Mission

The Jacobs Levy Equity Management Center for Quantitative Financial Research is dedicated to the advancement of quantitative finance, at the intersection of theory and practice, through the creation and dissemination of innovative knowledge. The Jacobs Levy Center aims to enhance understanding of financial markets through the application of quantitative and statistical techniques and methods to such fields as asset management and security pricing, including the analysis of stocks, bonds and other instruments.

The Goals of the Center are as follows:

  • Encourage and disseminate research in quantitative finance that can help investors meet their goals;
  • Promote research in, and the practice of, good governance and ethics in the asset management industry;
  • Capitalize upon the wealth of resources at Wharton and Penn by encouraging interdisciplinary research and the formation of collaborative partnerships;
  • Fund innovative research by faculty and Ph.D. candidates in the field of quantitative finance to equip the next generation of asset managers;
  • Create a new cadre of academics who continue to push the boundaries of quantitative finance;
  • Provide dissertation fellowships in quantitative finance;
  • Disseminate research from the Jacobs Levy Center via a working paper series, Knowledge@Wharton and scholarly journals;
  • Host conferences and forums, and sponsor seminars for academics and practitioners on the topic of quantitative finance;
  • Use the Jacobs Levy Center’s research on quantitative finance to inform the educational mission of the Center and the Wharton School more broadly;
  • Yield cross-fertilization with the investment community through the creation of an advisory board with faculty as well as industry leaders among its members.