Journal of Portfolio Management Announces Top Research Honorees

Jan 14, 2010, 10:00 ET from Institutional Investor

NEW YORK, Jan. 14 /PRNewswire/ -- The Journal of Portfolio Management announces the winners of the 11th Annual Bernstein Fabozzi/Jacobs Levy Awards for articles contributing to the theory and practice of portfolio management.

Robert E. Whaley of Vanderbilt University was awarded top honors for his article, "Understanding the VIX," which received the Best Article award as voted by subscribers of Institutional Investor, Inc.'s The Journal of Portfolio Management.  

Readers of The Journal of Portfolio Management also voted for three Outstanding Articles. Alexandre S. Da Silva, Wai Lee, and Bobby Pornrojnangkool, all from Neuberger Berman, won an Outstanding Article award for "The Black-Litterman Model for Active Portfolio Management." Another Outstanding Article award went to "Luck, Skill, and Investment Performance" by Bradford Cornell of the California Institute of Technology. Also winning for Outstanding Article was Laurence B. Siegel, until recently director of research at the Ford Foundation, for "Alternatives and Liquidity: Will Spending and Capital Calls Eat your 'Modern' Portfolio?"

Now in its 11th year, the annual Bernstein Fabozzi/Jacobs Levy Awards are generously funded by Jacobs Levy Equity Management.  Jacobs Levy Principal Bruce Jacobs noted that "The announcement of the 11th Annual Bernstein Fabozzi/Jacobs Levy Awards is a rather poignant occasion as it marks the last year in which The Journal of Portfolio Management, its contributors and its readers were able to benefit from the guidance and wisdom of founder Peter Bernstein, who passed away in June 2009. This year's winners extend Peter's legacy. Like him, they demonstrate a marked ability to bring clear-sighted thinking to practical issues of importance to professionals in the investment industry. All these authors follow in Peter Bernstein's footsteps by bringing rigorous analytics to bear on problems of day-to-day investment management."

About The Journal of Portfolio Management

Edited by Frank Fabozzi and founded in 1974 by Peter Bernstein, The Journal of Portfolio Management is the leading editorial source of cutting-edge strategies and analyses for institutional investment management. Published by Institutional Investor, Inc., it is available quarterly in print and online.

About Jacobs Levy Equity Management

Jacobs Levy Equity Management, founded in 1986, is an independent, leading-edge quantitative equity manager focused exclusively on U.S. equity portfolios.  Bruce Jacobs and Kenneth Levy are widely recognized for their award winning research on equity management, market neutral long-short strategies, enhanced active 130-30 strategies, and financial crises.

Media contacts:

Andrew O'Donnell

The Journal of Portfolio Management

+1 212-224-3076

Catherine Basha

Jacobs Levy Equity Management

+1 973-410-9222

SOURCE Institutional Investor