Financial Analysts Journal

1996 - 2025

Current editor(s): Maryann Dupes

From Taylor & Francis Journals
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What Prompts Paradigm Shifts? pp. 7-13: Peter L. Bernstein
Comprehensive Income and the Effect of Reporting It pp. 14-19: Pamela A. Smith and Cheri L. Reither
Evaluating Fund Performance in a Dynamic Market pp. 20-28: Wayne E. Ferson and Vincent A. Warther
Political Risk, Economic Risk, and Financial Risk pp. 29-46: Claude B. Erb, Campbell R. Harvey and Tadas E. Viskanta
Risk2: Measuring the Risk in Value at Risk pp. 47-56: Philippe Jorion
Almost Everything You Wanted to Know about Recoveries on Defaulted Bonds pp. 57-64: Edward I. Altman and Vellore M. Kishore
A Global Stock and Bond Model pp. 65-74: Lucie Chaumeton, Gregory Connor and Ross Curds
Private Information and the Costs of Trading around Quarterly Earnings Announcements pp. 75-84: Michael J. Barclay and Craig G. Dunbar
Valuation Indicators pp. 85-87: Howard M. Saunders

Errata pp. 6-6: The Editors
The Future Before Us pp. 8-16: Arthur Zeikel
International Market Correlation and Volatility pp. 17-34: Bruno Solnik, Cyril Boucrelle and Yann Le Fur
Convertible Bonds: Model, Value Attribution, and Analytics pp. 35-44: Thomas S.Y. Ho and David M. Pfeffer
Estimating the Credit-Risk Yield Premium for Preferred Stock pp. 45-56: Leland E. Crabbe
On the Risk of Stocks in the Long Run: A Resolution to the Debate? pp. 57-62: Mike Dempsey, Robert Hudson, Kevin Littler and Kevin Keasey
Yield Bogeys pp. 63-68: Brent Ambrose and Arthur Warga
An Improved Immunization Strategy: M-Absolute pp. 69-76: Sanjay K. Nawalkha and Donald R. Chambers
Warrant Pricing—Is Dilution a Delusion? pp. 77-80: Jakob Sidenius
20 Myths about Long–Short pp. 81-85: Bruce I. Jacobs and Kenneth N. Levy
The Trillion Dollar Promise (a review) pp. 86-87: Victor F. Morris and Martin S. Fridson
Market Unbound: Unleashing Global Capitalism (a review) pp. 87-88: Martin S. Fridson and Martin S. Fridson

Amos Tversky, Behavioral Finance, and Nobel Prizes pp. 7-8: Russell J. Fuller
Does the Emperor Wear Clothes or Not? The Final Word (or Almost) on the Parable of Investment Management pp. 9-15: Philip Halpern, Nancy Calkins and Tom Ruggels
The P/E Multiple and Market Volatility pp. 16-24: Alex Kane, Alan J. Marcus and Jaesun Noh
The Local Volatility Surface: Unlocking the Information in Index Option Prices pp. 25-36: Emanuel Derman, Iraj Kani and Joseph Z. Zou
Implications of Herding Behavior for Earnings Estimation, Risk Assessment, and Stock Returns pp. 37-41: Robert A. Olsen
Valuation of Highly Leveraged Firms pp. 42-50: Enrique R. Arzac
Financial Returns of Public ESOP Companies: Investor Effects vs. Manager Effects pp. 51-61: Michael A. Conte, Joseph Blasi, Douglas Kruse and Rama Jampani
The After-Tax Returns from Different Savings Vehicles pp. 62-72: William Ghee and William Reichenstein
Analyst Forecasting Errors pp. 73-74: Rupert T. Cox
Derivatives Risk and Responsibility: The Complete Guide to Effective Derivatives Management (a review) pp. 75-76: Martin S. Fridson and Martin S. Fridson
The Witch Doctor of Wall Street: A Noted Financial Expert Guides You Through Today's Voodoo Economics (a review) pp. 76-77: Martin S. Fridson and Martin S. Fridson

Visions of the Future: The Distant Past, Yesterday, Today, and Tomorrow pp. 9-12: Harry S. Marmer
Time Diversification: Perspectives from Option Pricing Theory pp. 13-19: Craig Merrill and Steven Thorley
Primary versus Secondary Pricing of High-Yield Bonds pp. 20-27: Martin S. Fridson and Yan Gao
To Load or Not to Load? A Study of the Marketing and Distribution Charges of Mutual Funds pp. 28-36: John Kihn
Changes in the Structure and Dynamics of European Securities Markets pp. 37-50: Alexandros Benos and Michel Crouhy
Deriving Zero-Coupon Rates: Alternatives to Orthodoxy pp. 51-55: Ira G. Kawaller and John F. Marshall
Stock Market Valuation Indicators: Is This Time Different? pp. 56-64: Kevin Cole, Jean Helwege and David Laster
The Danger of Assuming Homogeneous Expectations pp. 65-70: Moshe Levy and Haim Levy
Political Risk in Emerging and Developed Markets pp. 71-76: Robin L. Diamonte, John M. Liew and Ross L. Stevens
Analyst Forecasting Errors pp. 77-80: David Dreman

The Call for Reporting Comprehensive Income pp. 7-12: Anthony T. Cope, L. Todd Johnson and Cheri L. Reither
Volatility and the Institutional Investor pp. 13-20: Richard W. Sias
Why Do We Need Stock Brokers? pp. 21-30: David P. Brown
National versus Global Influences on Equity Returns pp. 31-39: Stan Beckers, Gregory Connor and Ross Curds
Corporate Profitability and Stock Valuation in Japan pp. 40-55: Masasuke Ide
Do Sales–Price and Debt–Equity Explain Stock Returns Better than Book–Market and Firm Size? pp. 56-60: William C. Barbee, Sandip Mukherji and Gary A. Raines
A Quadratic Method for the Calculation of Implied Volatility Using the Garman–Kohlhagen Model pp. 61-64: M. A. J. Bharadia, N. Christofides and G. R. Salkin
On the Risk of Stocks in the Long Run: A Comment pp. 67-68: Robert Ferguson and Dean Leistikow
On the Risk of Stocks in the Long Run: A Note pp. 69-71: Richard Taylor and Donald J. Brown
Long-Run Risk in Stocks pp. 72-76: George M. Cohen
Benjamin Graham on Value Investing: Lessons from the Dean of Wall Street (a review) pp. 77-79: Victor F. Morris and Martin S. Fridson
Blind Hog: Memoirs of a Wall Street Maverick (a review) pp. 79-80: Martin S. Fridson and Martin S. Fridson

Death of the General Account pp. 5-7: Brian O'Neil
Where Are the Gains from International Diversification? pp. 8-14: Rex A. Sinquefield
The Effect of Embedded Options on the Financial Performance of Convertible Bond Funds pp. 15-26: John Kihn
The January Effect: Still There after All These Years pp. 27-31: Robert A. Haugen and Philippe Jorion
Pricing Long Bonds: Pitfalls and Opportunities pp. 32-39: Philip Dybvig and William J. Marshall
Analyst Forecasting Errors and Their Implications for Security Analysis: An Alternative Perspective pp. 40-47: Lawrence D. Brown
A Seasoning Process in the U.S. Treasury Bond Market: The Curious Case of Newly Issued Ten-Year Notes pp. 48-55: Peter Carayannopoulos
Does International Diversification Work Better for Real Estate than for Stocks and Bonds? pp. 56-62: Piet M.A. Eichholtz
White-Collar Crime Reconsidered (a review) pp. 63-64: Martin S. Fridson and Martin S. Fridson