Financial Analysts Journal

1996 - 2025

Current editor(s): Maryann Dupes

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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 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

Our Thanks to Reviewers pp. i-ii: The Editors
Correction pp. iii-iv: The Editors
Seventy-Five Years of Investing for Future Generations pp. 5-21: David Chambers, Elroy Dimson and Charikleia Kaffe
The Shift from Active to Passive Investing: Risks to Financial Stability? pp. 23-39: Kenechukwu Anadu, Mathias Kruttli, Patrick McCabe and Emilio Osambela
Impact Investing: Killing Two Birds with One Stone? pp. 40-52: Cornelia Caseau and Gilles Grolleau
Conditional Volatility Targeting pp. 54-71: Dion Bongaerts, Xiaowei Kang and Mathijs van Dijk
When Equity Factors Drop Their Shorts pp. 73-99: David Blitz, Guido Baltussen and Pim van Vliet
Factor Exposure Variation and Mutual Fund Performance pp. 101-118: Manuel Ammann, Sebastian Fischer and Florian Weigert
Provision of Longevity Insurance Annuities pp. 119-133: Dale Kintzel and John A. Turner
Gold, the Golden Constant, and Déjà Vu pp. 134-142: Claude Erb, Campbell Harvey and Tadas Viskanta

The Financial Analysts Journal and Investment Management pp. 5-21: William N. Goetzmann
A Review of the Performance Measurement of Long-Term Mutual Funds pp. 22-37: Edwin J. Elton and Martin J. Gruber
Targeting Retirement Security with a Dynamic Asset Allocation Strategy pp. 38-55: Adam Kobor and Arun Muralidhar
Risk Management and the Optimal Combination of Equity Market Factors pp. 57-79: Roger Clarke, Harindra de Silva and Steven Thorley
A Framework for Constructing Equity-Risk-Mitigation Portfolios pp. 81-98: Jamil Baz, Josh Davis, Steve Sapra, Normane Gillmann and Jerry Tsai
An Empirical Evaluation of Tax-Loss-Harvesting Alpha pp. 99-108: Shomesh E. Chaudhuri, Terence C. Burnham and Andrew W. Lo
A New Framework for Analyzing Market Share Dynamics among Fund Families pp. 110-133: Jan Jaap Hazenberg
Decentralized Efficiency? Arbitrage in Bitcoin Markets pp. 135-152: Sinan Krückeberg and Peter Scholz

The Efficient Market Hypothesis, the Financial Analysts Journal, and the Professional Status of Investment Management pp. 5-14: Stephen J. Brown
The Big Market Delusion: Valuation and Investment Implications pp. 15-25: Bradford Cornell and Aswath Damodaran
Public Sentiment and the Price of Corporate Sustainability pp. 26-46: George Serafeim
When Managers Change Their Tone, Analysts and Investors Change Their Tune pp. 47-69: Marina Druz, Ivan Petzev, Alexander Wagner and Richard Zeckhauser
The Equity Differential Factor in Currency Markets pp. 70-81: David Turkington and Alireza Yazdani
Looking under the Hood of Active Credit Managers pp. 82-102: Diogo Palhares and Scott Richardson
“In Defense of Portfolio Optimization: What If We Can Forecast?”: A Comment pp. 104-105: Richard O. Michaud, David N. Esch and Robert O. Michaud
“In Defense of Portfolio Optimization: What If We Can Forecast?”: Author Response pp. 106-107: David Allen, Colin Lizieri and Stephen Satchell

Correction pp. 4-4: The Editors
2019 Report to Readers pp. 6-8: Heidi Raubenheimer
The Dynamics of ETF Fees pp. 11-18: Travis Box, Ryan Davis and Kathleen Fuller
Change Is a Good Thing pp. 20-37: David M. Blanchett, CFA, Michael S. Finke and James A. Licato
The Tax Benefits of Separating Alpha from Beta pp. 38-61: Joseph Liberman, Clemens Sialm, Nathan Sosner and Lixin Wang
Net Share Issuance and Asset Growth Effects: The Role of Managerial Incentives pp. 63-81: Shingo Goto, Zhao Wang and Shu Yan
Option Investor Rationality Revisited: The Role of Exercise Boundary Violations pp. 82-99: Robert Battalio, Stephen Figlewski and Robert Neal