Financial Analysts Journal

1996 - 2025

Current editor(s): Maryann Dupes

From Taylor & Francis Journals
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To the AIMR Board of Governors pp. 17-17: Jeffrey S. Molitor
“The Statistics of Sharpe Ratios”: A Comment pp. 18-18: Daniel Morillo and Larry Pohlman
Global Hedge Funds: Risk, Return, and Market Timing pp. 19-30: Hung-Gay Fung, Xiaoqing Eleanor Xu and Jot Yau
Review of Investor Relations for the Emerging Company: A Comment pp. 19-19: Ralph A. Rieves and John R. Lefebvre
Replicating Default Risk in a Defined-Benefit Plan pp. 31-40: Richard A. Ippolito
Relative Implied-Volatility Arbitrage with Index Options pp. 42-55: Manuel Ammann and Silvan Herriger
Growth, Corporate Profitability, and Value Creation pp. 56-67: Cyrus A. Ramezani, Luc Soenen and Alan Jung
The Levered P/E Ratio pp. 68-77: Martin L. Leibowitz
Cross-Industry, Cross-Country Allocation pp. 78-97: Stefano Cavaglia and Vadim Moroz
Portfolio Resampling: Review and Critique pp. 98-109: Bernd Scherer
Alan Shrugged: Alan Greenspan, the World's Most Powerful Banker (a review) pp. 110-111: Martin S. Fridson and Martin S. Fridson

Asset-Based Style Factors for Hedge Funds pp. 16-27: William Fung and David A. Hsieh
Market Microstructure: A Practitioner's Guide pp. 28-42: Ananth Madhavan
Is There a Gap in Your Knowledge of GAAP? pp. 43-47: Stephen R. Moehrle, Jennifer A. Reynolds-Moehrle and Wilbur L. Tomlinson
Portfolio Constraints and the Fundamental Law of Active Management pp. 48-66: Roger Clarke, Harindra de Silva and Steven Thorley
Cross-Sectional Volatility and Return Dispersion pp. 67-73: Ernest M. Ankrim and Zhuanxin Ding
Budgeting and Monitoring Pension Fund Risk pp. 74-86: William Sharpe
Ethics in Finance (a review) pp. 85-85: Martin S. Fridson and Martin S. Fridson
Model Choice and Value-at-Risk Performance pp. 87-97: Chris Brooks and Gita Persand
Financial Crime Investigation and Control (a review) pp. 99-100: Martin S. Fridson and Martin S. Fridson
Strategic Asset Allocation: Portfolio Choice for Long-Term Investors (a review) pp. 100-101: Mark S. Rzepczynski and Martin S. Fridson
The Microstructure Approach to Exchange Rates (a review) pp. 101-103: Mark S. Rzepczynski and Martin S. Fridson

Buffett in Foresight and Hindsight pp. 11-18: Meir Statman and Jonathan Scheid
Do Microsoft Acquisitions Benefit the Computer Industry? pp. 19-27: Aigbe Akhigbe and Anna D. Martin
Individual-Analyst Characteristics and Forecast Error pp. 28-35: Hiromichi Tamura
The Statistics of Sharpe Ratios pp. 36-52: Andrew W. Lo
Stale Prices and Strategies for Trading Mutual Funds pp. 53-71: Jacob Boudoukh, Matthew Richardson, Marti Subrahmanyam and Robert F. Whitelaw
Conditional Hedging and Portfolio Performance pp. 72-82: David VanderLinden, Christine X. Jiang and Michael Hu
Engines That Move Markets: Technology Investing from Railroads to the Internet and Beyond (a review) pp. 83-84: Martin S. Fridson and Martin S. Fridson
Investor Relations for the Emerging Company (a review) pp. 84-85: Martin S. Fridson and Martin S. Fridson
Security Market Imperfections in World Wide Equity Markets (a review) pp. 85-86: Mark S. Rzepczynski and Martin S. Fridson

Bubbles, Human Judgment, and Expert Opinion pp. 18-26: Robert J. Shiller
Pricing Credit Derivatives with Rating Transitions pp. 28-44: Viral V. Acharya, Sanjiv Ranjan Das and Rangarajan K. Sundaram
The Nature of Market Growth, Risk, and Return pp. 45-59: Michael J. Dempsey
A Sensible Mutual Fund Selection Model pp. 60-72: Hakan Saraoglu and Miranda Lam Detzler
Closed-End Funds and Turnover Restrictions pp. 74-81: Nusret Cakici, Anthony Tessitore and Nilufer Usmen
Using the Yield Curve to Time the Stock Market pp. 82-90: Bruce Resnick and Gary L. Shoesmith
The Mismeasurement of Risk pp. 91-99: Mark Kritzman and Don Rich
Forbes Greatest Investing Stories (a review) pp. 100-100: Martin S. Fridson and Martin S. Fridson
Paving Wall Street: Experimental Economics and the Quest for the Perfect Market (a review) pp. 101-102: Martin S. Fridson and Martin S. Fridson
Fooled by Randomness: The Hidden Role of Chance in the Markets and in Life (a review) pp. 102-103: Mark S. Rzepczynski and Martin S. Fridson

Battle for Alphas: Hedge Funds versus Long-Only Portfolios pp. 16-36: Duen-Li Kao
A Proposal for Quoting Money Market Rates pp. 38-42: Miles Livingston and Lei Zhou
Multiples Used to Estimate Corporate Value pp. 44-54: Erik Lie and Heidi J. Lie
Mutual Fund Age and Morningstar Ratings pp. 56-63: Matthew R. Morey
What Risk Premium Is “Normal”? pp. 64-85: Robert D. Arnott and Peter L. Bernstein
Emerging Markets: When Are They Worth It? pp. 86-95: C. Mitchell Conover, Gerald R. Jensen and Robert R. Johnson
European Price Momentum and Analyst Behavior pp. 96-105: Ronald van Dijk and Fred Huibers
Wall Street People: True Stories of Today's Masters and Moguls (a review) pp. 106-107: Martin S. Fridson and Martin S. Fridson
The Complete Investment and Finance Dictionary (a review) pp. 107-108: Martin S. Fridson and Martin S. Fridson
No Bull:My Life In and Out of Markets (a review) pp. 108-109: Martin S. Fridson and Martin S. Fridson
Complexity, Risk, and Financial Markets (a review) pp. 110-111: Mark S. Rzepczynski and Martin S. Fridson

The New Faces of the Markets pp. 12-13: Frank J. Jones
Lottery Players/Stock Traders pp. 14-21: Meir Statman
Hedge-Fund Benchmarks: Information Content and Biases pp. 22-34: William Fung and David A. Hsieh
Financial Contagion and International Portfolio Flows pp. 35-49: Anne-Sophie Van Royen
Revisiting Optimal Call Policy for Convertibles pp. 50-55: Alexander Butler
Rising Conservatism: Implications for Financial Analysis pp. 56-74: Dan Givoly and Carla Hayn
Explaining After-Tax Mutual Fund Performance pp. 75-86: James D. Peterson, Paul A. Pietranico, Mark W. Riepe and Fran Xu
Increased Correlation in Bear Markets pp. 87-94: Rachel Campbell, Kees Koedijk and Paul Kofman