Discipline Finance, investment Publication history 1974-present ISSN 0095-4918 | Language English Frequency Quarterly | |
Publisher Euromoney Institutional Investor | ||
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. The current editor-in-chief is Frank J. Fabozzi (Yale University).
Contents
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.
Awards
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.