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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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2021 Award Winners

We're excited to announce the winners of the 22nd Annual Bernstein Fabozzi/Jacobs Levy Awards for articles appearing in The Journal of Portfolio Management in 2020, on the basis of voting by subscribers.*
 

BEST ARTICLES

Alpha vs. Alpha: Selection, Timing, and Factor Exposures from Different Factor Models

Ananth Madhavan, Aleksander Sobczyk and Andrew Ang - Fund Manager Selection 2020


Divergent ESG Ratings

Elroy Dimson, Paul Marsh and Mike Staunton - November 2020

 

OUTSTANDING ARTICLES

Smart Beta: The Good, the Bad, and the Muddy

James White and Victor Haghani - March 2020
 

Portfolio Optimization with Active, Passive, and Factors: Removing the Ad Hoc Step

Roger Aliaga-Diaz, Giulio Renzi-Ricci, Ankul Daga and Harshdeep Ahluwalia - March 2020

 

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.
**This year, two articles tied for Best Article. As several articles tied for the third Outstanding award, two articles were granted Outstanding Article.

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