''The Journal of Portfolio Management'' is a quarterly

academic journal An academic journal (or scholarly journal or scientific journal) is a periodical publication in which Scholarly method, scholarship relating to a particular academic discipline is published. They serve as permanent and transparent forums for the ...

for

finance Finance refers to monetary resources and to the study and Academic discipline, discipline of money, currency, assets and Liability (financial accounting), liabilities. As a subject of study, is a field of Business administration, Business Admin ...

and

investing Investment is traditionally defined as the "commitment of resources into something expected to gain value over time". If an investment involves money, then it can be defined as a "commitment of money to receive more money later". From a broade ...

, covering topics such as asset allocation, performance measurement, market trends, risk management, and portfolio optimization. The journal was established in 1974 by Peter L. Bernstein. The

editor-in-chief An editor-in-chief (EIC), also known as lead editor or chief editor, is a publication's editorial leader who has final responsibility for its operations and policies. The editor-in-chief heads all departments of the organization and is held accoun ...

is Frank J. Fabozzi (

Yale University Yale University is a Private university, private Ivy League research university in New Haven, Connecticut, United States. Founded in 1701, Yale is the List of Colonial Colleges, third-oldest institution of higher education in the United Stat ...

Awards

The journal presents several awards to authors publishing in the journal.

Bernstein Fabozzi/Jacobs Levy Award

The Bernstein Fabozzi/Jacobs Levy Awards is given annually to authors of the most innovative and significant research published in the journal, as chosen by its readership. Initiated in 1999, the awards commemorate the contributions of editors Peter L. Bernstein and Frank J. Fabozzi to the field of finance, while also encouraging outstanding research in portfolio management theory and practice. Previous winners include Nobel Prize laureates ( Robert F. Engle, Merton Miller, and Robert J. Shiller), as well as Cliff Asness, John C. Bogle, Campbell Harvey, Robert A. Jarrow, Martin L. Leibowitz, John M. Liew, Robert Litterman, Andrew Lo, Burton Malkiel, Lasse Pedersen, Jeremy Siegel, Steve Strongin, and Robert E. Whaley.

Quant of the Year

In 2019, the journal launched the Quant of the Year Award, aimed at honoring an individual's significant and enduring contributions to quantitative portfolio theory.

Abstracting and indexing

The journal is abstracted and indexed in: According to the ''

Journal Citation Reports ''Journal Citation Reports'' (''JCR'') is an annual publication by Clarivate. It has been integrated with the Web of Science and is accessed from the Web of Science Core Collection. It provides information about academic journals in the natur ...

'', the journal has a 2022

impact factor The impact factor (IF) or journal impact factor (JIF) of an academic journal is a type of journal ranking. Journals with higher impact factor values are considered more prestigious or important within their field. The Impact Factor of a journa ...

of 1.4, ranking it 89th out of 111 journals in the category "Business, Finance".

References

External links