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Editors’ Introduction: The Legacy of Stephen A. Ross

Frank J. Fabozzi, Bruce I. Jacobs and Kenneth N. Levy
The Journal of Portfolio Management Special Issue Dedicated to Stephen A. Ross 2018, 44 (6) 8-10; DOI: https://doi.org/10.3905/jpm.2018.44.6.008
Frank J. Fabozzi
is a professor of finance at the EDHEC Business School and a member of the EDHEC Risk Institute in Nice, France
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Bruce I. Jacobs
is principal at Jacobs Levy Equity Management in Florham Park, NJ
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Kenneth N. Levy
is principal at Jacobs Levy Equity Management in Florham Park, NJ
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Abstract

Stephen A. Ross had an uncanny talent for translating economic theory into intuitive and rigorous concepts that were useful to researchers and practitioners alike. His most famous accomplishment, the arbitrage pricing theory, has inspired the ongoing search for factors that explain security returns. His work on agency theory is applied to portfolio performance evaluation and compensation. This introduction summarizes the contributions in this issue primarily from his former students and colleagues, who reflect on what they learned from Steve, how he influenced their work, and how his ideas continue to be adapted and refined.

TOPICS: Portfolio theory, quantitative methods, options

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Vol. 44, Issue 6
Special Issue Dedicated to Stephen A. Ross 2018
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Editors’ Introduction: The Legacy of Stephen A. Ross
Frank J. Fabozzi, Bruce I. Jacobs, Kenneth N. Levy
The Journal of Portfolio Management Jun 2018, 44 (6) 8-10; DOI: 10.3905/jpm.2018.44.6.008

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Editors’ Introduction: The Legacy of Stephen A. Ross
Frank J. Fabozzi, Bruce I. Jacobs, Kenneth N. Levy
The Journal of Portfolio Management Jun 2018, 44 (6) 8-10; DOI: 10.3905/jpm.2018.44.6.008
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