Jacobs Levy Equity Management Center for Quantitative Financial Research Paper Series

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. The Jacobs Levy Equity Management Center for Quantitative Financial Research Paper Series features working papers by faculty members and students from the Wharton School and the University of Pennsylvania on topics related to quantitative finance. The papers are published electronically and are available either online or through email distribution.

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Papers from Jacobs Levy Equity Management Center for Quantitative Financial Research Paper Series