The Journal of Portfolio Management

Lysander Funds Wins Multiple 2022 FundGrade A+ Awards

Retrieved on: 
Friday, January 27, 2023

TORONTO, Jan. 27, 2023 /CNW/ - Lysander Funds Limited ("Lysander") was recognized at the 2022 FundGrade A+ Awards in Toronto with five award winning funds.

Key Points: 
  • TORONTO, Jan. 27, 2023 /CNW/ - Lysander Funds Limited ("Lysander") was recognized at the 2022 FundGrade A+ Awards in Toronto with five award winning funds.
  • "Lysander is pleased to be recognized again at the FundGrade A+ Awards.
  • The annual FundGrade A+ Awards recognizes investment funds and their managers who have shown consistent, outstanding, risk-adjusted performance through the year.
  • The following Lysander Funds received the FundGrade A+ Award:

Investment Firm Cap8 Releases Research Exploring Impact of the Rise of ETFs on Market Macro Efficiency and Risk Structures

Retrieved on: 
Tuesday, August 23, 2022

BOSTON, Aug. 23, 2022 /PRNewswire/ -- Cap8 , the financial and technology firm that leverages scientific methodology to build investment solutions, has published its new research study 'How have ETFs changed market macro efficiency and risk structure?'

Key Points: 
  • BOSTON, Aug. 23, 2022 /PRNewswire/ -- Cap8 , the financial and technology firm that leverages scientific methodology to build investment solutions, has published its new research study 'How have ETFs changed market macro efficiency and risk structure?'
  • This research lends insights into the evolution of risk and its expression in the marketplace.
  • Cap8's latest research is built upon the puzzle first presented by Nobel Laureate Paul Samuelson's 1998 dictum on the difference between micro and macro inefficiencies.
  • The contribution of ETFs has been a determinant of the increase in macro efficiency in the U.S. equity market.

Portfolio Management Research is Introducing The Journal of Beta Investment Strategies

Retrieved on: 
Thursday, March 17, 2022

Portfolio Management Research has launched The Journal of Beta Investment Strategies (JBIS) to cover the latest innovations in the area of beta-based investment products.

Key Points: 
  • Portfolio Management Research has launched The Journal of Beta Investment Strategies (JBIS) to cover the latest innovations in the area of beta-based investment products.
  • It is the definitive research platform for the investment management industry, publishing more than 450 peer-reviewed articles a year across 60+ investment disciplines.
  • The Journal of Beta Investment Strategies (JBIS) provides coverage of the latest innovations in the area of beta-based investment products including direct/customized indexing, ETFs, factor investing, smart beta, indexes, and passive investing.
  • JBIS offers rigorous research and analysis of products, sector allocations, and investment strategies for those creating or investing in beta products.

The Journal of Portfolio Management Names Petter Kolm 2021 'Quant of the Year'

Retrieved on: 
Tuesday, November 16, 2021

The Journal of Portfolio Management (JPM) has named Petter Kolm Quant of the Year for 2021.

Key Points: 
  • The Journal of Portfolio Management (JPM) has named Petter Kolm Quant of the Year for 2021.
  • JPMs Quant of the Year Award recognizes a researchers history of outstanding contributions to the field of quantitative portfolio theory.
  • JPM is part of Portfolio Management Research (PMR), the definitive independent research platform for the investment management community.
  • Each article provides readers with actionable conclusions that can be applied to enhance portfolio management and influence business strategy.

Causality Link Grows Team with Addition of Joseph Simonian as Technical Advisor

Retrieved on: 
Tuesday, October 26, 2021

Salt Lake City, Oct. 26, 2021 (GLOBE NEWSWIRE) -- Causality Link, an advanced, AI-driven financial information technology provider, today announced the addition of veteran Bayesian networks (BN) and natural language processing (NLP) expert Joseph Simonian as Technical Advisor.

Key Points: 
  • Salt Lake City, Oct. 26, 2021 (GLOBE NEWSWIRE) -- Causality Link, an advanced, AI-driven financial information technology provider, today announced the addition of veteran Bayesian networks (BN) and natural language processing (NLP) expert Joseph Simonian as Technical Advisor.
  • As Technical Advisor, Simonian will help the firm maximize the possibilities of BN, NLP and causal modeling, and introduce Causality Links current and prospective partners to the full power of the firms platform.
  • "Im excited to be joining Causality Link, a firm at the forefront of applying AI and machine learning to analyze capital markets, said Simonian.
  • "Were extremely pleased to have Joseph joining the Causality Link team, said Eric Jensen, Causality Link co-founder and chief technology officer.

Professors Announce a Paper and an NYU Course Revealing Intimate Details of the Alternative Data Industry

Retrieved on: 
Thursday, September 9, 2021

NEW YORK, Sept. 9, 2021 /PRNewswire/ -- Professors Petter Kolm and Gene Ekster have published a divulging paper on Alternative Data in the peer-reviewed Journal of Financial Data Science (JFDS).

Key Points: 
  • NEW YORK, Sept. 9, 2021 /PRNewswire/ -- Professors Petter Kolm and Gene Ekster have published a divulging paper on Alternative Data in the peer-reviewed Journal of Financial Data Science (JFDS).
  • The paper unveils lesser-known industry details, including commercial incentives of the participants, dataset valuation, and technology used to generate returns by institutional investors.
  • In conjunction with publishing the paper, Mr. Ekster will teach a master's level course on alternative data to students of the 2021 NYU Courant Master of Science Program in Mathematics in Finance, which Dr. Kolm directs.
  • Gene Ekster is an adjunct professor at NYU, where he teaches a course on alternative data in finance.

The Journal of Portfolio Management Names Campbell R. Harvey 2020 'Quant of the Year'

Retrieved on: 
Thursday, January 14, 2021

The Journal of Portfolio Management (JPM) has named Campbell R. Harvey Quant of the Year for 2020.

Key Points: 
  • The Journal of Portfolio Management (JPM) has named Campbell R. Harvey Quant of the Year for 2020.
  • JPMs Quant of the Year Award recognizes a researchers history of outstanding contributions to the field of quantitative portfolio theory.
  • The Journal of Portfolio Management (JPM) is part of Portfolio Management Research, the definitive independent research platform for the investment management community.
  • Each article provides readers with actionable conclusions that can be applied to enhance portfolio management and influence business strategy.

IPR Journals announces the winners of the 20th annual Bernstein Fabozzi/Jacobs Levy Awards

Retrieved on: 
Friday, March 1, 2019

IPR Journals is pleased to announce the winners of the 20th Annual Bernstein Fabozzi/Jacobs Levy Awards for the best articles appearing in The Journal of Portfolio Management during 2018, based on subscriber votes.

Key Points: 
  • IPR Journals is pleased to announce the winners of the 20th Annual Bernstein Fabozzi/Jacobs Levy Awards for the best articles appearing in The Journal of Portfolio Management during 2018, based on subscriber votes.
  • The Bernstein Fabozzi/Jacobs Levy Awards were established in 1999, on the 25th anniversary of The Journal of Portfolio Management.
  • IPR Journals is the leading source of independent practical research for all in the investment management community.
  • Its portfolio of 11 journals attracts thought leadership from the industrys most prominent experts, including multiple Nobel Laureates.