The Journal of Portfolio Management

The Journal of Portfolio Management is a quarterly academic journal for finance and investing, covering topics such as asset allocation, performance measurement, market trends, risk management, and portfolio optimization.

[3] The Bernstein Fabozzi/Jacobs Levy Awards is given annually to authors of the most innovative and significant research published in the journal, as chosen by its readership.

Initiated in 1999, the awards commemorate the contributions of editors Peter L. Bernstein and Frank J. Fabozzi to the field of finance, while also encouraging outstanding research in portfolio management theory and practice.

Previous winners include Nobel Prize laureates (Robert F. Engle, Merton Miller, and Robert J. Shiller), as well as Cliff Asness, John C. Bogle, Campbell Harvey, Robert A. Jarrow, Martin L. Leibowitz, John M. Liew, Robert Litterman, Andrew Lo, Burton Malkiel, Lasse Pedersen, Jeremy Siegel, Steve Strongin, and Robert E.

[4] In 2019, the journal launched the Quant of the Year Award, aimed at honoring an individual's significant and enduring contributions to quantitative portfolio theory.