The Jacobs Levy Center at Wharton held its 2022 Frontiers in Quantitative Finance Conference on Friday, September 16 at the New York Marriott Marquis.
The event included a ceremony to award the 2021 Wharton-Jacobs Levy Prize for Quantitative Financial Innovation to Professors Narasimhan Jegadeesh and Sheridan Titman. The prize recognized their research on momentum investing from their paper “Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency” (Journal of Finance, 1993).
The program also included a special interview with Professor Jeremy Siegel, paper presentations, a panel discussion, and recognition of recent winners of the Jacobs Levy Center Research Paper Prizes.
Conference papers and slide presentations are available on the agenda page. Photos can be viewed here or on Google Photos. Videos of all the conference sessions can be viewed here.
Event Coverage
Jeremy Siegel: Why Stocks Will Remain Strong in the Long Run
Knowledge@Wharton
Behind the Markets: Live from the 2022 Jacobs Levy Center Conference
Wharton on SiriusXM Channel 132
2 win Wharton-Jacobs Levy Prize for paper on momentum investing
Pensions & Investments
Wharton-Jacobs Levy Prize to Honor Jegadeesh and Titman for Momentum Investing at September Conference
Press Release
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