Bruce I. Jacobs
Principal, Co-chief Investment Officer, and Co-director of Research, Jacobs Levy Equity Management
Hear from Bruce Jacobs as he discusses the findings from his collection of research published by Portfolio Management Research, including disentangling anomalies, integrated long-short portfolios, introducing the idea of 130-30 portfolios, and the right amount of leverage.
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
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
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