Panel Discussion: The Past, Present, and Future of Momentum
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- Опубліковано 24 січ 2023
- Chris Geczy of the Wharton School moderates a panel on momentum investing with Mark Carhart of Kepos Capital, Kent Daniel of Columbia Business School, and Tobias Moskowitz of Yale School of Management and AQR Capital Management at the Jacobs Levy Center's 2022 Frontiers in Quantitative Finance Conference.
Led by Professors Chris Geczy, PhD, C'90 and Craig MacKinlay, PhD and established through the vision and generosity of Bruce Jacobs, PhD, G'79, GRW'86 and Ken Levy, WG'76, G'82, the Jacobs Levy Equity Management Center for Quantitative Financial Research at the Wharton School of the University of Pennsylvania is dedicated to the advancement of quantitative finance, at the intersection of theory and practice, through the creation and dissemination of innovative knowledge.