2023 Conference

The Jacobs Levy Center at Wharton held its 2023 Frontiers in Quantitative Finance Conference on September 22 at the New York Marriott Marquis.

The event included a ceremony to award the 2023 Wharton-Jacobs Levy Prize for Quantitative Financial Innovation. Albert S. “Pete” Kyle was honored for his research on market microstructure based on his paper, Continuous Auctions and Insider Trading¬†(Econometrica, 1985)

The program also included 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.