Webinars

The Jacobs Levy Center hosts webinars from time to time on research topics in quantitative finance. Speakers include faculty from Wharton and other schools, as well as financial practitioners.

Past Events

Common Risk Factors in the Returns on Stocks, Bonds (and Options), Redux
March 2025

With Nikolai Roussanov, Raymond Kan, and Chris Geczy

The Return of Return Dominance: Decomposing the Cross-section of Prices
May 2024

With Sean Myers, Jonathan Lewellen, and Chris Geczy

(Almost) 200 Years of News-Based Economic Sentiment
May 2023

With Jules van Binsbergen, Apoorv Saxena, and Chris Geczy

Getting to the Core: Inflation Risks Within and Across Asset Classes
May 2022

With Nikolai Roussanov, Michael Weber, and Chris Geczy

Dissecting Green Returns
November 2021

With Robert Stambaugh, Lu Zhang, and Chris Geczy

CLO Performance
May 2021

With Michael Roberts, John Griffin, and Chris Geczy

Sustainable Investing in Equilibrium
October 2020

With Robert Stambaugh, Harrison Hong, and Chris Geczy

Commodity Trade and the Carry Trade: A Tale of Two Countries
April 2017

With Nikolai Roussanov, Mikhail Samonov, and Chris Geczy