2013 Forum Videos

Event Highlights

Lasse Pedersen, NYU Stern School of Business, Copenhagen Business School, AQR Capital Management

Asset Pricing in the Dark: The Cross-Section of OTC Stocks
Andrew Ang, Columbia Business School

Leverage Aversion – A Third Dimension in Portfolio Theory and Practice
Bruce Jacobs & Kenneth Levy, Jacobs Levy Equity Management

Arbitrage Asymmetry and the Idiosyncratic Volatility Puzzle
Robert Stambaugh, The Wharton School

Wharton-Jacobs Levy Prize for Quantitative Financial Innovation
Recipient: Harry Markowitz