Leading academics and industry practitioners gathered the Spring Forum of the Wharton School’s Jacobs Levy Equity Management Center for Quantitative Financial Research on May 20, 2016 at the New York Hilton Midtown. Topics included asset manager funds, behavioral economics, global stock selection models and smart beta. The day culminated with the presentation of the Wharton-Jacobs Levy Prize for Quantitative Financial Innovation to William F. Sharpe of Stanford University.
Event coverage from Behind the Markets on SiriusXM