2020 Award Winners
We're excited to announce the recipients of the 21st Annual Bernstein Fabozzi/Jacobs Levy Awards for articles appearing in four regular 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
Tarun Gupta and Bryan Kelly - Quantitative Strategies Special Issue 2019
OUTSTANDING ARTICLES
Alice’s Adventures in Factorland: Three Blunders That Plague Factor Investing
Rob Arnott, Campbell R. Harvey, Vitali Kalesnik and Juhani Linnainmaat - April 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
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
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.