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Jacobs, Ph.D., Bruce I.


 SSRN Author Rank: 9,739 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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. Jacobs, Ph.D., Bruce I.'s Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
3,096
Total
Citations
2
Authors Date Downloads
 (Rank)
Citations
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1.  
Smart Beta versus Smart Alpha | Show Abstract | Download This Paper | Open PDF in Browser |
Forthcoming, The Journal of Portfolio Management, Vol. 40, No. 4, Summer 2014
Number of Pages in PDF File: 12
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
1,506
(6,683)
 

2.  
Smart Beta: Too Good to be True? | Show Abstract | Download This Paper | Open PDF in Browser |
The Journal of Financial Perspectives, Volume 3, Issue 2, July 2015, Forthcoming
Number of Pages in PDF File: 12
Jacobs, Ph.D., Bruce I.
Jacobs Levy Equity Management
Levy, Kenneth N.
Jacobs Levy Equity Management
Posted:
01 May 15
425
(43,009)
 

3.  
Investing in a Multidimensional Market | Show Abstract | Download This Paper | Open PDF in Browser |
Forthcoming, Financial Analysts Journal, Vol. 70, No. 6, November/December 2014
Number of Pages in PDF File: 13
Jacobs, Ph.D., Bruce I.
Jacobs Levy Equity Management
Levy, Kenneth N.
Jacobs Levy Equity Management
Posted:
20 Oct 14
424
(43,009)
 

4.  
Introducing Leverage Aversion into Portfolio Theory and Practice | Show Abstract | Download This Paper | Open PDF in Browser |
The Journal of Portfolio Management, Vol. 39, No. 2, Winter 2013
Number of Pages in PDF File: 6
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
278
(70,744)
 

5.  
Leverage Aversion and Portfolio Optimality | Show Abstract | Download This Paper | Open PDF in Browser |
Financial Analysts Journal, Volume 68, No 5, September/October 2012
Number of Pages in PDF File: 16
Jacobs, Ph.D., Bruce I.
Jacobs Levy Equity Management
Levy, Kenneth N.
Jacobs Levy Equity Management
Posted:
20 Sep 12
215
(92,735)
2

6.  
Jacobs, Ph.D., Bruce I.
Jacobs Levy Equity Management
Levy, Kenneth N.
Jacobs Levy Equity Management
Posted:
11 Sep 13
181
(109,440)
 

7.  
The Unique Risks of Portfolio Leverage: Why Modern Portfolio Theory Fails and How to Fix It | Show Abstract | Download This Paper | Open PDF in Browser |
Forthcoming, The Journal of Financial Perspectives, Volume 2, Issue 3, November 2014
Number of Pages in PDF File: 39
Jacobs, Ph.D., Bruce I.
Jacobs Levy Equity Management
Levy, Kenneth N.
Jacobs Levy Equity Management
Posted:
21 Nov 14
67
(225,931)
 

8.  
Is Smart Beta State of the Art? | Show Abstract |
The Journal of Portfolio Management, Vol. 41, No. 4, Summer 2015
Jacobs, Ph.D., Bruce I.
Jacobs Levy Equity Management
Posted:
04 Aug 15
 

9.  
Ten Investment Insights that Matter | Show Abstract |
The Journal of Portfolio Management, 40th Year Special Anniversary Issue, September 2014
Jacobs, Ph.D., Bruce I.
Jacobs Levy Equity Management
Levy, Kenneth N.
Jacobs Levy Equity Management
Posted:
04 Nov 14
 

10.  
Traditional Optimization is Not Optimal for Leverage-Averse Investors | Show Abstract |
The Journal of Portfolio Management, Vol. 40, No. 2, Winter 2014
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
 

11.  
Leverage Aversion, Efficient Frontiers, and the Efficient Region | Show Abstract |
The Journal of Portfolio Management, Vol. 39, No. 3, Spring 2013
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
 

12.  
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
 

13.  
Jacobs, Ph.D., Bruce I.
Jacobs Levy Equity Management
Posted:
09 Apr 09
 

14.  
20 Myths about Enhanced Active 120-20 Strategies | Show Abstract |
Financial Analysts Journal, Vol. 63, No. 4, pp. 19-26, July/August 2007
Jacobs, Ph.D., Bruce I.
Jacobs Levy Equity Management
Levy, Kenneth N.
Jacobs Levy Equity Management
Posted:
25 Jul 07
 

15.  
Trimability and Fast Optimization of Long-Short Portfolios | Show Abstract |
Financial Analysts Journal, Vol. 62, No. 2, pp. 36-46, March/April 2006
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
 

16.  
Risk Avoidance and Market Fragility | Show Abstract |
Financial Analysts Journal, Vol. 60, No. 1, pp. 26-30, January/February 2004
Jacobs, Ph.D., Bruce I.
Jacobs Levy Equity Management
Posted:
17 Feb 04
 


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