01:07:10

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

36:26

(Almost) 200 Years of News-Based Economic Sentiment Webinar

01:05:01

The Virtue of Complexity in Return Prediction

58:57

Panel Discussion: The Past, Present, and Future of Momentum

07:35

2019-2022 Jacobs Levy Center Research Paper Prize Presentation

30:14

New Perspectives on "Stocks for the Long Run"

14:55

2022 Conference Welcome

54:29

2021 Wharton-Jacobs Levy Prize: Narasimhan Jegadeesh and Sheridan Titman

53:54

Do Common Factors Really Explain the Cross-Section of Stock Returns?

50:29

What Drives Momentum and Reversal? Evidence from Day and Night Signals

06:22

2022 Frontiers in Quantitative Finance Conference Highlights

01:04:37

Getting to the Core Webinar

01:09:07

CLO Performance Webinar

05:22

2019 Conference Highlights

56:54

A Production-based Economic Explanation for the Gross Profitability Premium

58:41

Accounting for Anomaly Zoo

51:48

Anomaly Time

04:25

2018 Jacobs Levy Center Research Paper Prize Presentation

53:50

2019 Wharton-Jacobs Levy Prize: Ray Ball and Philip Brown

32:58

Panel Discussion: Accounting Informativeness: 50 Years Since Ball and Brown

22:44

2019 Conference Welcome

05:57

2018 Conference Highlights

01:04:10

Panel Discussion: Impact of Financial Crises: Past, Present, and Future

01:06:13

Keynote Presentation: Are Stocks Too High? A Historical Perspective

21:19

2018 Conference Welcome

49:47

Dynamic Interpretation of Emerging Risks in the Financial Sector

41:47

ETF Short Interest and Failures-to-Deliver: Naked Short Selling or Operational Shorting?

54:20

Bubbles for Fama

03:05

2017 Jacobs Levy Center Research Paper Prize Presentation

07:07

2017 Conference Highlights

04:45

2016 Forum Highlights

05:47

2015 Forum Highlights

40:25

2015 Wharton-Jacobs Levy Prize: William Sharpe

07:55

2016 Conference Welcome

08:09

2014 Conference Highlights

43:35

2017 Wharton-Jacobs Levy Prize: Stephen Ross

48:06

The State of the Art in Factor Models

45:35

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

09:22

Spring 2015 Forum Welcome

46:51

Is Smart Beta State of the Art?

01:03:08

Carry and Trend in Lots of Places

01:10:03

Lucky Factors

45:11

Practitioners on Factor Investing

40:03

The Common Factor in Idiosyncratic Volatility

45:42

Size Matters, If You Control Your Junk

01:01:28

A Tough Act to Follow: Contrast Effects in Financial Markets

56:10

The Ongoing Controversy of Alpha, Beta and “Smart Beta”

01:04:40

Asset Manager Funds

44:28

Investing in Global Equity Markets with Particular Emphasis on Chinese Stocks

13:59

Interview: William Sharpe

53:41

Asset Pricing in the Dark: The Cross-Section of OTC Stocks

07:32

2013 Forum Highlights

01:13:05

Leverage Aversion – A Third Dimension in Portfolio Theory and Practice

59:54

Arbitrage Asymmetry and the Idiosyncratic Volatility Puzzle

22:47

2013 Wharton-Jacobs Levy Prize: Harry Markowitz

01:02:44

Carry

01:08:47

A Global Macroeconomic Risk Model for Value, Momentum, and Other Asset Classes

57:24

The History of the Cross Section of Stock Returns

01:10:07

The Promises and Pitfalls of Factor Timing

20:16

2017 Conference Welcome