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~isPartOf:"Finance and stochastics"
~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~isPartOf:"The journal of portfolio management : a publication of Institutional Investor"
~person:"Jacobs, Bruce I."
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Jacobs, Bruce I.
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Finance and stochastics
Management science : journal of the Institute for Operations Research and the Management Sciences
The journal of portfolio management : a publication of Institutional Investor
Investment management and financial management
3
Market neutral strategies
2
Financial analysts' journal : FAJ
1
The Frank J. Fabozzi series
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The journal of portfolio management : JPM
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Traditional optimization is not optimal for leverage-averse investors
Jacobs, Bruce I.
;
Levy, Kenneth N.
- In:
The journal of portfolio management : a publication of …
40
(
2014
)
2
,
pp. 30-40
Persistent link: https://www.econbiz.de/10010365121
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2
Smart beta versus smart alpha
Jacobs, Bruce I.
;
Levy, Kenneth N.
- In:
The journal of portfolio management : a publication of …
40
(
2014
)
4
,
pp. 4-7
Persistent link: https://www.econbiz.de/10010487102
Saved in:
3
Introducing leverage aversion into portfolio theory and practice
Jacobs, Bruce I.
;
Levy, Kenneth N.
- In:
The journal of portfolio management : a publication of …
39
(
2013
)
2
,
pp. 1-2
Persistent link: https://www.econbiz.de/10009708229
Saved in:
4
A comparison of the mean-variance-leverage optimization model and the Markowitz general mean-variance portfolio selection model
Jacobs, Bruce I.
;
Levy, Kenneth N.
- In:
The journal of portfolio management : a publication of …
40
(
2013
)
1
,
pp. 1-5
Persistent link: https://www.econbiz.de/10010246312
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