Frontiers in Quantitative Finance Conference 2023 | The Wharton School | 22 September 2023 | New York Marriott Marquis, 1535 Broadway, New York, NY 10036, USA
Venue
New York Marriott Marquis
New York Marriott Marquis, 1535 Broadway, New York, NY 10036, USA
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| Event Date | Fri Sep 22 EDT (about 1 year ago) |
| Location |
New York Marriott Marquis
1535 Broadway, New York, NY 10036, USA |
| Region | Americas |
Details
The conference will feature the ceremony to award the 2023 Wharton-Jacobs Levy Prize for Quantitative Financial Innovation to Professor Albert S. "Pete" Kyle. He will be honored for his research on market microstructure based on his paper, Continuous Auctions and Insider Trading (Econometrica, 1985).
The program will discuss the followings:
• Reversals and the Returns to Liquidity Provision
• Circuit Breakers, Illiquidity, and the COVID-19 Crisis
• The Statistical Limit of Arbitrage
Speakers
2023 Speakers
PRESENTERS:
Robert Novy-Marx
Professor, Simon Business School, University of Rochester
Claudia Moise
Visiting Assistant Professor of Finance, UNC Kenan-Flagler Business School
Dacheng Xiu
Professor, University of Chicago Booth School of Business
Sponsors & Partners
2023 Sponsors
• Jacobs Levy Equity Management
• Portfolio Management Research
• Virtu Financial