The Journal of Portfolio Management

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The Journal of Portfolio Management  
DisciplineFinance, investment
Publication details
Publication history
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The Journal of Portfolio Management 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).

Notable authors[edit]

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.


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, Burton Malkiel and Aleksander Radisich, and Robert D. Arnott and Ronald J. Ryan.


  1. ^ Zweig, Jason (23 July 2014). "In Honor of Peter Bernstein". Wall Street Journal. Retrieved 19 August 2014.

External links[edit]