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

Mar 03, 2020

The 20th Anniversary Celebration of the Bernstein Fabozzi/Jacobs Levy Award

Portfolio Management Research, March 3, 2020: Portfolio Management Research has released a highlight video and full video of the 20th anniversary celebration of the Bernstein Fabozzi/Jacobs Levy Awards that took place in New York City in November 2019. The event celebrated the success of the Awards, which recognize the best articles to appear in the Journal of Portfolio Management each year. A host of key industry professionals and academics attended, and presenting were Bruce Jacobs, Ken Levy, Frank Fabozzi, Cliff Asness, Andrew Lo, and Meir Statman. The evening culminated with a presentation to the winners of the 20th Annual Bernstein Bernstein Fabozzi/Jacobs Levy Awards.

The 20th Anniversary Celebration of the Bernstein Fabozzi/Jacobs Levy Awards

New York, NY
November 21, 2019
view highlight video
The 20th Anniversary Celebration of the Bernstein Fabozzi/Jacobs Levy Awards

New York, NY
November 21, 2019
view full video
Mar 03, 2020

Quant Experts Win Top Bernstein Fabozzi/Jacobs Levy Award

by Rob Kozlowski, Pensions & Investments, March 3, 2020: Tarun Gupta and Bryan T. Kelly won the Bernstein Fabozzi/Jacobs Levy award for Best Article, based on voting by Journal of Portfolio Management subscribers. The authors’ article, “Factor Momentum Everywhere,” documents momentum behavior in 65 global... characteristic-based equity factors and shows individual factors can be reliably timed based on recent performance. Bruce Jacobs, principal and co-founder of Jacobs Levy Equity Management, notes that the authors’ “finding that equity factors experience momentum that's complementary to individual stock momentum adds significantly to the literature of quantitative finance.”

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Jan 21, 2020

Bruce Jacobs Interview, “Jacobs Levy: The Art and Science of Investing”

Davos 2020, TBD Media, January 2020: This interview, conducted by veteran TV news anchor and foreign correspondent Andrew Wilson, appears on CBS News online. Bruce Jacobs explains the firm’s approach to investing, which combines the art that comes from intuition and experience with the science that comes from rigorous quantitative methods. He also describes 130-30 long-short and absolute return strategies, discusses the integration of environmental, social, and governance (ESG) principles into the investment process, and cautions investors about certain aspects of today’s markets. Bruce notes that “we measure our success not by our assets under management, but by our performance for our clients.”

Bruce Jacobs Interview
"Jacobs Levy: The Art and Science of Investing"
Davos 2020, TBD Media
January 2020
view video
Bruce Jacobs Interview
"Jacobs Levy: The Art and Science of Investing"
Davos 2020, TBD Media
January 2020

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Security prices, technology, and prediction

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We are a signatory to the United Nations Principles for Responsible Investment.