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Kenneth N. Levy

University of Pennsylvania

58

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The Legacy of Stephen A. Ross

2018
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Smart Beta: Too Good to be True?

2015 The Journal of Financial Perspectives
- Bruce I. Jacobs
- Kenneth N. Levy
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Investing in a Multidimensional Market

2014 Financial Analysts Journal
- Bruce I. Jacobs
- Kenneth N. Levy
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The Unique Risks of Portfolio Leverage: Why Modern Portfolio Theory Fails and How to Fix It

2014 The Journal of Financial Perspectives
- Bruce I. Jacobs
- Kenneth N. Levy
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INVITED EDITORIAL COMMENT: Smart Beta versus Smart Alpha

2014 The Journal of Portfolio Management
- Bruce I. Jacobs
- Kenneth N. Levy
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Traditional Optimization is Not Optimal for Leverage-Averse Investors

2014 The Journal of Portfolio Management
- Bruce I. Jacobs
- Kenneth N. Levy
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INVITED EDITORIAL COMMENT: Introducing Leverage Aversion into Portfolio Theoryand Practice

2013 The Journal of Portfolio Management
- Bruce I. Jacobs
- Kenneth N. Levy
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INVITED EDITORIAL COMMENT: A Comparison of the Mean–Variance-Leverage Optimization Model and the Markowitz General Mean–Variance Portfolio Selection Model

2013 The Journal of Portfolio Management
- Bruce I. Jacobs
- Kenneth N. Levy
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Leverage Aversion and Portfolio Optimality

2012 Financial Analysts Journal
- Bruce I. Jacobs
- Kenneth N. Levy
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Practical Optimization of Enhanced Active Equity Portfolios

2011
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