Skip to main content
  • Home
  • About Us
  • Journals
  • Publish
  • Advertise
  • Videos
  • More
    • Awards
    • Article Licensing
    • Academic Use
    • Webinars
  • Request a Demo
  • Sample our Content
  • Log in

Main menu

  • Home
  • About Us
  • Journals
  • Publish
  • Advertise
  • Videos
  • More
    • Awards
    • Article Licensing
    • Academic Use
    • Webinars

User menu

  • Request a Demo
  • Sample our Content
  • Log in

Search

  • Use the Advanced Search to discover more content specific to a journal, author or time frame
Home
Click to use the Advanced Search to discover more content specific to a journal, author or time frame

Bruce I. Jacobs

Principal, Co-chief Investment Officer, and Co-director of Research, Jacobs Levy Equity Management

 

Hear from Bruce I. Jacobs as he discusses the findings from his collection of research published by Portfolio Management Research on the topics of disentangling equity factors, smart beta vs. smart alpha, integrated long-short portfolios, introducing the idea of 130-30 portfolios, is 130-30 the right amount of leverage, and financial market simulation, as well as his books on equity management and crises, and the longevity of the Bernstein Fabozzi/Jacobs Levy Awards.

 

Below you'll find some of the articles Bruce mentioned in the interview. You can find these and more of Bruce's work here.



Explore more research from Bruce I. Jacobs:

The Complexity of the Stock Market
The Journal of Portfolio Management | Fall 1989

Smart Beta versus Smart Alpha
The Journal of Portfolio Management | Summer 2014

Long-Short Portfolio Management: An Integrated Approach
The Journal of Portfolio Management | Winter 1999

Enhanced Active Equity Strategies: Relaxing the Long-Only Constraint in Pursuit of Active Return
The Journal of Portfolio Management | Spring 2006

Leverage Aversion, Efficient Frontiers, and the Efficient Region
The Journal of Portfolio Management | Spring 2013

A Comparison of Mean-Variance-Leverage Optimization Model and the Markowitz General Mean-Variance Portfolio Selection Model
The Journal of Portfolio Management | Fall 2013

Traditional Optimization Is Not Optimal for Leverage-Averse Investors
The Journal of Portfolio Management | Winter 2014

Financial Market Simulation
The Journal of Portfolio Management | 30th Anniversary Issue 2004

What We Still Have to Learn from the Credit Collapse (and Other Market Crises)
The Journal of Portfolio Management | Fall 2018

Capital Ideas and Market Realities
The Journal of Alternative Investments | Fall 2000

 

 

Contact us for more information

Preview our content

Discover a selection of our content to see how Portfolio Management Research can directly benefit you.

Download your copy

Register for full access

Begin your subscription and access our research immediately

Subscribe now

Publish your work

Promote your research and build your reputation with Portfolio Management Research

Submit your article

Academic Access

Discover how our research can benefit your institution

Find out more

Contact Us

LONDON
One London Wall, London, EC2Y 5EA
0207 139 1600
 
NEW YORK
41 Madison Avenue, 20th Floor, New York, NY 10010
646 931 9045
pm-research@pageantmedia.com
 

More from PMR

  • Awards
  • Investment Guides
  • Videos
  • About PMR

Information for

  • Academics
  • Agents
  • Authors
  • Content Usage Terms

Get Involved

  • Advertise
  • Publish
  • Article Licensing
  • Contact Us
  • Subscribe Now
  • Sign In
  • Update your profile
  • Give us your feedback

© 2021 Pageant Media Ltd | All material subject to strictly enforced copyright laws.

  • Site Map
  • Cookies
  • Code of Ethics
  • Terms & Conditions
  • Privacy Policy