Bernstein Fabozzi/Jacobs Levy Awards
Outstanding Article Award Winners
2021 - 2020
2021 - 2020 | 2019 - 2010 | 2009 - 2000 |
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
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Core Topics
- Security Analysis and Valuation
- Fixed Income and Structured Finance
- Factors, Risk Premia
- Portfolio Management / Multi-Asset Allocation
- Quantitative Methods
- Risk Management
- Real Assets / Alternative Investments / Private Equity
- Long-term / Retirement Investing
- Performance Measurement
- Legal / Regulatory / Public Policy
- International Investing
- Derivatives
- Mutual Funds / Passive Investing / Indexing