Pioneering Investment Research

Bruce Jacobs and Ken Levy pioneered the “disentangling” of numerous factors that influence stock returns

Proprietary Approach

Ongoing in-house research creates proprietary models 

Multidimensional

Our multidimensional process combines human insight, finance, and behavioral theory with the latest quantitative and statistical methods

Dynamic

Our dynamic, forward-looking approach pursues opportunities in changing market environments

Committed to innovative equity research

As the pioneer of the “disentangling” process that helped revolutionize equity investing, we manage equity strategies for a prestigious global roster of institutional clients.

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Latest News

May 04, 2020

An Interview with Bruce I. Jacobs

An Interview with Bruce I. Jacobs, Principal, by Portfolio Management Research, May 4, 2020: Bruce Jacobs discusses the key research concepts that serve as the foundation of Jacobs Levy Equity Management’s investment practice, including disentangling equity factors, smart beta vs. smart alpha, integrated long-short portfolios, introducing the idea of 130-30 portfolios, is 130-30 the right amount of leverage, financial market simulation, his book co-authored with Ken Levy, Equity Management: The Art and Science of Modern Quantitative Investing, and his two books on market crises, Capital Ideas and Market Realities: Option Replication, Investor Behavior, and Stock Market Crashes and Too Smart for Our Own Good: Ingenious Investment Strategies, Illusions of Safety, and Market Crashes. He also recounts the origins of the Bernstein Fabozzi/Jacobs Levy Awards, which recently celebrated their 20th anniversary.

Bruce Jacobs Interview
Portfolio Management Research
New York City
Interviewed February 2020
Released May 2020
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Apr 20, 2020

Why Free-Lunch Strategies Cause Market Crashes

Interview with Bruce I. Jacobs, Knowledge@Wharton, April 20, 2020: Bruce Jacobs discusses how some quantitative financial products contributed to past financial crises and have increased market instability in the current pandemic crisis. “It’s critical for investors, executives, and regulators to understand the types of...  instruments and strategies created by quantitative finance, because some of these can have systemic implications,” he said. Bruce also talks about some potential solutions, including explicit consideration of leverage risk in portfolio formation and financial market simulation modeling.

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Apr 03, 2020

Wharton — the Prestigious Business School that Minted Stock-Pickers Like Warren Buffett, Steve Cohen, and Joel Greenblatt — is Rolling Out the Red Carpet for Quants

by Dan DeFrancesco and Bradley Saacks, Business Insider, April 3, 2020: An $8 million gift from Wharton alumnus Bruce Jacobs helped establish a quantitative finance major within its prestigious MBA program. According to the university, graduates will be well-suited for jobs in quantitative asset management and trading, financial engineering, risk management, and applied research.

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Bruce Jacobs Interview
"Jacobs Levy: The Art and Science of Investing"
Davos 2020, TBD Media
January 2020
Bruce Jacobs Interview
Portfolio Management Research
New York City
Interviewed February 2020
Released May 2020

Concepts that form the foundation of our approach

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Security prices, technology, and prediction

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