Thank you for registering for the Spring 2016 Forum. Presentation slides will be posted here the morning of May 20, 2016.
Registration
Coffee and tea
Registration and the Wharton Research Data Services (WRDS) table will be located off the third floor elevators
8:00 a.m.
Welcome Remarks
Christopher Geczy, The Wharton School; Academic Director, Jacobs Levy Center
Bruce Jacobs, Jacobs Levy Equity Management
9:00 a.m.
Investing in Global Equity Markets with Particular Emphasis on Chinese Stocks
Presenter: John Guerard, McKinley Capital Management
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Discussant: Jinghua Yan, Cubist Systemic Strategies
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9:30 a.m.
A Tough Act to Follow: Contrast Effects in Financial Markets
Presenter: Samuel Hartzmark, The University of Chicago Booth School of Business
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Discussant: Wesley Gray, Alpha Architect
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10:45 a.m.
Asset Manager Funds
Lunch buffet
Presenter: Joseph Gerakos, The University of Chicago Booth School of Business
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Discussant: Robert Litterman, Kepos Capital
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12:00 p.m.
Panel Discussion: The Ongoing Controversy of Alpha, Beta and “Smart Beta”
Chris Brightman, Research Affiliates
Ronald Kahn, BlackRock
Robert Shapiro, State Street Global Advisors
Moderator: Christopher Geczy, The Wharton School
1:45 p.m.
Presentation of Wharton-Jacobs Levy Prize for Quantitative Financial Innovation
Christopher Geczy, The Wharton School; Academic Director, Jacobs Levy Center
Bruce Jacobs, Jacobs Levy Equity Management
Ken Levy, Jacobs Levy Equity Management
3:00 p.m.
Prize Winner Presentation: Reprise of Work in Style Analysis
William Sharpe, Stanford University
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3:30 p.m.
Cocktail Reception
Beer, wine and hors d’oeuvres
4:00 p.m.
More Information
View the Spring Forum agenda
Read speaker bios
Learn about the Jacobs Levy Center
Become a corporate member
Wi-Fi Access at the Event
Network: EVENT WI-FI
Password: wharton2016