Awards for Research

Does Past Performance Matter in Investment Manager Selection?
Journal of Portfolio Management
2018 Bernstein Fabozzi/Jacobs Levy Outstanding Article Award

 

Will your Factor Deliver? An Examination of Factor Robustness and Implementation Costs
Financial Analysts Journal
2016 Graham and Dodd Award

 

A Study of Low-Volatility Portfolio Construction Methods
Journal of Portfolio Management
2015 Bernstein Fabozzi/Jacobs Levy Outstanding Article Award

 

A Framework for Assessing Factors and Implementing Smart Beta Strategies
Journal of Index Investing
2015 William F. Sharpe Award – ETF/Indexing Paper of the Year

 

The Surprising Alpha from Malkiel’s Monkey and Upside-Down Strategies
Journal of Portfolio Management
2013 Bernstein Fabozzi/Jacobs Levy Outstanding Article Award

 

A Framework for Examining Asset Allocation Alpha
Journal of Index Investing
2013 William F. Sharpe Award – ETF/Indexing Paper of the Year

 

A Survey of Alternative Equity Index Strategies
Financial Analysts Journal
2011 Graham and Dodd Award
2011 Readers’ Choice Award

 

Fundamental Indexation
Financial Analysts Journal
2005 William F. Sharpe Award – Best Index Research

 

Additional Recognition

UCLA Anderson School of Management
2009 Outstanding Service Award

 

Institutional Investor
2008 20 Rising Stars of Hedge Fund Award