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The Journal of Portfolio Management
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The Journal of Portfolio Management

The Journal of Portfolio Management

ADVANCED SEARCH: Discover more content by journal, author or time frame

  • Home
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2020 Award Winners

We're excited to announce the winners of the 21st Annual Bernstein Fabozzi/Jacobs Levy Awards for articles appearing in the four regular issues from April 2019 through November 2019, as well as the Multi-Asset Strategies, the Quantitative Strategies, and the Real Estate special issues, on the basis of voting by subscribers.* 
 

BEST ARTICLE

Factor Momentum Everywhere

Tarun Gupta and Bryan Kelly - Quantitative Strategies Special Issue 2019

 

OUTSTANDING ARTICLES

Asset Allocation vs. Factor Allocation—Can We Build a Unified Method?

Jennifer Bender, Jerry Le Sun and Ric Thomas - Multi-Asset Strategies Special Issue 2019


Extending Fama-French Factors to Corporate Bond Markets

Demir Bektić, Josef-Stefan Wenzler, Michael Wegener, Dirk Schiereck and Timo Spielmann - Quantitative Strategies Special Issue 2019


Alice’s Adventures in Factorland: Three Blunders That Plague Factor Investing

Rob Arnott, Campbell R. Harvey, Vitali Kalesnik and Juhani Linnainmaa - April 2019

 

The Bernstein Fabozzi/Jacobs Levy Awards were established in 1999, on the 25th anniversary of The Journal of Portfolio Management, to honor Editors Peter Bernstein and Frank Fabozzi for their extraordinary contributions and to promote research excellence in the theory and practice of portfolio management. The annual awards, co-founded and generously funded by Jacobs Levy Equity Management, consist of a $5,000 prize for the Best Article and $2,500 prizes for each of three Outstanding Articles.
 

Click here to view the full list of previous winners

 

*Articles authored by Frank Fabozzi were not eligible for an award. Authors were not permitted to vote for their own articles. The ballots were tallied by Portfolio Management Research.

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