Congratulations to ICF Faculty Associate Director, Professor Bryan T. Kelly, and his co-author Tarun Gupta, Managing Director of Quantitative Strategies at Invesco, for winning the Bernstein Fabozzi/Jacobs Levy Award.
Their paper, “Factor Momentum Everywhere,” was published in the 2019 Quantitative Strategies special issue of The Journal of Portfolio Management and won the top-prize for the best paper published in the quarterly journal and its speciall issues published in 2019.
Read more about the award-winning paper on the Pensions & Investment website.
About the Bernstein Fabozzi/Jacobs Levy Awards: The Bernstein Fabozzi/Jacobs Levy Awards were established in 1999, on the 25th anniversary of The Journal of Portfolio Management, to honor Editors Peter Bernstein and Frank Fabozzi for their extraordinary contributions and to promote research excellence in the theory and practice of portfolio management. The annual awards, co-founded and generously funded by Jacobs Levy Equity Management, consist of a $5,000 prize for the Best Article and $2,500 prizes for each of three Outstanding Articles.