Financial Analysts Journal

1996 - 2025

Current editor(s): Maryann Dupes

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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

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 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

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

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

Our Thanks to Reviewers pp. i-ii: The Editors
Should Defined Contribution Plans Include Private Equity Investments? pp. 5-17: Gregory W. Brown, Keith J. Crouch,, Andra Ghent, Robert S. Harris, Yael V. Hochberg, Tim Jenkinson, Steven N. Kaplan, Richard Maxwell and David Robinson
Improving Interest Rate Risk Hedging Strategies through Regularization pp. 18-36: Daniel Mantilla-Garcia, Lionel Martellini, Vincent Milhau and Hector Enrique Ramirez-Garrido
Climate Change Vulnerability and Currency Returns pp. 37-58: Alexander Cheema-Fox, George Serafeim and Hui (Stacie) Wang
Maximum Drawdown as Predictor of Mutual Fund Performance and Flows pp. 59-76: Timothy Riley and Qing Yan
Analyst Incentives and Stock Return Synchronicity: Evidence from MiFID II pp. 77-97: Yihan Li, Xin Liu and Vesa Pursiainen
Effects of Venture Capital Mega-Deals on IPO Success and Post-IPO Performance pp. 99-120: Nico Lehnertz, Carolin Plagmann and Eva Lutz
Private Debt Fund Returns, Persistence, and Market Conditions pp. 121-144: Pascal Böni and Sophie Manigart
Litigation Risk and Stock Return Anomaly pp. 145-162: Jun Duanmu, Qiping Huang, Yongjia Li and Lingna Sun

Shareholder Democracy, Meet Memocracy pp. 5-8: William N. Goetzmann
Forecasting the Long-Term Equity Premium for Asset Allocation pp. 9-29: Athanasios Sakkas and Nikolaos Tessaromatis
Fund Selection: Sense and Sensibility pp. 30-48: Guido Baltussen, Stan Beckers, Jan Jaap Hazenberg and Willem Van Der Scheer
Portable Beta and Total Portfolio Management pp. 49-69: Stefano Cavaglia, John Hua Fan and Zhenping Wang
Hedged Mutual Funds and Competition for Sources of Alpha pp. 70-93: Asli Eksi and Hossein Kazemi
Investing with Style in Liquid Private Debt pp. 94-114: Thomas Mählmann and Galina Sukonnik
Evolutionary Finance for Multi-Asset Investors pp. 115-127: Michael Schnetzer and Thorsten Hens
Employee Satisfaction and Long-Run Stock Returns, 1984–2020 pp. 129-151: Hamid Boustanifar and Young Dae Kang

2021 Report to Readers pp. 5-7: Luis Garcia-Feijoo
What ESG-Related Disclosures Should the SEC Mandate? pp. 9-18: Jonathan M. Karpoff, Robert Litan, Catherine Schrand and Roman L. Weil
Net-Zero Carbon Portfolio Alignment pp. 19-33: Patrick Bolton, Marcin Kacperczyk and Frédéric Samama
Free Markets to Fed Markets: How Modern Monetary Policy Impacts Equity Markets pp. 35-56: Tālis J. Putniņš
Capacity Constraints in Hedge Funds: The Relation between Fund Performance and Cohort Size pp. 57-77: David Forsberg, David Gallagher and Geoffrey J. Warren
Harnessing Neuroscientific Insights to Generate Alpha pp. 79-95: Elise Payzan-LeNestour, James Doran, Lionnel Pradier and Tālis J. Putniņš

Carry Momentum pp. 5-38: Josh Davis, Matt Dorsten, Normane Gillmann and Jerry Tsai
Active Share and the Predictability of the Performance of Separate Accounts pp. 39-57: K. J. Martijn Cremers, Jon A. Fulkerson and Timothy B. Riley
Which Corporate ESG News Does the Market React To? pp. 59-78: George Serafeim and Aaron Yoon
Is “Not Trading” Informative? Evidence from Corporate Insiders’ Portfolios pp. 79-100: Luke DeVault, Scott Cederburg and Kainan Wang