Financial Analysts Journal

1996 - 2025

Current editor(s): Maryann Dupes

From Taylor & Francis Journals
Bibliographic data for series maintained by Chris Longhurst (chris.longhurst@tandf.co.uk).

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Volume 81, issue 1, 2025

Publisher’s Note pp. 5-5

Allison Adams

Innovation and the Human Dimension of Investment Management pp. 7-11

Luis García-Feijóo and William N. Goetzmann

How Much Does ChatGPT Know about Finance? pp. 12-32

Douglas (DJ) Fairhurst and Daniel Greene

How Should Investors’ Long-Term Returns Be Measured? pp. 33-62

Hendrik Bessembinder, Te-Feng Chen, Goeun Choi and K. C. John Wei

Safe Equities: An Alternative Allocation to Bonds pp. 63-81

Stephen Penman and Julie Zhu

Show & Tell: An Analysis of Corporate Climate Messaging and Its Financial Impacts pp. 82-101

Joseph E. Aldy, Patrick Bolton, Zachery M. Halem and Marcin T. Kacperczyk

Influence and Predictive Value of Seeking Alpha Articles pp. 102-128

Wolfgang Breuer, Andreas Knetsch and Eric Sachsenhausen

Volume 80, issue 4, 2024

“Earnings per Share Don’t Count” at 50 pp. 5-10

Martin S. Fridson, Jack J. Beyda and John H. Lee

The Importance of Joining Lifecycle Models with Mean-Variance Optimization pp. 11-17

Paul D. Kaplan and Thomas M. Idzorek

A Heuristic for Fat-Tailed Stock Market Returns pp. 18-26

Ivo Welch

Accessing Private Markets: What Does It Cost? pp. 27-52

Wayne Lim

Transaction Costs and Capacity of Systematic Corporate Bond Strategies pp. 53-80

Alexey Ivashchenko and Robert Kosowski

Choices Matter When Training Machine Learning Models for Return Prediction pp. 81-107

Clint Howard

Time-Varying Drivers of Stock Prices pp. 108-133

Dat Mai

Estimating Long-Term Expected Returns pp. 134-154

Rui Ma, Ben R. Marshall, Nhut H. Nguyen and Nuttawat Visaltanachoti

Volume 80, issue 3, 2024

ESG and Derivatives pp. 5-16

Rajkumar Janardanan, Xiao Qiao and K. Geert Rouwenhorst

Empirical Evidence on the Stock–Bond Correlation pp. 17-36

Roderick Molenaar, Edouard Sénéchal, Laurens Swinkels and Zhenping Wang

Factor-Mimicking Portfolios for Climate Risk pp. 37-58

Gianluca De Nard, Robert Engle and Bryan Kelly

3D Investing: Jointly Optimizing Return, Risk, and Sustainability pp. 59-75

David Blitz, Mike Chen, Clint Howard and Harald Lohre

Nonlinear Factor Returns in the US Equity Market pp. 76-102

Roger Clarke, Harindra de Silva and Steven Thorley

Predicting Corporate Bond Illiquidity via Machine Learning pp. 103-127

Axel Cabrol, Wolfgang Drobetz, Tizian Otto and Tatjana Puhan

Volume 80, issue 2, 2024

2023 Report to Readers pp. 5-6

Luis Garcia-Feijoo

Exclude with Impunity: Personalized Indexing and Stock Restrictions pp. 7-25

Yin Chen and Roni Israelov

Smart Rebalancing pp. 26-51

Rob Arnott, Feifei Li and Juhani Linnainmaa

Shareholder Activism in Small-Cap Newly Public Firms pp. 52-73

Emmanuel R. Pezier and Paolo F. Volpin

Fundamental Analysis via Machine Learning pp. 74-98

Kai Cao and Haifeng You

Private Equity Performance around the World pp. 99-121

Sara Ain Tommar, Serge Darolles and Emmanuel Jurczenko

Reversals and the Returns to Liquidity Provision pp. 122-151

Wei Dai, Mamdouh Medhat, Robert Novy-Marx and Savina Rizova

Short Squeezes pp. 152-173

Zhiqian Jiang, Baixiao Liu, Andrew Schrowang and Wei Xu

Volume 80, issue 1, 2024

Harry Markowitz and the Philosopher’s Stone pp. 1-11

Stephen C. Sexauer and Laurence B. Siegel

Stocks for the Long Run? Sometimes Yes, Sometimes No pp. 12-28

Edward F. McQuarrie

Swing Pricing Calibration: Using ETFs to Infer Swing Factors for Mutual Funds pp. 30-40

Kenechukwu Anadu, John Levin, Victoria Liu, Noam Tanner, Antoine Malfroy-Camine and Sean Baker

Bonds with Benefits: Impact Investing in Corporate Debt pp. 41-56

Desislava Vladimirova and Jieyan Fang-Klingler

Direct Lending Returns pp. 57-83

Antti Suhonen

Breaking Bad Trends pp. 84-98

Christian L. Goulding, Campbell R. Harvey and Michele G. Mazzoleni

Are All Short-Term Institutional Investors Informed? pp. 99-117

Mustafa O. Caglayan, Umut Celiker and Mete Tepe

Volume 79, issue 4, 2023

Our Thanks to Reviewers pp. v-vi

The Editors

Harry Markowitz in Memoriam pp. 5-7

William N. Goetzmann

The Controversy over Proxy Voting: The Role of Fund Managers and Proxy Advisors pp. 8-15

Arnoud Boot, Jan Krahnen, Lemma Senbet and Chester Spatt

Applying Economics—Not Gut Feel—to ESG pp. 16-29

Alex Edmans

Thematic Investing with Big Data: The Case of Private Equity pp. 30-40

Ludovic Phalippou

Intermediaries’ Incentives across Share Classes in the Same Fund pp. 41-63

Ivalina Kalcheva and Ping McLemore

Private Shareholder Engagements on Material ESG Issues pp. 64-95

Rob Bauer, Jeroen Derwall and Colin Tissen

Beyond Fama-French Factors: Alpha from Short-Term Signals pp. 96-117

David Blitz, Matthias X. Hanauer, Iman Honarvar, Rob Huisman and Pim van Vliet

Green Parity and the Decarbonization of Corporate Bond Portfolios pp. 118-137

Mario Bajo and Emilio Rodríguez

Volume 79, issue 3, 2023

Investing in Deflation, Inflation, and Stagflation Regimes pp. 5-32

Guido Baltussen, Laurens Swinkels, Bart van Vliet and Pim van Vliet

Long-Term Shareholder Returns: Evidence from 64,000 Global Stocks pp. 33-63

Hendrik Bessembinder, Te-Feng Chen, Goeun Choi and K. C. John Wei

Geographic Investing: Stock Return Indexes Based on Company Operations pp. 64-74

Bernard Dumas, Tymur Gabuniya and Richard C. Marston

Factor-Targeted Asset Allocation: A Reverse Optimization Approach pp. 75-94

Jacky S. H. Lee and Marco Salerno

Is Sector Neutrality in Factor Investing a Mistake? pp. 95-117

Sina Ehsani, Campbell R. Harvey and Feifei Li

Factor Replication with Industry Stratification pp. 118-135

Surpreet Bharjana, Rohan Fletcher and Paul Lajbcygier

Time-Series Predictability for Sector Investing pp. 136-154

Jin Suk Park and Mohammad Khaleq Newaz

Personalized Multiple Account Portfolio Optimization pp. 155-170

Thomas M. Idzorek

Volume 79, issue 2, 2023

2022 Report to Readers pp. 5-6

Luis Garcia-Feijoo

Forbearance in Institutional Investment Management: Evidence from Survey Data pp. 7-20

Amit Goyal, Ramon Tol and Sunil Wahal

What Do TIPS Say about Real Interest Rates and Required Returns? pp. 21-44

J. Benson Durham

Diversification during Hard Times pp. 45-64

Najah Attig and Oumar Sy

Managerial Multitasking in the Mutual Fund Industry pp. 65-75

Vikas Agarwal, Linlin Ma and Kevin Mullally

Earning Alpha by Avoiding the Index Rebalancing Crowd pp. 76-97

Robert D. Arnott, Christopher Brightman, Vitali Kalesnik and Lillian Wu

The Low-Risk Effect in Equities: Evidence from Industry Data in an Earlier Time pp. 98-119

C. Mitchell Conover, Joseph D. Farizo and Andrew C. Szakmary

Momentum Crashes and the 52-Week High pp. 120-139

Suk-Joon Byun and Byounghyun Jeon

Volume 79, issue 1, 2023

Redefining the Optimal Retirement Income Strategy pp. 5-16

David Blanchett

Allocating to Thematic Investments pp. 18-36

Koye Somefun, Romain Perchet, Chenyang Yin and Raul Leote de Carvalho

Targeting Macroeconomic Exposures in Equity Portfolios: A Firm-Level Measurement Approach for Out-of-Sample Robustness pp. 37-57

Mikheil Esakia and Felix Goltz

Supply Chain Climate Exposure pp. 58-76

Greg Hall, Kate Liu, Lukasz Pomorski and Laura Serban

Trade Informativeness in Modern Markets pp. 77-98

Samarpan Nawn and Gaurav Raizada

Option Pricing via Breakeven Volatility pp. 99-119

Blair Hull, Anlong Li and Xiao Qiao