Fall Conference Featuring a Celebration of the Work of Stephen Ross

Call For Papers: Fall Conference Featuring a Celebration of the Work of Stephen Ross
September 15, 2017 at the New York Marriott Marquis
New Deadline: Submit by April 28, 2017
The Wharton School’s Jacobs Levy Equity Management Center for Quantitative Financial Research will host its next conference at the New York Marriott Marquis (1535 Broadway, New York, NY 10036) on September 15, 2017. Academics and practitioners are invited to present current research on topics related to asset management and quantitative finance.
PAPER SUBMISSION PROCEDURE: Please email jacobs-levy-center@wharton.upenn.edu<mailto:jacobs-levy-center@wharton.upenn.edu> to submit a paper. You may link to your paper in the body of the email or attach a PDF. The new deadline for submissions is April 28, 2017.
The Jacobs Levy Center will provide hotel accommodations and travel reimbursements for those academicians selected to participate in the forum.
ABOUT THE EVENT: The event will feature a celebration of the work of Stephen Ross in the area of multi-factor asset pricing, memorialized in his 1976 Journal of Economic Theory paper “The Arbitrage Theory of Capital Asset Pricing.”
Ross will be recognized with the Wharton-Jacobs Levy Prize for Quantitative Financial Innovation. Speakers will include Richard Roll of the California Institute of Technology and David Musto of the Wharton School.
There will be one discussant for each paper and a lunchtime speaker. Presenters at past Jacobs Levy Center events have included Andrew Ang, Cliff Asness, Mark Carhart, Samuel Hartzmark, Campbell Harvey, Lasse Pedersen, Jeremy Siegel, and Robert Stambaugh.
Professor Christopher Geczy, Ph.D., Academic Director 215-898-1698 geczy@wharton.upenn.edu<mailto:geczy@wharton.upenn.edu>
Lauren McDonnell, Managing Director 215-898-7542 laurmc@wharton.upenn.edu<mailto:laurmc@wharton.upenn.edu>
ABOUT THE CENTER: Led by Professor Chris Geczy, and established through the generous support of Bruce Jacobs and Ken Levy, the Wharton School’s Jacobs Levy Center is dedicated to the advancement of quantitative finance, at the intersection of theory and practice, through the creation and dissemination of innovative knowledge.

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