Financial Analysts Journal

1996 - 2025

Current editor(s): Maryann Dupes

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Our Thanks to Reviewers pp. 5-6: The Editors
Challenging the Conventional Wisdom on Active Management: A Review of the Past 20 Years of Academic Literature on Actively Managed Mutual Funds pp. 8-35: K.J. Martijn Cremers, Jon A. Fulkerson and Timothy B. Riley
The Near-Term Forward Yield Spread as a Leading Indicator: A Less Distorted Mirror pp. 37-49: Eric C. Engstrom and Steven Sharpe
Carry Investing on the Yield Curve pp. 51-63: Martin Martens, Paul Beekhuizen, Johan Duyvesteyn and Casper Zomerdijk
Optimal Currency Hedging for International Equity Portfolios pp. 65-83: Jacob Boudoukh, Matthew Richardson, Ashwin Thapar and Franklin Wang
Optimal Timing and Tilting of Equity Factors pp. 84-102: Hubert Dichtl, Wolfgang Drobetz, Harald Lohre, Carsten Rother and Patrick Vosskamp
Corporate Governance, ESG, and Stock Returns around the World pp. 103-123: Mozaffar Khan
Do Investors Consider Nonfinancial Risks When Building Portfolios? pp. 124-142: David M. Blanchett and Michael Guillemette

Correction pp. 4-: The Editors
Are Passive Funds Really Superior Investments? An Investor Perspective pp. 7-19: Edwin J. Elton, Martin J. Gruber and Andre de Souza
In Defense of Portfolio Optimization: What If We Can Forecast? pp. 20-38: David Allen, Colin Lizieri and Stephen Satchell
Choosing and Using Utility Functions in Forming Portfolios pp. 39-69: Geoffrey J. Warren
Machine Learning for Stock Selection pp. 70-88: Keywan Christian Rasekhschaffe and Robert C. Jones
The Impact of Crowding in Alternative Risk Premia Investing pp. 89-104: Nick Baltas
Financial Statement Anomalies in the Bond Market pp. 105-124: Steven S. Crawford, Pietro Perotti, Richard A. Price and Christopher J. Skousen
Brokers or Investment Advisers? The US Public Perception pp. 125-131: Patrick A. Lach, Leisa Reinecke Flynn and G. Wayne Kelly

2018 Report to Readers pp. 5-7: Heidi Raubenheimer
Our Thanks to Reviewers pp. 8-9: The Editors
In Memoriam: John C. Bogle pp. 11-13: Stephen J. Brown
Crypto Assets Require Better Regulation: Statement of the Financial Economists Roundtable on Crypto Assets pp. 14-19: Franklin R. Edwards, Kathleen Hanley, Robert Litan and Roman L. Weil
Spending Policy Customization for Institutional Preferences pp. 20-33: James Yaworski
The Revenge of the Stock Pickers pp. 34-43: Hailey Lynch, Sébastien Page, Robert A. Panariello, James A. Tzitzouris and David Giroux
What Is Quality? pp. 44-61: Jason Hsu, Vitali Kalesnik and Engin Kose
Transaction Costs of Factor-Investing Strategies pp. 62-78: Feifei Li, Tzee-Man Chow, Alex Pickard and Yadwinder Garg
Tax-Managed Factor Strategies pp. 79-90: Lisa R. Goldberg, Pete Hand and Taotao Cai
Trusting Clients’ Financial Risk Tolerance Survey Scores pp. 91-104: Neil Hartnett, Paul Gerrans and Robert Faff

Correction pp. 2-3: The Editors
Can (Financial) Ignorance Be Bliss? pp. 8-15: Arun Muralidhar
Long-Horizon Predictability: A Cautionary Tale pp. 17-30: Jacob Boudoukh, Ronen Israel and Matthew Richardson
Missing the Mark: Mortgage Valuation Accuracy and Credit Modeling pp. 32-47: Alexander N. Bogin, William Doerner and William Larson
The Returns to Private Debt: Primary Issuances vs. Secondary Acquisitions pp. 48-62: Douglas Cumming, Grant Fleming and Zhangxin (Frank) Liu
Trends’ Signal Strength and the Performance of CTAs pp. 64-83: Gert Elaut and Péter Erdős
Comparing Cost-Mitigation Techniques pp. 85-102: Robert Novy-Marx and Mihail Velikov

Our #1 Challenge: Retirement Insecurity pp. 6-9: Charles D. Ellis
Evaluating Spending Policies in a Low-Return Environment pp. 11-23: Peng Wang, Laura Chapman, Steven Peterson and Jon Spinney
Buffett’s Alpha pp. 35-55: Andrea Frazzini, David Kabiller and Lasse Heje Pedersen
Net Buybacks and the Seven Dwarfs pp. 57-85: Jean-François L’Her, Tarek Masmoudi and Ram Karthik Krishnamoorthy
Corporate Political Strategies and Return Predictability pp. 87-101: Chansog (Francis) Kim, Incheol Kim, Christos Pantzalis and Jung Chul Park
Fundamentals of Value versus Growth Investing and an Explanation for the Value Trap pp. 103-119: Stephen Penman and Francesco Reggiani

The Financial Analysts Journal Welcomes Its New Managing Editor pp. 6-6: Gary Baker
The Modern Corporation and the Public Interest pp. 8-17: John C. Bogle
When Diversification Fails pp. 19-32: Sébastien Page and Robert A. Panariello
Volatility Lessons pp. 42-53: Eugene F. Fama and Kenneth R. French
Hedge Funds and Stock Price Formation pp. 54-68: Charles Cao, Yong Chen, William N. Goetzmann and Bing Liang
Constructing Long-Only Multifactor Strategies: Portfolio Blending vs. Signal Blending pp. 70-85: Khalid Ghayur, Ronan Heaney and Stephen Platt
Why and How Investors Use ESG Information: Evidence from a Global Survey pp. 87-103: Amir Amel-Zadeh and George Serafeim

2017 Report to Readers pp. 5-8: Stephen J. Brown
Our Thanks to Reviewers pp. 10-10: The Editors
Everybody’s Doing It: Short Volatility Strategies and Shadow Financial Insurers pp. 12-23: Vineer Bhansali and Larry Harris
High-Frequency Trading as Viewed through an Electron Microscope pp. 24-31: Albert Menkveld
The “Roll Yield” Myth pp. 41-53: Hendrik Bessembinder
Commodities for the Long Run pp. 55-68: Ari Levine, Yao Hua Ooi, Matthew Richardson and Caroline Sasseville
Sell-Side Financial Analysts and the CFA® Program pp. 70-83: Qiang Kang, Xi Li and Tie Su
STEM Parents and Women in Finance pp. 84-97: Renee Adams, Brad Barber and Terrance Odean

An Interview with Nobel Laureate Robert C. Merton pp. 12-20: Mark P. Kritzman and Robert C. Merton
Sharpening the Arithmetic of Active Management pp. 21-36: Lasse Heje Pedersen
What Free Lunch? The Costs of Overdiversification pp. 44-58: Shawn McKay, Robert Shapiro and Ric Thomas
All That’s Gold Does Not Glitter pp. 59-76: Gerald R. Jensen, Robert R. Johnson and Kenneth M. Washer
Investing in the Presence of Massive Flows: The Case of MSCI Country Reclassifications pp. 77-87: Terence C. Burnham, Harry Gakidis and Jeffrey Wurgler
Taxes, Shorting, and Active Management pp. 88-107: Clemens Sialm and Nathan Sosner
Errata pp. 12043514: The Editors
“History Is Repeating Itself”: A Comment pp. 12043516: Ted Carey
“The Long-Run Drivers of Stock Returns: Total Payouts and the Real Economy”: A Comment pp. 12043519: Robert D. Arnott and William J. Bernstein
“History Is Repeating Itself”: Author Response pp. 12043520: Ramzi Ben-Abdallah and Michèle Breton
“The Long-Run Drivers of Stock Returns: Total Payouts and the Real Economy”: Author Response pp. 12043522: Philip U. Straehl and Roger G. Ibbotson