Finance:The Journal of Portfolio Management
| |Subject |Discipline}} | Finance, investment |
|---|---|
| Language | English |
| Publication details | |
| History | 1974-present |
| Publisher | Portfolio Management Research |
| Frequency | Quarterly |
| 0.709 (2019) | |
| Standard abbreviations | |
| ISO 4 | J. Portf. Manag. |
| Indexing | |
| ISSN | 0095-4918 |
| Links | |
)The Journal of Portfolio Management (also known as JPM) is a quarterly academic journal for finance and investing, covering topics such as asset allocation, performance measurement, market trends, risk management, and portfolio optimization. The journal was established in 1974 by Peter L. Bernstein.[1] The current editor-in-chief is Frank J. Fabozzi (Yale University).
Notable authors
Notable authors who have published in The Journal of Portfolio Management include Fischer Black, Daniel Kahneman, Harry Markowitz, Merton Miller, Franco Modigliani, Paul Samuelson, William F. Sharpe, James Tobin, Cliff Asness, and Jack L. Treynor.
Awards
Bernstein Fabozzi/Jacobs Levy Award
An annual Bernstein Fabozzi/Jacobs Levy Award is presented by the journal's editors, who pick the best paper of the year with a selected panel of board members and readers. Past winners include Merton Miller, Steve Strongin, Burton Malkiel and Aleksander Radisich, and Robert D. Arnott and Ronald J. Ryan.
Quant of the Year
The journal instituted the annual Quant of the Year Award to recognize a researcher's history of outstanding contributions to the field of quantitative portfolio theory. It complements the Bernstein Fabozzi/Jacobs Levy Award, which JPM established in 1999 to acknowledge the most innovative research paper published in a given year by JPM.[2]
See also
- Financial Analysts Journal, covers a similar topic area
References
- ↑ Zweig, Jason (23 July 2014). "In Honor of Peter Bernstein". Wall Street Journal. https://blogs.wsj.com/totalreturn/2014/07/23/in-honor-of-peter-bernstein/. Retrieved 19 August 2014.
- ↑ "Awards | The Journal of Portfolio Management". https://jpm.iijournals.com/quant-of-2019.
External links
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