Financial Analysts Journal

1996 - 2025

Current editor(s): Maryann Dupes

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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

Our Thanks to Reviewers pp. i-ii: The Editors
Environmental, Social, and Governance Issues and the Financial Analysts Journal pp. 5-21: Laura T. Starks
Capital Market Liberalization and Investment Efficiency: Evidence from China pp. 23-44: Liao Peng, Liguang Zhang and Wanyi Chen
Index + Factors + Alpha pp. 45-64: Andrew Ang, Linxi Chen, Michael Gates and Paul D. Henderson
Hedge Funds vs. Alternative Risk Premia pp. 65-81: Philippe Jorion
Boosting the Equity Momentum Factor in Credit pp. 83-103: Hendrik Kaufmann, Philip Messow and Jonas Vogt
ESG Rating Disagreement and Stock Returns pp. 104-127: Rajna Gibson Brandon, Philipp Krueger and Peter Steffen Schmidt
Tax-Loss Harvesting: An Individual Investor’s Perspective pp. 128-150: Kevin Khang, Thomas Paradise and Joel Dickson

The Financial System Red in Tooth and Claw: 75 Years of Co-Evolving Markets and Technology pp. 5-33: Andrew W. Lo
Volmageddon and the Failure of Short Volatility Products pp. 35-51: Patrick Augustin, Ing-Haw Cheng and Ludovic Van den Bergen
Chinese and Global ADRs: The US Investor Experience pp. 53-68: Hendrik Bessembinder, Te-Feng Chen, Goeun Choi and K. C. John Wei
To Bundle or Not to Bundle? A Review of Soft Commissions and Research Unbundling pp. 69-92: Micha Bender, Benjamin Clapham, Peter Gomber and Jascha-Alexander Koch
Decarbonizing Everything pp. 93-108: Alexander Cheema-Fox, Bridget Realmuto LaPerla, George Serafeim, David Turkington and Hui (Stacie) Wang
Hedge Fund Performance: End of an Era? pp. 109-132: Nicolas P.B. Bollen, Juha Joenväärä and Mikko Kauppila
Predicting Bond Returns: 70 Years of International Evidence pp. 133-155: Guido Baltussen, Martin Martens and Olaf Penninga
Correction pp. 156-156: The Editors

Retirement Income Sufficiency through Personalised Glidepaths pp. 5-20: Michael Drew and Jason M. West
Equity Investing in the Age of Intangibles pp. 21-42: Amitabh Dugar and Jacob Pozharny
Risk Mitigation of Corporate Social Performance in US Class Action Lawsuits pp. 43-65: Daniel V. Fauser and Sebastian Utz
Active Trading in ETFs: The Role of High-Frequency Algorithmic Trading pp. 66-82: Archana Jain, Chinmay Jain and Christine X. Jiang
Maturity-Matched Bond Fund Performance pp. 83-96: Markus Natter, Martin Rohleder and Marco Wilkens
Identifying Hedge Fund Skill by Using Peer Cohorts pp. 97-123: David Forsberg, David Gallagher and Geoffrey J. Warren
Enhanced Portfolio Optimization pp. 124-151: Lasse Heje Pedersen, Abhilash Babu and Ari Levine
Correction pp. 152-: The Editors

2020 Report to Readers pp. 5-8: Heidi Raubenheimer
Levered and Inverse Exchange-Traded Products: Blessing or Curse? pp. 10-29: Colby J. Pessina and Robert E. Whaley
Should Mutual Fund Investors Time Volatility? pp. 30-42: Feifei Wang, Xuemin (Sterling) Yan and Lingling Zheng
Reports of Value’s Death May Be Greatly Exaggerated pp. 44-67: Robert D. Arnott, Campbell R. Harvey, Vitali Kalesnik and Juhani T. Linnainmaa
Toward ESG Alpha: Analyzing ESG Exposures through a Factor Lens pp. 69-88: Ananth Madhavan, Aleksander Sobczyk and Andrew Ang
Portfolio Choice with Path-Dependent Scenarios pp. 90-100: Mark Kritzman, Ding Li, Grace (TianTian) Qiu and David Turkington