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

Jun 28, 2022

Columbia Threadneedle Hires Jacobs Levy to a Multi-Manager Fund

by Nicole Piper, CityWire.com, June 28, 2022: Columbia Threadneedle has added Jacobs Levy Equity Management as a subadvisor to the Columbia Multi-Manager Small Cap Equity strategy.

Mar 01, 2022

The Challenge of Disparities in ESG Ratings

by Bruce I. Jacobs and Kenneth N. Levy, Journal of Impact and ESG Investing, Spring 2022: Environmental, social, and governance (ESG) considerations play an increasingly important role in investment decisions. Vendors of ESG data, however, lack a common framework for creating ESG ratings. As a result,... their ratings show substantial disparities for the same company, making it difficult to assess whether the ratings are truly aligned with companies’ ESG performance. This article highlights the nature and sources of the ESG rating disparities and urges investors to be aware of them. Despite noisy ESG ratings, disentangling may be suitable for assessing the efficacy of multidimensional ESG data in the presence of other characteristics impacting stock returns.

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Feb 01, 2022

Experts Win Top Bernstein Fabozzi/Jacobs Levy Award for Paper on Inflation

by Rob Kozlowski, Pensions & Investments, February 2, 2022: “The Best Strategies for Inflationary Times” by Henry Neville, Teun Draaisma, Ben Funnell, Campbell R. Harvey, and Otto Van Hemert won Best Article in the 23rd Annual Bernstein Fabozzi/Jacobs Levy Awards, as voted by subscribers to the Journal of Portfolio Management... The article examines newly resurgent inflationary risks for portfolio managers based on the authors’ historical analysis of active and passive strategies across multiple asset classes and markets over the past 95 years. “This timely guidance is welcomed as portfolio managers face the unfamiliar territory of high inflation,” said Bruce Jacobs, principal and co-founder of Jacobs Levy Equity Management. “The authors’ analysis of the history of high inflation episodes provides a wealth of information and insights.”

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