1 See Bruce I. Jacobs and Kenneth N. Levy, “How to Build a Better Equity Portfolio,” Pension Management (June 1996): 36-39.
2 See Bruce I. Jacobs and Kenneth N. Levy, “High-Definition Style Rotation,” Journal of Investing 5, no. 3 (1996): 14-23.
3 See Daniel Kahneman, and Amos Tversky, “Prospect Theory: An Analysis of Decisions Under Risk,” Econometrica 47, no. 2 (1979): 263-292.
4 See Kenneth J. Arrow, “Risk Perception in Psychology and Economics,” Economic Inquiry 20, no. 1 (1982): 1-8.
5 See obert J. Shiller, “Stock Prices and Social Dynamics,” Brookings Papers on Economic Activity 2 (1984): 457-510.
6 See Bruce I. Jacobs and Kenneth N. Levy, “Engineering Portfolios: A Unified Approach,” Journal of Investing 4, no. 4 (1995): 8-14.
7 See Bruce I. Jacobs and Kenneth N. Levy, “20 Myths about Long-Short,” Financial Analysts Journal 52, no. 5 (1996): 81-85.
8 See Bruce I. Jacobs and Kenneth N. Levy,“The Long and Short on Long-Short,” Journal of Investing 6, no. 1 (1997): 73-86.
9 See Bruce I. Jacobs and I. Jacobs and Kenneth N. Levy, “Alpha Transport with Derivatives,” Journal of Portfolio Management 25, no. 5 (1999): 55-60.
10 See Bruce I. Jacobs and Kenneth N. Levy, “Enhanced Active Equity Strategies: Relaxing the Long-Only Constraint in the Pursuit of Active Return,” Journal of Portfolio Management 32, no. 3 (2006): 45-55; Bruce I. Jacobs and Kenneth N. Levy, “20 Myths About Enhanced Active 120-20 Strategies,” Financial Analysts Journal 63, no. 4 (2007): 19-26 and Bruce I. Jacobs, Kenneth N. Levy, and David Starer, “On the Optimality of Long-Short Strategies,” Financial Analysts Journal 54, no. 3 (1998): 40-51. For a comparison of enhanced active strategies with equitized long-short strategies, see Bruce I. Jacobs and Kenneth N. Levy, “Enhanced Active Equity Portfolios Are Trim Equitized Long-Short Portfolios,” Journal of Portfolio Management 33, no. 4 (2007): 19-25.
11 See Richard C. Grinold, “The Fundamental Law of Active Management,” Journal of Portfolio Management 15, no. 3 (1989): 30-37.
12 See Bruce I. Jacobs and Kenneth N. Levy, “Residual Risk: How Much is Too Much?” Journal of Portfolio Management 22, no. 3 (1996): 10-16.