Financial Analysts Journal

1996 - 2025

Current editor(s): Maryann Dupes

From Taylor & Francis Journals
Bibliographic data for series maintained by Chris Longhurst ().

Access Statistics for this journal.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

Volume 61, issue 6, 2005

Letter to Readers pp. 8-9

Katrina F. Sherrerd

FAJ Book Reviews: For Relevance, Value, and Scope pp. 10-11

Martin S. Fridson

The Pension Problem: On Demographic Time Bombs and Odious Debt pp. 12-17

Robert D. Arnott

Biases and Lessons pp. 18-21

Henry Kaufman

The Relentless Rules of Humble Arithmetic pp. 22-35

John C. Bogle

Rubble Logic: What Did We Learn from the Great Stock Market Bubble? pp. 36-54

Clifford S. Asness

Capital Ideas: From the Past to the Future pp. 55-59

Peter L. Bernstein

Perspectives on the Equity Risk Premium pp. 61-73

Jeremy J. Siegel

Retirement Income Guarantees Are Expensive pp. 74-77

Don Ezra

Remember the Age and Purpose of Our Profession pp. 78-79

Jeffrey J. Diermeier

Hedge Funds: Risk and Return pp. 80-88

Burton G. Malkiel and Atanu Saha

A Sustainable Spending Rate without Simulation pp. 89-100

Moshe Milevsky and Chris Robinson

Hidden Financial Risk: Understanding Off-Balance Sheet Accounting (a review) pp. 101-102

Martin S. Fridson and Martin S. Fridson

In The Future pp. 104-104

Rodney N. Sullivan

Volume 61, issue 5, 2005

Determinants of Portfolio Performance—20 Years Later pp. 6-8

Randolph L. Hood

Disentangling Size and Value pp. 12-15

Robert D. Arnott

Market Efficiency: A Theoretical Distinction and So What? pp. 17-30

Harry Markowitz

Alpha Hunters and Beta Grazers pp. 32-39

Martin L. Leibowitz

Consistent Alpha Generation through Structure pp. 40-43

William H. Gross

Are Active Management Fees Too High? pp. 44-51

Richard M. Ennis

Implementation Efficiency pp. 52-64

Richard Grinold

Why Market-Valuation-Indifferent Indexing Works pp. 65-69

Jack Treynor

Performance Attribution and the Fundamental Law pp. 70-83

Roger Clarke, Harindra de Silva and Steven Thorley

The Sociology of Financial Markets (a review) pp. 84-84

Martin S. Fridson and Martin S. Fridson

The Secrets of Economic Indicators: Hidden Clues to Future Economic Trends and Investment Opportunities (a review) pp. 85-86

Mark S. Rzepczynski and Martin S. Fridson

In The Future pp. 88-88

Rodney N. Sullivan

Volume 61, issue 4, 2005

Ideas for the People Who Make the Decisions pp. 6-8

Jack Treynor

Performance Fees: The Good, the Bad, and the (Occasionally) Ugly pp. 10-13

Robert D. Arnott

The Present and Future of Empirical Finance pp. 15-18

Clive Granger

A Step Backward Might Be a Good Thing pp. 20-23

David I. Fisher

The Future of Investment Management pp. 24-28

Gary P. Brinson

Aristotle on Investment Decision Making pp. 29-41

Abby Joseph Cohen

From Theory to Practice pp. 42-46

John J. Nagorniak

Determinants of Flows into Retail Bond Funds pp. 47-59

Xinge Zhao

Optimized Geometric Attribution pp. 60-69

Jose Menchero

Allocation Betas pp. 70-82

Martin L. Leibowitz and Anthony Bova

More on Monetary Policy and Stock Price Returns pp. 83-90

J. Benson Durham

The Equity Culture: The Story of the Global Stock Market (a review) pp. 92-93

Martin S. Fridson and Martin S. Fridson

In The Future pp. 96-96

Rodney N. Sullivan

Volume 61, issue 3, 2005

Financial Analysts Journal: Marrying the Academic and Practitioner Worlds pp. 6-7

Edmund A. Mennis

A Provocative Year: Guest Editorial pp. 12-17

Rodney N. Sullivan

“Is Fed Policy Still Relevant for Investors?”: Authors' Response pp. 18-20

C. Mitchell Conover, Gerald R. Jensen, Robert R. Johnson and Jeffrey M. Mercer

“Is Fed Policy Still Relevant for Investors?”: A Comment pp. 18-18

Erik Benrud

The Investment Value of an Idea pp. 21-25

Jack Treynor

The Structured Finance Market: An Investor's Perspective pp. 27-40

Frank J. Fabozzi

Good News! pp. 42-44

J. Parker Hall

Ethics and Investment Management: True Reform pp. 45-58

Marianne M. Jennings

Monkey Business: A Neo-Darwinist Approach to Ethics Codes pp. 59-64

John Dobson

The Economics of Short-Term Performance Obsession pp. 65-79

Alfred Rappaport

Solving the Mystery of Stock Futures pp. 80-82

Philip McBride Johnson

Disclosure and the Loan Spread on Private Debt pp. 83-95

Sumon C. Mazumdar and Partha Sengupta

Interpretation and Use of Auditor Fee Disclosures pp. 96-102

Denise Dickins and Julia Higgs

In The Future pp. 104-104

Rodney N. Sullivan

Volume 61, issue 2, 2005

Early Days at the Financial Analysts Journal pp. 6-7

Irving Kahn

What Cost “Noise”? pp. 10-14

Robert D. Arnott

“How to Value Employee Stock Options”: A Comment pp. 16-16

Larry J. Johnson

“How to Value Employee Stock Options”: Authors' Response pp. 17-17

John Hull and Alan White

“Sustainable Spending in a Lower-Return World”: Author's Response pp. 18-18

Robert D. Arnott

History Lessons for 21st Century Investment Managers pp. 19-24

Paul McCulley

Dividends and the Frozen Orange Juice Syndrome pp. 25-30

Peter L. Bernstein

Normal Investors, Then and Now pp. 31-37

Meir Statman

Value and Risk: Beyond Betas pp. 38-43

Aswath Damodaran

Convertible Bonds: How Much Equity, How Much Debt? pp. 44-50

Marcelle Arak and L. Ann Martin

The Eco-Efficiency Premium Puzzle pp. 51-63

Jeroen Derwall, Nadja Guenster, Rob Bauer and Kees Koedijk

Understanding Momentum pp. 64-82

Alan Scowcroft and James Sefton

Fundamental Indexation pp. 83-99

Robert D. Arnott, Jason Hsu and Philip Moore

Investment Manager Analysis: A Comprehensive Guide to Portfolio Selection, Monitoring, and Optimization (a review) pp. 100-101

Murad J. Antia and Martin S. Fridson

Paul Volcker: The Making of a Financial Legend (a review) pp. 101-102

Victor F. Morris and Martin S. Fridson

In The Future pp. 104-104

Rodney N. Sullivan

Volume 61, issue 1, 2005

Financial Analysts Journal: An Obligation to Lead pp. 6-8

Jeffrey J. Diermeier

Financial Analysts Journal: A Tradition of Public Service pp. 10-11

Thomas A. Bowman

Whither Finance Theory? pp. 12-14

Robert D. Arnott

The Mutual Fund Industry 60 Years Later: For Better or Worse? pp. 15-24

John C. Bogle

Our Role in Corporate Malfeasance pp. 25-26

Dean LeBaron

Investing Success in Two Easy Lessons pp. 27-28

Charles D. Ellis

Beyond Portfolio Theory: The Next Frontier pp. 29-33

Keith Ambachtsheer

The Term Structure of the Risk–Return Trade-Off pp. 34-44

John Campbell and Luis M. Viceira

Practical Issues in Forecasting Volatility pp. 45-56

Ser-Huang Poon and Clive Granger

A Delegated-Agent Asset-Pricing Model pp. 57-69

Bradford Cornell and Richard Roll

Is Fed Policy Still Relevant for Investors? pp. 70-79

C. Mitchell Conover, Gerald R. Jensen, Robert R. Johnson and Jeffrey M. Mercer

Equity Markets in Action: The Fundamentals of Liquidity, Market Structure & Trading (a review) pp. 80-81

Murad J. Antia and Martin S. Fridson

Financial Dynamics: A System for Valuing Technology Companies (a review) pp. 81-82

Ronald L. Moy and Martin S. Fridson

Hedge Fund Risk Fundamentals (a review) pp. 82-83

Murad J. Antia and Martin S. Fridson

Principles of Financial Engineering (a review) pp. 84-85

Emanuel Derman and Martin S. Fridson

My Life as a Quant: Reflections on Physics and Finance (a review) pp. 85-85

Martin S. Fridson and Martin S. Fridson

In The Future pp. 88-88

Rodney N. Sullivan