Quant Around the Country

The Jacobs Levy Center is bringing new research in quantitative finance to locations across the U.S. with its Quant Around the Country event series. Guest speakers include Wharton faculty members as well as financial industry practitioners. Join us for interactive discussions on current topics that bridge the worlds of academia and practice, and time to connect with fellow attendees. We hope to see you there!

Let us know where you’d like to see the next Quant Around the Country event! Take the survey here.

Past Events

Southern California • Tuesday, May 21
Professor Chris Geczy of Wharton and John Guerard of McKinley Capital Management presented and discussed recent research in quantitative finance. This event was hosted jointly by the Jacobs Levy Center and the Wharton Club of Southern California.

Event Materials

Slide Presentations:
About the Jacobs Levy Center
Active Quant: Applied Investment Research

Articles:
A Comparison of Some Aspects of the U.S. and Japanese Equity Markets
A Modest Defense of Active Management
Earnings Forecasting in a Global Stock Selection Model and Efficient Portfolio Construction and Management
The Existence and Persistence of Financial Anomalies

Speaker Bios

Christopher Geczy
Adjunct Professor of Finance; Academic Director, Jacobs Levy Center
The Wharton School of the University of Pennsylvania

Chris Geczy has been on the Finance Department faculty at the Wharton School since 1997. He is academic director of the Jacobs Levy Equity Management Center for Quantitative Financial Research and the Wharton Wealth Management Initiative at Wharton Executive Education. He previously worked for the Board of Governors of the Federal Reserve System, Washington, DC in its Division of Research and Statistics.

He currently serves on Intel’s U.S. Retirement Plans’ Investment Policy Committee, is a co-editor of Financial Planning Review, and formerly served on the Editorial Board of the Journal of Alternative Investments and the Economic Advisory Board of NASDAQ.

His work has appeared in numerous books and scholarly journals including the Journal of FinanceJournal of Financial Economics, and Journal of Political Economy, and been published by The Society for Industrial and Organizational Psychology. It has also been covered in the Wall Street Journal, the New York Times, NPR, on CNBC’s Squawk Box, and numerous other media outlets. Geczy has been the recipient of the Caesarea Prize for the Best Paper on Risk Management, the Moskowitz Prize, a Q Group Research Award, and the Best Elective Course Teaching Award in the Wharton Executive MBA Program.

He has a bachelor’s degree in economics from the University of Pennsylvania and a doctorate in finance and econometrics from the Graduate School of Business at the University of Chicago.

John Guerard
Director of Quantitative Research

McKinley Capital Management

John Guerard joined McKinley Capital as Director of Quantitative Research in 2005, where his focus is on the maintenance and enhancement of the firm’s quantitative capabilities and investment models. Prior to joining McKinley Capital, he held a number of senior-level positions including vice president for Daiwa Securities Trust Co. where he co-managed the Japan Equity Fund with Nobel Prize winner Harry Markowitz. He is also a former lecturer at the Wharton School of the University of Pennsylvania and faculty member of Rutgers University Graduate School of Management.

While serving as director of quantitative research at Vantage Global Advisors (formerly MPT Associates), Guerard was awarded the first Moskowitz Prize for research in socially responsible investing. He has published several monographs, including Corporate Financial Policy and R&D Management (Wiley, 2006, second edition), Quantitative Corporate Finance (Springer, 2007, with Eli Schwartz), and An Introduction to Financial Forecasting in China (Peking University Press, forthcoming, with Dimitrios Thomakos).

He has edited The Handbook of Portfolio Construction: Contemporary Applications of Markowitz Techniques (Springer, 2010) and Portfolio Construction, Measurement and Efficiency: Essays in Honor of Jack Treynor (Springer, 2017). He also serves an associate editor of the Journal of Investing and International Journal of Forecasting. Guerard has published research in International Journal of Forecasting, Management Science, Journal of Forecasting, the Journal of Investing, Research in Finance, Research Policy, and Journal of the Operational Research Society.

He holds a bachelor’s degree in economics from Duke University, master’s degrees in economics from the University of Virginia and finance from the Georgia Institute of Technology, and a doctorate in finance from the University of Texas at Austin.