The Journal of Portfolio Management

The Journal of Portfolio Management (also known as JPM) is a quarterly academic journal covering 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).

The Journal of Portfolio Management
DisciplineFinance, investment
LanguageEnglish
Publication details
History1974-present
Publisher
FrequencyQuarterly
0.709 (2019)
Standard abbreviations
ISO 4J. Portf. Manag.
Indexing
ISSN0095-4918
Links

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.

Bernstein Fabozzi/Jacobs Levy Award

The 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 of Portfolio Management 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]

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References
  1. Zweig, Jason (23 July 2014). "In Honor of Peter Bernstein". Wall Street Journal. Retrieved 19 August 2014.
  2. "Awards | The Journal of Portfolio Management". jpm.iijournals.com. Retrieved 2019-02-02.
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