| 词条 | The Journal of Portfolio Management |
| 释义 |
| title = The Journal of Portfolio Management | discipline = Finance, investment | abbreviation =J. Portfolio Manag. | publisher = Euromoney Institutional Investor | country = | frequency = Quarterly | history = 1974-present | ISSN = 0095-4918 | website = http://www.iijournals.com/JPM }} 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). Notable authorsNotable 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 AwardThe 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 YearThe 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] References1. ^{{cite news|last1=Zweig|first1=Jason|title=In Honor of Peter Bernstein|url=https://blogs.wsj.com/totalreturn/2014/07/23/in-honor-of-peter-bernstein/|accessdate=19 August 2014|publisher=Wall Street Journal|date=23 July 2014}} 2. ^{{Cite web|url=https://jpm.iijournals.com/quant-of-2019|title=Awards {{!}} The Journal of Portfolio Management|website=jpm.iijournals.com|access-date=2019-02-02}} External links
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