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.

Where, Oh Where Are the.400 Hitters of Yesteryear? pp. 6-14: Peter L. Bernstein
Improving Pension Fund Performance pp. 15-21: Keith Ambachtsheer, Ronald Capelle and Tom Scheibelhut
Does Size Really Matter in Japan? pp. 22-34: Xavier Garza-Gómez, Jiro Hodoshima and Michio Kunimura
Why So Much Error in Analysts' Earnings Forecasts? pp. 35-42: Vijay Kumar Chopra
New Equity Funds: Marketing and Performance pp. 43-49: Kenneth R. Arteaga, Conrad S. Ciccotello and C. Terry Grant
Crises in Developed and Emerging Stock Markets pp. 50-61: Sandeep A. Patel and Asani Sarkar
Franchise Valuation under Q-Type Competition pp. 62-74: Martin L. Leibowitz
The Long-Term Expected Rate of Return: Setting It Right pp. 75-80: Olivier de La Grandville
The CFA Charter: Adding Value to the Market pp. 81-85: Christopher M. Brockman and Robert Brooks
Beyond Wall Street: The Art of Investing (a review) pp. 86-87: Martin S. Fridson and Martin S. Fridson
Contrarian Investment Strategies: The Next Generation (a review) pp. 87-88: Martin S. Fridson and Martin S. Fridson

From the Editor pp. 6-6: H. Gifford Fong
Maintaining Consistent Global Asset Views: A Comment pp. 7-8: Hoi Tay Wong
Corporate Monitoring: New Shareholder Power Tool pp. 9-15: Mark Latham
The Titanic: The Untold Economic Story pp. 16-17: Arun Khanna
Allocating between Active and Passive Management pp. 18-31: Eric H. Sorensen, Keith L. Miller and Vele Samak
Economic Integration and Country Allocation in Europe pp. 32-41: Eckhard Freimann
Are Industry Stock Returns Predictable? pp. 42-57: Kenneth R. Beller, John L. Kling and Michael J. Levinson
Risk, Rationality, and Time Diversification pp. 58-63: Robert A. Olsen and Muhammad Khaki
Trading Costs and Volatility for Technology Stocks pp. 64-71: Hendrik Bessembinder and Herbert M. Kaufman
Reconsidering the Affirmative Obligation of Market Makers pp. 72-82: Hans Stoll
Company Cross-Holdings and Investment Analysis pp. 83-89: Ranjan Sinha
Everything You've Heard about Investing is Wrong! How to Profit in the Coming Post-Bull Markets (a review) pp. 90-91: Prashant P. Kothari and Martin S. Fridson
A Scientist's Tools for Business: Metaphors and Modes of Thought (a review) pp. 91-92: Victor F. Morris and Martin S. Fridson
Managing Credit Risk: The Next Great Challenge (a review) pp. 92-93: Martin S. Fridson and Martin S. Fridson

Real Misconceptions about Optimal Equity Allocation and Investment Horizon pp. 5-5: Mark P. Kritzman
Restrictive Guidelines and Pressure to Outperform pp. 6-10: Walter M. Cabot
How Much Is a Tulip Worth? pp. 11-17: Mark Hirschey
New Directions in Index-Based Management pp. 18-20: William L. Fouse
Morningstar's Risk-Adjusted Ratings pp. 21-33: William Sharpe
The Information Ratio pp. 34-43: Thomas H. Goodwin
The Mean–Variance Framework and Long Horizons pp. 44-49: Thomas Albrecht
The Cost of Institutional Equity Trades pp. 50-69: Donald B. Keim and Ananth Madhavan
Leads, Lags, and Trading in Global Markets pp. 70-80: Maggie Copeland and Tom Copeland
Do Equity Markets Respond to Earnings Paths? pp. 81-94: John C. Alexander and James S. Ang
Naive Diversification pp. 95-100: Dirk De Wit
Merton Miller on Derivatives (a review) pp. 101-102: Martin S. Fridson and Martin S. Fridson
It Was a Very Good Year: Extraordinary Moments in Stock Market History (a review) pp. 102-102: Victor F. Morris and Martin S. Fridson
New Dimensions in Investor Relations: Competing for Capital in the 21st Century (a review) pp. 102-103: Martin S. Fridson and Martin S. Fridson

Global Sector Rotation: New Look at an Old Idea pp. 6-8: Richard A. Weiss
Globalization of Performance Presentation Standards pp. 10-12: Lee N. Price
Stockholder–Manager Conflicts and Firm Value pp. 14-30: John Byrd, Robert Parrino and Gunnar Pritsch
After Bankruptcy: Can Ugly Ducklings Turn into Swans? pp. 31-40: Allen Michel, Israel Shaked and Christopher McHugh
What Really Happened to U.S. Bond Yields pp. 41-49: Peter Best, Alistair Byrne and Antti Ilmanen
A Simple Valuation Model and Growth Expectations pp. 50-57: Morris G. Danielson
Analyst Forecasting Performance in Seven Countries pp. 58-62: Huong Ngo Higgins
Bullish or Bearish? pp. 63-72: Roger G. Clarke and Meir Statman
Crossovers, Dividends, and the Size Effect pp. 73-78: Robert Fernholz

The Expected Return of the Security Analyst pp. 4-8: Peter L. Bernstein
Behavioral Finance and Its Implications for Stock-Price Volatility pp. 10-18: Robert A. Olsen
An Anatomy of Morningstar Ratings pp. 19-27: Marshall E. Blume
Determinants of Spreads on New High-Yield Bonds pp. 28-39: Martin S. Fridson and Christopher M. Garman
On the Optimality of Long–Short Strategies pp. 40-51: Bruce I. Jacobs, Kenneth N. Levy and David Starer
Misconceptions about Optimal Equity Allocation and Investment Horizon pp. 52-59: R. Douglas Van Eaton and James A. Conover
A Global Perspective on Pension Fund Asset Allocation pp. 60-68: Mark W. Griffin
Bulls, Bears, and Market Bubbles pp. 69-74: Jack Treynor
Growth versus Value and Large-Cap versus Small-Cap Stocks in International Markets pp. 75-89: W. Scott Bauman, C. Mitchell Conover and Robert E. Miller
The Analysis and Use of Financial Statements, 2nd ed. (a review) pp. 90-91: Martin S. Fridson and Martin S. Fridson
Inflation-Protection Bonds (a review) pp. 91-92: Malek Lashgari and Martin S. Fridson

Credit-Risk Measurement and Management: The Ironic Challenge in the Next Decade pp. 7-11: Edward I. Altman, John B. Caouette and Paul Narayanan
Stripping the S&P 500 Index pp. 12-22: Michael J. Brennan
Is It Time to Split the S&P 500 Futures Contract? pp. 23-35: Roger D. Huang and Hans Stoll
Revisiting the October 1987 Crash pp. 36-48: Barrie A. Wigmore
Market Reactions to Messages from Brokerage Ratings Systems pp. 49-57: Michael J. Ho and Robert S. Harris
Management Forecasts: What Do We Know? pp. 58-62: Maribeth Coller and Teri Lombardi Yohn
Maintaining Consistent Global Asset Views (with a Little Help from Euclid) pp. 63-71: Brian D. Singer, Kevin Terhaar and John Zerolis
Performance Characteristics of Emerging Capital Markets pp. 72-80: Christopher B. Barry, John W. Peavy and Mauricio Rodriguez
Search for the Best Financial Performance Measure: Basics Are Better pp. 81-85: Robert Ferguson and Dean Leistikow
The Search for the Best Financial Performance Measure: A Comment pp. 86-87: Thomas Albrecht
U.S. REITs and Common Stock as an Inflation Hedge: A Response pp. 87-88: David Watkins and David Hartzell