Frontiers in Quantitative Finance
Friday, September 27 • New York
The Jacobs Levy Center at Wharton is pleased to announce its upcoming conference, which will include a ceremony to award the 2019 Wharton-Jacobs Levy Prize for Quantitative Financial Innovation to Professors Ray Ball and Philip Brown. They will be recognized for their influential work linking stock prices to accounting data outlined in their paper “An Empirical Evaluation of Accounting Income Numbers” (Journal of Accounting Research, 1968).
Call for Papers
Paper submissions for the conference are invited on quantitative methods and asset pricing using accounting and other financial data, ESG considerations, as well as data science and market microstructure. Please submit papers below by Sunday, March 31.
The conference committee will select up to four papers. Hotel accommodations and travel reimbursements will be provided for those academicians selected to participate.
Recent Jacobs Levy Center conferences have drawn several hundred attendees including faculty, students, and financial practitioners. Speakers have included Cliff Asness, Mark Carhart, Campbell Harvey, Harry Markowitz, William Sharpe, Robert Shiller, Jeremy Siegel, and Rob Stambaugh, among many others.
Date: Friday, September 27, 2019
Location: New York Marriott Marquis (1535 Broadway, New York, NY 10036)
An agenda and information on how to register will be shared early this summer. This is a full day event that includes breakfast, a buffet lunch, and a cocktail reception. The program will feature paper presentations with one discussant for each paper, a panel discussion, and the ceremony to award the 2019 Wharton-Jacobs Levy Prize to Ray Ball and Philip Brown.