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Levy, Kenneth N.


 SSRN Author Rank: 18,631 by Downloads
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Jacobs Levy Equity Management


 100 Campus Drive
 P.O. Box 650
 Florham Park, NJ 07932-0650
 United States
 973-410-9222 (Phone)
 973-410-9333 (Fax)
 HOME PAGE: http://www.jacobslevy.com
 email address

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. Levy, Kenneth N.'s Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
1,361
Total
Citations
2
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Smart Beta versus Smart Alpha | Show Abstract | Download |
Forthcoming, The Journal of Portfolio Management, Vol. 40, No. 4, Summer 2014
Accepted Paper Series
Jacobs, Ph.D., Bruce I.
Jacobs Levy Equity Management
Levy, Kenneth N.
Jacobs Levy Equity Management
Posted:
25 Apr 14
Last Revised:
05 May 14
789
(15,868)
 

2.  
Introducing Leverage Aversion into Portfolio Theory and Practice | Show Abstract | Download |
The Journal of Portfolio Management, Vol. 39, No. 2, Winter 2013
Accepted Paper Series
Jacobs, Ph.D., Bruce I.
Jacobs Levy Equity Management
Levy, Kenneth N.
Jacobs Levy Equity Management
Posted:
28 Nov 12
Last Revised:
19 Dec 12
246
(69,968)
 

3.  
Leverage Aversion and Portfolio Optimality | Show Abstract | Download |
Financial Analysts Journal, Volume 68, No 5, September/October 2012
Accepted Paper Series
Jacobs, Ph.D., Bruce I.
Jacobs Levy Equity Management
Levy, Kenneth N.
Jacobs Levy Equity Management
Posted:
20 Sep 12
183
(94,420)
2

4.  
A Comparison of the Mean-Variance-Leverage Optimization Model and the Markowitz General Mean-Variance Portfolio Selection Model | Show Abstract | Download |
Forthcoming, The Journal of Portfolio Management, Vol. 40, No. 1, Fall 2013
Accepted Paper Series
Jacobs, Ph.D., Bruce I.
Jacobs Levy Equity Management
Levy, Kenneth N.
Jacobs Levy Equity Management
Posted:
11 Sep 13
143
(117,819)
 

5.  
Traditional Optimization is Not Optimal for Leverage-Averse Investors | Show Abstract |
The Journal of Portfolio Management, Vol. 40, No. 2, Winter 2014
Accepted Paper Series
Jacobs, Ph.D., Bruce I.
Jacobs Levy Equity Management
Levy, Kenneth N.
Jacobs Levy Equity Management
Posted:
02 Oct 13
Last Revised:
05 Jun 14
 

6.  
Leverage Aversion, Efficient Frontiers, and the Efficient Region | Show Abstract |
The Journal of Portfolio Management, Vol. 39, No. 3, Spring 2013
Accepted Paper Series
Jacobs, Ph.D., Bruce I.
Jacobs Levy Equity Management
Levy, Kenneth N.
Jacobs Levy Equity Management
Posted:
21 Sep 12
Last Revised:
21 Nov 13
 

7.  
Simulating Security Markets in Dynamic and Equilibrium Modes | Show Abstract |
Financial Analysts Journal, Vol. 66, No. 5, 2010
Accepted Paper Series
Jacobs, Ph.D., Bruce I.
Jacobs Levy Equity Management
Levy, Kenneth N.
Jacobs Levy Equity Management
Markowitz, Harry
University of California at San Diego
Posted:
15 Oct 10
 

8.  
20 Myths about Enhanced Active 120-20 Strategies | Show Abstract |
Financial Analysts Journal, Vol. 63, No. 4, pp. 19-26, July/August 2007
Accepted Paper Series
Jacobs, Ph.D., Bruce I.
Jacobs Levy Equity Management
Levy, Kenneth N.
Jacobs Levy Equity Management
Posted:
25 Jul 07
 

9.  
Trimability and Fast Optimization of Long-Short Portfolios | Show Abstract |
Financial Analysts Journal, Vol. 62, No. 2, pp. 36-46, March/April 2006
Accepted Paper Series
Jacobs, Ph.D., Bruce I.
Jacobs Levy Equity Management
Levy, Kenneth N.
Jacobs Levy Equity Management
Markowitz, Harry
University of California at San Diego
Posted:
20 Jul 06
 


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