1.5k total citations 82 papers, 860 citations indexed
About
Bruce I. Jacobs is a scholar working on Finance, Economics and Econometrics and Accounting.
According to data from OpenAlex, Bruce I. Jacobs has authored 82 papers receiving a total of 860 indexed citations (citations by other indexed papers that have themselves been cited), including 59 papers in Finance, 34 papers in Economics and Econometrics and 17 papers in Accounting. Recurrent topics in Bruce I. Jacobs's work include Financial Markets and Investment Strategies (49 papers), Risk and Portfolio Optimization (12 papers) and Complex Systems and Time Series Analysis (10 papers). Bruce I. Jacobs is often cited by papers focused on Financial Markets and Investment Strategies (49 papers), Risk and Portfolio Optimization (12 papers) and Complex Systems and Time Series Analysis (10 papers). Bruce I. Jacobs collaborates with scholars based in United States and Czechia. Bruce I. Jacobs's co-authors include Kenneth N. Levy, Harry M. Markowitz, David Starer, William G. Weissert, Ruth C. Engs, Frank J. Fabozzi, Tan-Trung Bui and Sang-Woo Lee and has published in prestigious journals such as Operations Research, The Gerontologist and Annals of Operations Research.
In The Last Decade
Bruce I. Jacobs
65 papers
receiving
591 citations
Peers — A (Enhanced Table)
Peers by citation overlap · career bar shows stage (early→late)
cites ·
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Countries citing papers authored by Bruce I. Jacobs
Since
Specialization
Citations
This map shows the geographic impact of Bruce I. Jacobs's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Bruce I. Jacobs with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Bruce I. Jacobs more than expected).
This network shows the impact of papers produced by Bruce I. Jacobs. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Bruce I. Jacobs. The network helps show where Bruce I. Jacobs may publish in the future.
Co-authorship network of co-authors of Bruce I. Jacobs
This figure shows the co-authorship network connecting the top 25 collaborators of Bruce I. Jacobs.
A scholar is included among the top collaborators of Bruce I. Jacobs based on the total number of
citations received by their joint publications. Widths of edges
represent the number of papers authors have co-authored together.
Node borders
signify the number of papers an author published with Bruce I. Jacobs. Bruce I. Jacobs is excluded from
the visualization to improve readability, since they are connected to all nodes in the network.
All Works
20 of 20 papers shown
1.
Jacobs, Bruce I. & Kenneth N. Levy. (2015). Smart Beta: Too Good to be True?. SSRN Electronic Journal. 3(2). 155–159.1 indexed citations
2.
Jacobs, Bruce I.. (2015). Is Smart Beta State of the Art. SSRN Electronic Journal.1 indexed citations
3.
Jacobs, Bruce I. & Kenneth N. Levy. (2014). The unique risks of portfolio leverage: why modern portfolio theory fails and how to fix it. RePEc: Research Papers in Economics. 2(3). 113–126.4 indexed citations
4.
Jacobs, Bruce I. & Kenneth N. Levy. (2014). Ten Investment Insights that Matter. SSRN Electronic Journal.1 indexed citations
5.
Jacobs, Bruce I. & Kenneth N. Levy. (2013). A Comparison of the Mean-Variance-Leverage Optimization Model and the Markowitz General Mean-Variance Portfolio Selection Model. SSRN Electronic Journal.1 indexed citations
6.
Jacobs, Bruce I., Kenneth N. Levy, & Harry M. Markowitz. (2010). Simulating Security Markets in Dynamic and Equilibrium Modes. SSRN Electronic Journal.
7.
Jacobs, Bruce I., Kenneth N. Levy, & Harry M. Markowitz. (2006). Trimability and Fast Optimization of Long-Short Portfolios. SSRN Electronic Journal.4 indexed citations
8.
Jacobs, Bruce I. & Kenneth N. Levy. (2005). Enhanced Active Equity Strategies: Relaxing the Long-Only Constraint in the Pursuit of Active Return. SSRN Electronic Journal.5 indexed citations
9.
Jacobs, Bruce I., Kenneth N. Levy, & Harry M. Markowitz. (2004). Financial Market Simulation. SSRN Electronic Journal.
10.
Jacobs, Bruce I.. (2004). Risk Avoidance and Market Fragility. SSRN Electronic Journal.1 indexed citations
11.
Jacobs, Bruce I., Kenneth N. Levy, & Harry M. Markowitz. (2002). Portfolio Optimization with Factors, Scenarios, and Realistic Short Positions. SSRN Electronic Journal.5 indexed citations
12.
Jacobs, Bruce I. & Kenneth N. Levy. (1999). Alpha Transport with Derivatives. SSRN Electronic Journal.
13.
Jacobs, Bruce I., Kenneth N. Levy, & David Starer. (1998). Long-Short Portfolio Management: An Integrated Approach. SSRN Electronic Journal.4 indexed citations
14.
Jacobs, Bruce I.. (1997). Option Pricing Theory And Its Unintended Consequences. SSRN Electronic Journal.
15.
Jacobs, Bruce I. & Kenneth N. Levy. (1996). The Long and Short on Long-Short. SSRN Electronic Journal.1 indexed citations
16.
Jacobs, Bruce I. & Kenneth N. Levy. (1995). 20 Myths about Long-Short. SSRN Electronic Journal.
17.
Jacobs, Bruce I. & Kenneth N. Levy. (1993). Long/Short Equity Investing. SSRN Electronic Journal.4 indexed citations
18.
Jacobs, Bruce I. & Kenneth N. Levy. (1989). The Complexity of the Stock Market. SSRN Electronic Journal.2 indexed citations
19.
Jacobs, Bruce I. & Kenneth N. Levy. (1988). Forecasting the Size Effect. SSRN Electronic Journal.1 indexed citations
20.
Jacobs, Bruce I. & Kenneth N. Levy. (1987). Calendar Anomalies: Abnormal Returns at Calendar Turning Points. SSRN Electronic Journal.1 indexed citations
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