The Jacobs Levy Center at Wharton hosted its annual Frontiers in Quantitative Finance Conference on Friday, September 25, 2026. The event agenda is available here.
The following papers were presented during the conference:
Machine Learning Meets Markowitz
Presenter: Campbell Harvey, Fuqua School of Business, Duke University
Demand Propagation Through Traded Risk Factors
Presenter: Amy Wang Huber, The Wharton School, University of Pennsylvania
Rethinking Mutual Fund Performance: From Traditional Alpha to Achievable Alpha
Presenter: Raman Uppal, EDHEC Business School
Recession Risk and Asset Prices: Evidence from Recession Prediction Markets
Presenter: Jonathan Hartley, School of Civic Leadership, University of Texas at Austin
Recent Jacobs Levy Center conferences have drawn several hundred attendees including faculty, students, and financial practitioners. Speakers have included Simon Gervais, Robert Korajczyk, Claudia Moise, Bryan Kelly, Pete Kyle, Tobias Moskowitz, Robert Shiller, Jeremy Siegel, Chester Spatt, and Jessica Wachter, among many others.
Please contact us with any questions at jacobs-levy-center@wharton.upenn.edu.