equity Management
Welcome Remarks | Paper
Are Some Clients More Equal than Others? Evidence of Price Allocation by Delegated Portfolio Managers
Presenter: Azi Ben-Rephael, Kelley School of Business, Indiana University Bloomington
Discussant: James J. Angel, McDonough School of Business, Georgetown University
Paper | Presentation | Video
Do ETFs Increase Volatility?
Presenter: Rabih Moussawi, The Wharton School, University of Pennsylvania
Discussant: Nikolai Roussanov, The Wharton School, University of Pennsylvania
Paper | Presentation | Video
Keynote Presentation
Introduction: Bruce Jacobs, Chair of the Advisory Board, Jacobs Levy Center; Principal and Co-Founder, Jacobs Levy Equity Management and Kenneth Levy, Principal and Co-Founder, Jacobs Levy Equity Management
Presenter: Jeremy Siegel, The Wharton School, University of Pennsylvania
Video
The Remarkable Multidimensionality in the Cross-Section of Expected U.S. Stock Returns
Presenter: Jeremiah Green, Smeal College of Business, Pennsylvania State University
Discussant: Jakub Jurek, Department of Economics, Princeton University
Paper | Presentation | Video
Information Release and the Fit of the Fama-French Model
Presenter: Christopher Hrdlicka, Foster School of Business, University of Washington
Discussant: Wesley Gray, LeBow College of Business, Drexel University
Paper | Presentation | Video
Closing
Christopher Geczy, Academic Director, Jacobs Levy Center; Academic Director, Wharton Wealth Management Initiative; Adjunct Professor of Finance
Closing Remarks