Bernstein Fabozzi / Jacobs Levy Awards Books - Table of Contents
Volume One1998-1999Best Article: Why Do Valuation Ratios Forecast Long-Run Equity Returns? Outstanding Articles: Long-Short Portfolio Management: An Integrated Approach The History of Finance 1999-2000Best Article: The Shrinking Equity Premium Outstanding Articles: Performance Evaluation Using Conditional Alphas and Betas The Investor Fear Gauge Optimizing Manager Structure and Budgeting Manager Risk Beating Benchmarks 2000-2001Best Article: The Growth of Index Funds and the Pricing of Equity Securities Outstanding Articles: Value of Skill in Security Selection versus Asset Allocation in Credit Markets Cognitive Biases in Market Forecasts Why the Low Returns to Beta and Other Forms of Risk The Death of the Risk Premium 2001-2002Best Article: Do Hedge Funds Hedge? Outstanding Articles: Equity Index Funds Have Lost Their Way The Small-Cap Alpha Myth Informationless Investing and Hedge Fund Performance Measurement Bias 2002-2003Best Articles: Expected Returns on Stocks and Bonds The Hierarchy of Investment Choice Outstanding Article: A Critical Look at the Case for Hedge Funds |
Volume Two2003-2004Best Article: Fight the Fed Model Outstanding Articles: Strategic versus Tactical Asset Allocation Multiple Alpha Sources and Active Management Liability-Relative Investing 2004-2005Best Article: The Active Risk Puzzle Outstanding Articles: The Adaptive Markets Hypothesis An Alternative Future: Part II Five Myths of Active Portfolio Management 2005-2006Best Article: Five Myths About Fees Outstanding Articles: A Factor Approach to Asset Allocation Attribution Are Optimizers Error Maximizers? 2006-2007Best Article: Gathering Implicit Alphas in a Beta World Outstanding Articles: Minimum-Variance Portfolios in the U.S. Equity Market The Relative Importance of Asset Allocation and Security Selection Execution Risk 2007-2008Best Article: Dynamic Portfolio Analysis Outstanding Articles: Information Horizon, Portfolio Turnover, and Optimal Alpha Models A Question So Important That It Should Be Hard to Think About Anything Else 130/30: The New Long-Only |
Volume Three2008-2009Best Article: Understanding the VIX Outstanding Articles: Alternatives and Liquidity: Will Spending and Capital Calls Eat Your "Modern" Portfolio? Luck, Skill, and Investment Performance The Black-Litterman Model for Active Portfolio Management 2009-2010Best Article: Active Portfolio Management and Positive Alphas: Fact or Fantasy? Outstanding Articles: The Fiduciary Principle: No Man Can Serve Two Masters The Myth of Diversification Crisis and Innovation 2011Best Article: Risk-Based Asset Allocation: A New Answer to an Old Question? Outstanding Articles: Minimum-Variance Portfolio Composition The Description of Portfolios Principal Components as a Measure of Systemic Risk 2012Best Article: The Death of Diversification Has Been Greatly Exaggerated Outstanding Articles: The Norway Model Risk On / Risk Off Diversification Return and Leveraged Portfolios 2013Best Articles: Volatility, Correlation, and Diversification in a Multi-Factor World The Devil in HML's Details Outstanding Articles: Diversification Across Time Liquidity and Portfolio Choice: A Unified Approach The Surprising Alpha from Malkiel's Monkey and Upside-Down Strategies Risk Disparity |
Volume Four2014Best Article: Evaluating Trading Strategies Outstanding Articles: Can Alpha Be Captured by Risk Premia? A Study of Low-Volatility Portfolio Construction Methods The Divergence of High- and Low-Frequency Estimation: Causes and Consequences Tesla: Anatomy of a Run-Up 2015Best Article: Backtesting Outstanding Articles: A Penalty Cost Approach to Strategic Asset Allocation with Illiquid Asset Classes The Divergence of High- and Low-Frequency Estimation: Implications for Performance Measurement Fact, Fiction, and Value Investing 2016Best Article: What Is an Index? Outstanding Articles: Stability-Adjusted Portfolios Alpha Signals, Smart Betas, and Factor Model Alignment David and Goliath: Who Wins the Quantitative Battle? 2017Best Article: King of the Mountain: The Shiller P/E and Macroeconomic Conditions Outstanding Articles: Factor-Based Investing: The Long-Term Evidence Does Past Performance Matter in Investment Manager Selection? Man vs. Machine: Comparing Discretionary and Systematic Hedge Fund Performance 2018Best Article: Behavioral Efficient Markets Outstanding Articles: Proverbial Baskets Are Uncorrelated Risk Factors! A Factor-Based Framework for Measuring and Managing Diversification in Multi-Asset Investment Solutions Buyback Derangement Syndrome The Impact of Volatility Targeting |