William F. Sharpe
The Wharton-Jacobs Levy Prize for Quantitative Financial Innovation was awarded to Professor William F. Sharpe at the Spring Forum on May 20, 2016. Sharpe was recognized for his work in style analysis detailed in his paper “Asset Allocation: Management Style and Performance Measurement” (The Journal of Portfolio Management, Winter 1992). He received the Nobel Prize in Economic Sciences in 1990.
More on the 2015 Prize
- Press release
- Knowledge@Wharton feature story
- Prize ceremony photos
- Interview with SiriusXM’s Behind the Markets
Nobel Perspectives:
How can we stop poverty in old-age?
A recent profile on William Sharpe, which includes an interview with Jacobs Levy Center Academic Director Chris Geczy, explores this question.
2015 Prize Selection Committee
- Bruce Jacobs (Committee Chair)
Principal and Co-Founder, Jacobs Levy Equity Management - John Ameriks
Principal and Head of Quantitative Equity Group, Vanguard - Christopher Geczy (Ex-Officio)
Adjunct Professor of Finance; Academic Director, Jacobs Levy Equity Management Center for Quantitative Financial Research, The Wharton School, University of Pennsylvania - Ronald Kahn
Managing Director, Global Head of Scientific Equity Research, BlackRock - Lubos Pastor
Charles P. McQuaid Professor of Finance; Co-Director, Fama-Miller Center for Research in Finance, The University of Chicago Booth School of Business - Matthew Richardson
Charles E. Simon Professor of Applied Economics; Sidney Homer Director, Salomon Center for Research in Financial Institutions and Markets; Professor of Finance, Leonard N. Stern School of Business, New York University