Bernstein Fabozzi/Jacobs Levy Awards

Outstanding Article Award Winners

2022 - 2020

The Myth of Diversification Reconsidered
William Kinlaw, Mark Kritzman, Sébastien Page and David Turkington
The Journal of Portfolio Management August 2021, 47 (8) 124-137; DOI: https://doi.org/10.3905/jpm.2021.1.273

Deep Value
Cliff Asness, John Liew, Lasse Heje Pedersen and Ashwin Thapar
The Journal of Portfolio Management Multi-Asset Special Issue 2021, 47 (4) 11-40; DOI: https://doi.org/10.3905/jpm.2021.1.215

Is (Systematic) Value Investing Dead?
Ronen Israel, Kristoffer Laursen and Scott Richardson
The Journal of Portfolio Management Quantitative Special Issue 2021, 47 (2) 38-62; DOI: https://doi.org/10.3905/jpm.2020.1.194

Smart Beta: The Good, the Bad, and the Muddy
James White and Victor Haghani
The Journal of Portfolio Management March 2020, 46 (4) 11-21; DOI: https://doi.org/10.3905/jpm.2020.1.126

Portfolio Optimization with Active, Passive, and Factors: Removing the Ad Hoc Step
Roger Aliaga-Diaz, Giulio Renzi-Ricci, Ankul Daga and Harshdeep Ahluwalia
The Journal of Portfolio Management March 2020, 46 (4) 39-51; DOI: https://doi.org/10.3905/jpm.2020.1.127

Alice’s Adventures in Factorland: Three Blunders That Plague Factor Investing
Rob Arnott, Campbell R. Harvey, Vitali Kalesnik and Juhani Linnainmaa
The Journal of Portfolio Management April 2019, 45 (4) 18-36; DOI: https://doi.org/10.3905/jpm.2019.45.4.018

Asset Allocation vs. Factor Allocation—Can We Build a Unified Method?
Jennifer Bender, Jerry Le Sun and Ric Thomas
The Journal of Portfolio Management Multi-Asset Special Issue 2019, 45 (2) 9-22; DOI: https://doi.org/10.3905/jpm.2018.45.2.009

Extending Fama–French Factors to Corporate Bond Markets
Demir Bektić, Josef-Stefan Wenzler, Michael Wegener, Dirk Schiereck and Timo Spielmann
The Journal of Portfolio Management Quantitative Special Issue 2019, 45 (3) 141-158; DOI: https://doi.org/10.3905/jpm.2019.45.3.141