Financial Analysts Journal

1996 - 2025

Current editor(s): Maryann Dupes

From Taylor & Francis Journals
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Risk Management for Hedge Funds: Introduction and Overview pp. 16-33: Andrew W. Lo
The General Hull–White Model and Supercalibration pp. 34-43: John Hull and Alan White
How Important Is Past Analyst Forecast Accuracy? pp. 44-49: Lawrence D. Brown
The Cost and Duration of Cash-Balance Pension Plans pp. 50-62: David T. Brown, Philip Dybvig and William J. Marshall
Can Money Flows Predict Stock Returns? pp. 64-77: James A. Bennett and Richard W. Sias
The Information Content of the Book-to-Market Ratio pp. 78-95: Xavier Garza-Gómez
Are Two Factors Enough? The U.K. Evidence pp. 96-105: George Leledakis and Ian Davidson
The EVA Challenge: Implementing Value-Added Change in an Organization (a review) pp. 106-108: Victor F. Morris and Martin S. Fridson

From the Editor pp. 15-15: H. Gifford Fong
Cisco and the Kids: A Comment pp. 16-16: Robert H. Healy
The Internet: The Novel pp. 17-19: Richard S. Braddock
Goodwill Amortization and the Usefulness of Earnings pp. 20-28: Ross Jennings, Marc LeClere and Robert B. Thompson
Return Dispersion and Active Management pp. 29-42: Harindra de Silva, Steven Sapra and Steven Thorley
Contrarian Strategies and Investor Expectations: The U.K. Evidence pp. 43-56: Mario Levis and Manolis Liodakis
Taxation and Black's Zero-Beta Strategy Revisited pp. 57-65: Robert Faff, David Hillier and Justin Wood
An Examination of Resampled Portfolio Efficiency pp. 66-74: Jonathan Fletcher and Joe Hillier
Default Parameter Estimation Using Market Prices pp. 75-92: Robert Jarrow
Sold Short: Uncovering Deception in the Markets (a review) pp. 93-94: Martin S. Fridson and Martin S. Fridson
The Psychology of Money: An Investment Manager's Guide to Beating the Market (a review) pp. 94-95: Ronald L. Moy and Martin S. Fridson

From the Editor pp. 15-15: H. Gifford Fong
Market Fragmentation pp. 16-20: Hans Stoll
The Effectiveness of Institutional Activism pp. 21-26: Gary L. Caton, Jeremy Goh and Jeffrey Donaldson
Institutional Ownership of Bank Shares pp. 27-36: Greg Roth and Andy Saporoschenko
Global Pricing of Equity pp. 37-47: Jeff Diermeier and Bruno Solnik
Cisco and the Kids (corrected) pp. 48-59: Mark Hirschey
Dynamic Models of the Term Structure pp. 60-76: Hong Yan
Recent Advances in Estimating Term-Structure Models pp. 77-95: David Chapman and Neil D. Pearson

Problems with Health Insurance: A Comment pp. 12-14: Douglas B. Sherlock
Rational Markets: Yes or No? The Affirmative Case pp. 15-29: Mark Rubinstein
Internet Traffic and Portfolio Returns pp. 30-40: Ron Lazer, Baruch Lev and Joshua Livnat
News or Noise? Internet Postings and Stock Prices pp. 41-51: Robert Tumarkin and Robert F. Whitelaw
Valuing Active Managers, Fees, and Fund Discounts pp. 52-62: Robert Ferguson and Dean Leistikow
Managing Yield-Curve Risk with Combination Hedges pp. 63-75: Heiko Leschhorn
Floating–Fixed Credit Spreads pp. 76-87: Darrell Duffie and Jun Liu
Capital Ideas and Market Realities: Option Replication, Investor Behavior, and Stock Market Crashes (Postscript: Author's Comment) pp. 88-88: Bruce I Jacobs
The Early History of Financial Economics, 1478–1776: From Commercial Arithmetic to Life Annuities and Joint Stocks (a review) pp. 89-90: Daren E. Miller and Martin S. Fridson
Puzzles of Finance: Six Practical Problems and Their Remarkable Solutions (a review) pp. 90-91: Mark S. Rzepczynski and Martin S. Fridson
The Rise of Fiduciary Capitalism: How Institutional Investors Can Make Corporate America More Democratic (a review) pp. 91-93: Victor F. Morris and Martin S. Fridson
The ValueReporting™ Revolution: Moving Beyond the Earnings Game (a review) pp. 93-95: Martin S. Fridson and Martin S. Fridson

Asset Allocation Models and Market Volatility pp. 16-30: Eric Jacquier and Alan J. Marcus
Tracking Error and Tactical Asset Allocation pp. 32-43: Manuel Ammann and Heinz Zimmermann
Conditional Distribution in Portfolio Theory pp. 44-51: Edward Qian and Stephen Gorman
Performance Presentation Standards: Which Rules Apply When? pp. 53-60: Mark J.P. Anson
SEC Market-Risk Disclosures: Enhancing Comparability pp. 62-78: Leslie Hodder and Mary Lea McAnally
Inventing Money: The Story of Long-Term Capital Management and the Legends Behind It (a review) pp. 80-82: Martin S. Fridson and Martin S. Fridson
Investments—Volume 1: Portfolio Theory and Asset Pricing; Volume 2: Securities, Prices and Performance (a review) pp. 82-83: Mark S. Rzepczynski and Martin S. Fridson
Famous First Bubbles: The Fundamentals of Early Manias (a review) pp. 84-85: Martin S. Fridson and Martin S. Fridson

Errata pp. 4-4: The Editors
Hedge Fund Performance: 1990–1999 pp. 11-18: Bing Liang
Mutual Fund Performance and Manager Style pp. 19-27: James L. Davis
Market Timing and Roulette Wheels pp. 28-40: Richard J. Bauer and Julie R. Dahlquist
Risk and Valuation of Collateralized Debt Obligations pp. 41-59: Darrell Duffie and Nicolae Gârleanu
Capital Ideas and Market Realities: Option Replication, Investor Behavior, and Stock Market Crashes (a postscript) pp. 60-61: Martin S. Fridson and Martin S. Fridson
Stock Market Cycles: A Practical Explanation (a review) pp. 60-60: Martin S. Fridson and Martin S. Fridson
The Power of Gold: The History of an Obsession (a review) pp. 61-62: Martin S. Fridson and Martin S. Fridson