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Introducing an Important Book
on Stock Market Crashes
by Bruce I. Jacobs
Author Biography
Capital Ideas and Market Realities:
Option Replication,
Investor Behavior,
and Stock Market Crashes
Bruce I. Jacobs is co-founder and principal of Jacobs Levy Equity Management, a Florham Park, New Jersey based investment counselor with a prestigious global roster of institutional clients. Dr. Jacobs's articles on equity management have appeared in the Financial Analysts Journal, Journal of Portfolio Management, Journal of Investing, Japanese Security Analysts Journal, and Operations Research. He has received
Financial Analysts Journal Graham and Dodd Awards and outstanding article awards from the
Journal of Portfolio Management and Journal of Investing.
Dr. Jacobs is author of Capital Ideas and Market Realities: Option Replication, Investor Behavior, and Stock Market Crashes (Blackwell), co-author with Ken Levy of
Equity Management: Quantitative Analysis for Stock Selection (McGraw-Hill and a Chinese translation), co-editor with Ken Levy of
Market Neutral Strategies (Wiley), and co-editor of The Bernstein Fabozzi/Jacobs Levy Awards: Five Years of Award-Winning Articles from The Journal of Portfolio Management (Institutional Investor). He was a featured contributor to
How I Became a Quant: Insights from 25 of Wall Street's Elite (Wiley). Dr. Jacobs has spoken at many forums, including the Institute for Quantitative Research in Finance, Berkeley Program in Finance, CFA Institute, Rutgers University, Society of Quantitative Analysts, and New York Society of Security Analysts, and he has given a
Financial Analysts Journal Media Seminar and presented at conferences for Goldman Sachs and Morgan Stanley.
Formerly he was First Vice President of the Prudential Insurance Company of America, where he served as Senior Managing Director of a quantitative equity management affiliate of the Prudential Asset Management Company and Managing Director of the discretionary asset allocation unit. Prior to that, he was on the finance faculty of the University of Pennsylvania's Wharton School and consulted to the Rand Corporation.
Dr. Jacobs has a B.A. from Columbia College, an M.S. in Operations Research and Computer Science from Columbia University's School of Engineering and Applied Science, an M.S.I.A. from Carnegie Mellon University's Graduate School of Industrial Administration, and an M.A. in Applied Economics and a Ph.D. in Finance from the Wharton School. He is an Associate Editor of
the Journal of Trading and serves on the Journal of Portfolio Management Advisory Board and the
Financial Analysts Journal Advisory Council. Dr. Jacobs also served on the Committee to Establish the National Institute of Finance and is a member of its successor, the Office of Financial Research Discussion Forum.
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