2017 Conference

The Jacobs Levy Center’s 2017 Conference was held September 15 at the New York Marriott Marquis. The program celebrated multifactor models in academia and practice, and included three paper presentations and a panel discussion.

The event also featured a ceremony to award the 2017 Wharton-Jacobs Levy Prize for Quantitative Financial Innovation to the late Stephen Ross for multifactor asset pricing. His life and work were remembered with remarks from Richard Roll of the California Institute of Technology and David Musto of Wharton. Carol Ross accepted the award on her husband’s behalf.