Traditional Optimization Is Not Optimal forLeverage-Averse Investors

Bruce I. Jacobs; Kenneth N. Levy

doi:10.3905/jpm.2014.40.2.030

Article

Traditional Optimization Is Not Optimal for
Leverage-Averse Investors

Bruce I. Jacobs and Kenneth N. Levy

The Journal of Portfolio Management Winter 2014, 40 (2) 30-40; DOI: https://doi.org/10.3905/jpm.2014.40.2.030

Bruce I. Jacobs

is a principal of Jacobs Levy Equity Management in Florham Park, NJ.

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For correspondence: bruce.jacobs@jlem.com

Kenneth N. Levy

is a principal of Jacobs Levy Equity Management in Florham Park, NJ.

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For correspondence: ken.levy@jlem.com

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Traditional Optimization Is Not Optimal for
Leverage-Averse Investors

Bruce I. Jacobs, Kenneth N. Levy

The Journal of Portfolio Management Jan 2014, 40 (2) 30-40; DOI: 10.3905/jpm.2014.40.2.030

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Traditional Optimization Is Not Optimal for
Leverage-Averse Investors

Bruce I. Jacobs, Kenneth N. Levy

The Journal of Portfolio Management Jan 2014, 40 (2) 30-40; DOI: 10.3905/jpm.2014.40.2.030

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