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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 over $20 billion in institutional assets under management. 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 the Graham and Dodd Award from Financial Analysts Journal and Outstanding Article awards from the Journal of Portfolio Management and Journal of Investing.
Dr. Jacobs is co-author with Ken Levy of Equity Management: Quantitative Analysis for Stock Selection (McGraw-Hill), co-editor with Ken Levy of
Market Neutral Strategies (John 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 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. He has presented a webcast for the CFA Webcast Series and spoken at conferences for Goldman Sachs and Morgan Stanley.
Dr. Jacobs was formerly 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 on the Advisory Board of the Journal of Portfolio Management.
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