With a collaborative rehearsal process and the desire to promote musical discovery, The Knights have been called "one of Brooklyn's sterling cultural products...known far beyond the borough for their relaxed virtuosity and expansive repertory" by The New Yorker.
[5] The ensemble has worked with some of the most popular names in music, from Yo-Yo Ma, Dawn Upshaw, Itzhak Perlman, Jan Vogler, and Gil Shaham to Bela Fleck and Joshua Redman.
Jacobsen has conducted The Knights for concerts at Carnegie Hall, Lincoln Center, the 92nd Street Y, Central Park's Naumburg Bandshell, (Le) Poisson Rouge, the Dresden Musikfestpiele, Cologne Philharmonie, and the National Gallery of Dublin.
Jacobsen led several concerts at the 2014 Ojai Music Festival, where The Knights were in residence, with pianist Jeremy Denk and singer Storm Large.
Jacobsen and brother Colin founded string quartet Brooklyn Rider in 2004 along with violinist Johnny Gandelsman and violist Nicholas Cords.