Bernstein Fabozzi/Jacobs Levy Awards
Best Article Award Winners
The Best Strategies for Inflationary Times
Henry Neville, Teun Draaisma, Ben Funnell, Campbell R. Harvey and Otto Van Hemert
The Journal of Portfolio Management August 2021, 47 (8) 8-37; DOI: https://doi.org/10.3905/jpm.2021.1.274
Alpha vs. Alpha: Selection, Timing, and Factor Exposures from Different Factor Models
Ananth Madhavan, Aleksander Sobczyk and Andrew Ang
The Journal of Portfolio Management Fund Manager Selection 2020, 46 (5) 90-103; DOI: https://doi.org/10.3905/jpm.2020.1.142
Divergent ESG Ratings
Elroy Dimson, Paul Marsh and Mike Staunton
The Journal of Portfolio Management November 2020, 47 (1) 75-87; DOI: https://doi.org/10.3905/jpm.2020.1.175
Factor Momentum Everywhere
Tarun Gupta and Bryan Kelly
The Journal of Portfolio Management Quantitative Special Issue 2019, 45 (3) 13-36; DOI: https://doi.org/10.3905/jpm.2019.45.3.013
Behavioral Efficient Markets
Meir Statman
The Journal of Portfolio Management Winter 2018, 44 (3) 76-87; DOI: https://doi.org/10.3905/jpm.2018.44.3.076
King of the Mountain: The Shiller P/E and Macroeconomic Conditions
Robert D. Arnott, Denis B. Chaves and Tzee-man Chow
The Journal of Portfolio Management Fall 2017, 44 (1) 55-68; DOI: https://doi.org/10.3905/jpm.2017.44.1.055
What Is an Index?
Andrew W. Lo
The Journal of Portfolio Management Winter 2016, 42 (2) 21-36; DOI: https://doi.org/10.3905/jpm.2016.42.2.021
Backtesting
Campbell R. Harvey and Yan Liu
The Journal of Portfolio Management Fall 2015, 42 (1) 13-28; DOI: https://doi.org/10.3905/jpm.2015.42.1.013
Evaluating Trading Strategies
Campbell R. Harvey and Yan Liu
The Journal of Portfolio Management Special 40th Anniversary Issue 2014, 40 (5) 108-118; DOI: https://doi.org/10.3905/jpm.2014.40.5.108
Volatility, Correlation, and Diversification in a Multi-Factor World
Richard Roll
The Journal of Portfolio Management Winter 2013, 39 (2) 11-18; DOI: https://doi.org/10.3905/jpm.2013.39.2.011
The Death of Diversification Has Been Greatly Exaggerated
Antti Ilmanen and Jared Kizer
The Journal of Portfolio Management Spring 2012, 38 (3) 15-27; DOI: https://doi.org/10.3905/jpm.2012.38.3.015
Risk-Based Asset Allocation: A New Answer to an Old Question?
Wai Lee
The Journal of Portfolio Management Summer 2011, 37 (4) 11-28; DOI: https://doi.org/10.3905/jpm.2011.37.4.011
Active Portfolio Management and Positive Alphas: Fact or Fantasy?
Robert A. Jarrow
The Journal of Portfolio Management Summer 2010, 36 (4) 17-22; DOI: https://doi.org/10.3905/jpm.2010.36.4.017
Understanding the VIX
Robert E Whaley
The Journal of Portfolio Management Spring 2009, 35 (3) 98-105; DOI: https://doi.org/10.3905/JPM.2009.35.3.098
Dynamic Portfolio Analysis
Richard C Grinold
The Journal of Portfolio Management Fall 2007, 34 (1) 12-26; DOI: https://doi.org/10.3905/jpm.2007.698029
Gathering Implicit Alphas in a Beta World
Martin L Leibowitz and Anthony Bova
The Journal of Portfolio Management Spring 2007, 33 (3) 10-18; DOI: https://doi.org/10.3905/jpm.2007.684748
Five Myths About Fees
Ronald N. Kahn, Matthew H. Scanlan and Laurence B. Siegel
The Journal of Portfolio Management Spring 2006, 32 (3) 56-64; DOI: https://doi.org/10.3905/jpm.2006.628406
The Active Risk Puzzle
Robert B Litterman
The Journal of Portfolio Management 30th Anniversary Issue 2004, 30 (5) 88-93; DOI: https://doi.org/10.3905/jpm.2004.442626
Fight the Fed Model
Clifford S Asness
The Journal of Portfolio Management Fall 2003, 30 (1) 11-24; DOI: https://doi.org/10.3905/jpm.2003.319916
Expected Returns on Stocks and Bonds
Antti Ilmanen
The Journal of Portfolio Management Winter 2003, 29 (2) 7-27; DOI: https://doi.org/10.3905/jpm.2003.319869
Do Hedge Funds Hedge?
Clifford S Asness, Robert J Krail and John M Liew
The Journal of Portfolio Management Fall 2001, 28 (1) 6-19; DOI: https://doi.org/10.3905/jpm.2001.319819
The Growth of Index Funds and the Pricing of Equity Securities
Burton G. Malkiel and Aleksander Radisich
The Journal of Portfolio Management Winter 2001, 27 (2) 9-21; DOI: https://doi.org/10.3905/jpm.2001.319788
The Shrinking Equity Premium
Jeremy J. Siegel
The Journal of Portfolio Management Fall 1999, 26 (1) 10-17; DOI: https://doi.org/10.3905/jpm.1999.319776
Why Do Valuation Ratios Forecast Long-Run Equity Returns?
Thomas K. Philips
The Journal of Portfolio Management Spring 1999, 25 (3) 39-44; DOI: https://doi.org/10.3905/jpm.1999.319714
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