Financial Analysts Journal

1996 - 2025

Current editor(s): Maryann Dupes

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Volume 63, issue 6, 2007

Editor’s Corner pp. 6-8

Rodney N. Sullivan

Errata pp. 10-10

The Editors

Ethical Decision Making: More Needed Than Good Intentions pp. 17-30

Robert A. Prentice

Fundamentally Flawed Indexing pp. 31-37

André F. Perold

What Ails Public Pensions? pp. 38-43

Richard M. Ennis

The Anatomy of Value and Growth Stock Returns pp. 44-54

Eugene F. Fama and Kenneth R. French

Industry Classifications and Return Comovement pp. 56-70

Louis K.C. Chan, Josef Lakonishok and Bhaskaran Swaminathan

Behavioral Obstacles in the Annuity Market pp. 71-82

Wei-Yin Hu and Jason S. Scott

In the Future pp. 86-86

Rodney N. Sullivan

Volume 63, issue 5, 2007

Editor’s Corner pp. 8-8

Richard M. Ennis

“Executive Compensation: Much Ado about Nothing?”: A Comment pp. 12-12

John Benson

“Do the Markets Care about the $2.4 Trillion U.S. Deficit?”: A Comment pp. 12-14

Samuel Lum

Errata pp. 15-15

The Editors

Expected Utility Asset Allocation pp. 18-30

William Sharpe

Rebalancing Revisited: The Role of Derivatives pp. 32-44

David T. Brown, Gideon Ozik and Daniel Scholz

The Statistics of Statistical Arbitrage pp. 46-52

Robert Fernholz and Cary Maguire

The Adjusted Earnings Yield pp. 54-68

Stephen E. Wilcox

Trading Patterns and Excess Comovement of Stock Returns pp. 69-81

Robin M. Greenwood and Nathan Sosner

Corporate Pension Funding and Credit Spreads pp. 82-101

Mirko Cardinale

In the Future pp. 104-104

Rodney N. Sullivan

Volume 63, issue 4, 2007

Editor’s Corner pp. 6-8

Richard M. Ennis

“Do the Markets Care about the $2.4 Trillion U.S. Deficit?”: A Comment pp. 10-10

Robert M. Braun

“Do the Markets Care about the $2.4 Trillion U.S. Deficit?”: A Comment pp. 11-11

Jerry Tempelman

“Are Cover Stories Effective Contrarian Indicators?”: A Comment pp. 12-12

Thomas J. Healey

“Are Cover Stories Effective Contrarian Indicators?”: Author Response pp. 14-14

Tom Arnold, John H. Earl and David S. North

“Making Investment Choices as Simple as Possible, but Not Simpler”: Author Response pp. 14-16

Zvi Bodie and Jonathan Treussard

“Making Investment Choices as Simple as Possible, but Not Simpler”: CFA Institute Response pp. 16-17

Jeffrey J. Diermeier

20 Myths about Enhanced Active 120–20 Strategies pp. 19-26

Bruce I. Jacobs and Kenneth N. Levy

Is Illiquidity a Risk Factor? A Critical Look at Commission Costs pp. 28-39

Jinliang Li, Robert Mooradian and Wei David Zhang

Default Funds in U.K. Defined-Contribution Plans (corrected) pp. 40-51

Alistair Byrne, David Blake, Andrew Cairns and Kevin Dowd

Gender Differences in Risk Aversion and Expected Retirement Benefits pp. 52-62

John Watson and Mark McNaughton

Double Surprise into Higher Future Returns pp. 63-71

Alina Lerman, Joshua Livnat and Richard R. Mendenhall

Currency Derivatives and Exchange Rate Forecastability pp. 72-78

Shinhua Liu

In the Future pp. 80-80

Rodney N. Sullivan

Volume 63, issue 3, 2007

Editor’s Corner pp. 6-7

Richard M. Ennis

“Corporate Governance of Pension Plans: The U.K. Evidence”: A Comment pp. 10-11

Keith Wallace

“A Mutual Fund to Yield Annuity-Like Benefits”: A Comment pp. 10-10

Harry Klaristenfeld

Errata pp. 12-12

The Editors

On the Use (and Abuse) of Stock Option Grants pp. 17-27

Randall A. Heron, Erik Lie and Tod Perry

Executive Compensation: Much Ado about Nothing? pp. 28-31

Denise Dickins and Robert Houmes

Local Ethics in a Global World pp. 32-41

Meir Statman

Making Investment Choices as Simple as Possible, but Not Simpler pp. 42-47

Zvi Bodie and Jonathan Treussard

Migration pp. 48-58

Eugene F. Fama and Kenneth R. French

Sector, Style, Region: Explaining Stock Allocation Performance pp. 59-70

Raman Vardharaj and Frank J. Fabozzi

Interaction of Stock Return Momentum with Earnings Measures pp. 71-78

Ilya Figelman

Trading Volume: NASDAQ and the NYSE pp. 79-86

Anne M. Anderson and Edward A. Dyl

In the Future pp. 88-88

Rodney N. Sullivan

Volume 63, issue 2, 2007

Investment Policy: Bridle of Want pp. 8-8

Richard M. Ennis

“Value Destruction and Financial Reporting Decisions”: A Comment pp. 10-10

Bruce Alan Ackermann

Errata pp. 12-12

The Editors

Interest Rate Swaps: Accounting vs. Economics pp. 15-18

Ira G. Kawaller

FASB’s Quick Fix for Pension Accounting Is Only First Step pp. 21-35

C. Terry Grant, Gerry H. Grant and William R. Ortega

Do the Markets Care about the $2.4 Trillion U.S. Deficit? pp. 37-47

Jagadeesh Gokhale and Kent Smetters

Causes and Seasonality of Momentum Profits pp. 48-54

Richard Sias

Is Cash Flow King in Valuations? pp. 56-68

Jing Liu, Doron Nissim and Jacob Thomas

Are Cover Stories Effective Contrarian Indicators? pp. 70-75

Tom Arnold, John H. Earl and David S. North

Residual Income Approach to Equity Country Selection pp. 76-89

Stéphanie Desrosiers, Natacha Lemaire and Jean-François L’Her

Understanding Changes in Corporate Credit Spreads pp. 90-105

Doron Avramov, Gergana Jostova and Alexander Philipov

In the Future pp. 112-112

Rodney N. Sullivan

Volume 63, issue 1, 2007

Pensions or Penury? pp. 6-6

Richard M. Ennis

2006 Report to Readers pp. 8-10

Rodney N. Sullivan

“The Pension Problem: On Demographic Time Bombs and Odious Debt”: A Comment pp. 12-13

Dean LeBaron

“The Pension Problem: On Demographic Time Bombs and Odious Debt”: CFA Institute Response pp. 13-14

Jeffrey J. Diermeier

“A Great Company Can Be a Great Investment”: A Comment pp. 14-14

Jim Ware

Where Were We? pp. 18-20

Charles D. Ellis

Why We Need a Pension Revolution pp. 21-25

Keith Ambachtsheer

Defined-Benefit and Defined-Contribution Plans of the Future pp. 26-30

Don Ezra

Don’t Kill the Golden Goose! Saving Pension Plans pp. 31-45

M. Barton Waring and Laurence B. Siegel

Why Not Trade Pension Claims? pp. 46-54

Bernard Dumas and Juerg Syz

The Case against Stock in Public Pension Funds pp. 55-62

Lawrence N. Bader and Jeremy Gold

A Mutual Fund to Yield Annuity-Like Benefits pp. 63-67

Ralph Goldsticker

Corporate Governance of Pension Plans: The U.K. Evidence pp. 70-83

João F. Cocco and Paolo F. Volpin

P/Es and Pension Funding Ratios pp. 84-96

Martin L. Leibowitz and Anthony Bova

The Battle for the Soul of Capitalism (a review) pp. 97-99

Victor F. Morris and Martin S. Fridson

Neural Networks in Finance: Gaining Predictive Edge in the Markets (a review) pp. 101-102

Mark S. Rzepczynski and Martin S. Fridson

In the Future pp. 104-104

Rodney N. Sullivan