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.