The Journal of Portfolio Management

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The Journal of Portfolio Management
DisciplineFinance, investment
Edited byFrank J. Fabozzi
Publication details
Portfolio Management Research
1.4 (2022)
Standard abbreviations
ISO 4J. Portf. Manag.
ISSN0095-4918 (print)
2168-8656 (web)
OCLC no.1796505

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.[1] The journal was established in 1974 by Peter L. Bernstein.[2] The editor-in-chief is Frank J. Fabozzi (Yale University).


The journal presents several awards to authors publishing in the journal.[3]

Bernstein Fabozzi/Jacobs Levy Award[edit]

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. Whaley.[4]

Quant of the Year[edit]

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.[5]

Abstracting and indexing[edit]

The journal is abstracted and indexed in:

According to the Journal Citation Reports, the journal has a 2022 impact factor of 1.4, ranking it 89th out of 111 journals in the category "Business, Finance".[10]

See also[edit]


  1. ^ "The Journal of Portfolio Management". The Journal of Portfolio Management. 2024-01-31.
  2. ^ Zweig, Jason (23 July 2014). "In Honor of Peter Bernstein". Wall Street Journal. Retrieved 19 August 2014.
  3. ^ "Awards". The Journal of Portfolio Management. Portfolio Management Research. Retrieved 12 February 2024.
  4. ^ "Bernstein-Fabozzi awards".
  5. ^ "Quant of the Year Award". The Journal of Portfolio Management. Portfolio Management Research. Retrieved 2024-02-13.
  6. ^ a b c "Web of Science Master Journal List". Intellectual Property & Science. Clarivate. Retrieved 2024-02-13.
  7. ^ a b "Journal of Portfolio Management". MIAR: Information Matrix for the Analysis of Journals. University of Barcelona. Retrieved 2024-02-13.
  8. ^ "Journals Indexed". EconLit. American Economic Association. Retrieved 2024-02-13.
  9. ^ "Source details: Journal of Portfolio Management". Scopus Preview. Elsevier. Retrieved 2024-02-13.
  10. ^ "Journal of Portfolio Management". 2022 Journal Citation Reports (Social Sciences ed.). Clarivate. 2023 – via Web of Science.

External links[edit]