Financial Analysts Journal

1996 - 2025

Current editor(s): Maryann Dupes

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Volume 72, issue 6, 2016

Why Hedge Funds? pp. 5-7

Stephen J. Brown

Fundamentals of Efficient Factor Investing (corrected May 2017) pp. 9-26

Roger Clarke, Harindra de Silva and Steven Thorley

What Difference Do Dividends Make? pp. 28-40

C. Mitchell Conover, Gerald R. Jensen and Marc W. Simpson

Option-Implied Equity Risk and the Cross Section of Stock Returns pp. 42-55

Te-Feng Chen, San-Lin Chung and Wei-Che Tsai

Betting against Beta with Bonds: Worry or Love the Steepener? pp. 57-85

J. Benson Durham

Volume 72, issue 5, 2016

“Conquering Misperceptions about Commodity Futures Investing”: A Comment pp. 5-5

Bob Greer

“Conquering Misperceptions about Commodity Futures Investing”: Author Response pp. 5-6

Claude B. Erb and Campbell R. Harvey

The Evolution and Success of Index Strategies in ETFs pp. 8-13

Joanne M. Hill

The (Time-Varying) Importance of Disaster Risk pp. 14-30

Ivo Welch

Two Centuries of Price-Return Momentum pp. 32-56

Christopher C. Geczy and Mikhail Samonov

Will Your Factor Deliver? An Examination of Factor Robustness and Implementation Costs pp. 58-82

Noah Beck, Jason Hsu, Vitali Kalesnik and Helge Kostka

Information in the Tails of the Distribution of Analysts’ Quarterly Earnings Forecasts pp. 84-99

Cameron Truong, Philip B. Shane and Qiuhong Zhao

Volume 72, issue 4, 2016

In Memoriam: Jack Treynor pp. 5-6

Stephen J. Brown

Long-Term Investing pp. 7-10

Jack L. Treynor

Author Response to “Deactivating Active Share” pp. 11-12

Antti Petajisto

Statement of the Financial Economists Roundtable: Crowdfunding pp. 14-16

Jennifer Conrad, Jonathan Karpoff, Craig Lewis and Jay Ritter

Q Group Panel Discussion: Looking to the Future pp. 17-25

Martin Leibowitz, Andrew W. Lo, Robert Merton, Stephen Ross and Jeremy Siegel

Conquering Misperceptions about Commodity Futures Investing pp. 26-35

Claude B. Erb and Campbell R. Harvey

A Bottom-Up Approach to the Risk-Adjusted Performance of the Buyout Fund Market pp. 36-48

Jean-François L’Her, Rossitsa Stoyanova, Kathryn Shaw, William Scott and Charissa Lai

The Effect of Management Design on the Portfolio Concentration and Performance of Mutual Funds pp. 49-61

Eitan Goldman, Zhenzhen Sun and Xiyu (Thomas) Zhou

Interconnectedness in the CDS Market pp. 62-82

Mila Getmansky, Giulio Girardi and Craig Lewis

Volume 72, issue 3, 2016

2015 Report to Readers pp. 5-6

Stephen J. Brown and Barbara S. Petitt

Climate Risk pp. 9-10

Stephen J. Brown

Hedging Climate Risk pp. 13-32

Mats Andersson, Patrick Bolton and Frédéric Samama

Weathered for Climate Risk: A Bond Investment Proposition pp. 34-39

Marielle de Jong and Anne Nguyen

The Shiller CAPE Ratio: A New Look pp. 41-50

Jeremy J. Siegel

Which Trend Is Your Friend? pp. 51-66

Ari Levine and Lasse Heje Pedersen

Neither “Normal” nor “Lognormal”: Modeling Interest Rates across All Regimes pp. 68-82

Attilio Meucci and Angela Loregian

Volume 72, issue 2, 2016

Editor’s Corner pp. 5-6

Barbara S. Petitt

It’s Time to Retire Ruin (Probabilities) pp. 8-12

Moshe Milevsky

Deactivating Active Share pp. 14-21

Andrea Frazzini, Jacques Friedman and Lukasz Pomorski

Most People Need Longevity Insurance rather than an Immediate Annuity pp. 23-29

Don Ezra

Fees Eat Diversification’s Lunch pp. 31-40

William W. Jennings and Brian C. Payne

An Investigation of Administrative Fees in Defined Contribution Plans pp. 41-51

Thomas W. Doellman and Sabuhi H. Sardarli

The Impact of Constraints on Minimum-Variance Portfolios pp. 52-70

Tzee-Man Chow, Engin Kose and Feifei Li

Volume 72, issue 1, 2016

Errata pp. 4-41

The Editors

From the Editor pp. 5-6

Stephen J. Brown

From the Editor pp. 8-8

Barbara S. Petitt

The Index Mutual Fund: 40 Years of Growth, Change, and Challenge pp. 9-13

John C. Bogle

The Asset Manager’s Dilemma: How Smart Beta Is Disrupting the Investment Management Industry pp. 15-20

Ronald N. Kahn and Michael Lemmon

The Misrepresentation of Earnings pp. 22-35

Ilia Dichev, John Graham, Campbell R. Harvey and Shiva Rajgopal

The Low-Volatility Anomaly: Market Evidence on Systematic Risk vs. Mispricing pp. 36-47

Xi Li, Rodney N. Sullivan and Luis Garcia-Feijoo

Tax-Efficient Trading of Municipal Bonds pp. 48-57

Andrew Kalotay

Volume 71, issue 6, 2015

Statement of the Financial Economists Roundtable, April 2015: The Structure of Trading in Bond Markets pp. 5-8

Larry Harris, Albert S. Kyle and Erik R. Sirri

A Risk- and Complexity-Rating Framework for Investment Products pp. 10-28

Benedict S.K. Koh, Francis Koh, David Lee Kuo Chuen, Lim Kian Guan, David Ng and Phoon Kok Fai

Liquid Betting against Beta in Dow Jones Industrial Average Stocks pp. 30-43

Benjamin R. Auer and Frank Schuhmacher

Covered Calls Uncovered pp. 44-57

Roni Israelov and Lars N. Nielsen

Idiosyncratic Volatility and Expected Returns at the Global Level pp. 58-71

Mehmet Umutlu

Volume 71, issue 5, 2015

From the Editor pp. 4-4

Barbara S. Petitt

“Determinants of Levered Portfolio Performance”: A Comment pp. 6-7

Clifford S. Asness, Benjamin T. Hood and John J. Huss

“Determinants of Levered Portfolio Performance”: Author Response pp. 8-9

Robert M. Anderson, Stephen W. Bianchi and Lisa R. Goldberg

The Role of Institutional Investors in Curbing Corporate Short-Termism pp. 10-12

Robert C. Pozen

How Public Pension Plans Can (and Why They Shouldn’t) Ignore Financial Economics pp. 14-16

Lawrence N. Bader

Did Analyst Forecast Accuracy and Dispersion Improve after 2002 Following the Increase in Regulation? pp. 20-37

Hassan Espahbodi, Pouran Espahbodi and Reza Espahbodi

Asset Allocation Implications of the Global Volatility Premium pp. 38-56

William Fallon, James Park and Danny Yu

Can Long-Only Investors Use Momentum to Beat the US Treasury Market? pp. 57-74

J. Benson Durham

Volume 71, issue 4, 2015

In Defense of Active Investing pp. 4-7

Charles D. Ellis

What Would Yale Do If It Were Taxable? (corrected January 2016) pp. 10-23

Patrick Geddes, Lisa R. Goldberg and Stephen W. Bianchi, CFA

Differences in Conference Call Tones: Managers vs. Analysts pp. 24-42

Paul Brockman, Xu Li and S. McKay Price

The Public Market Equivalent and Private Equity Performance pp. 43-50

Morten Sorensen and Ravi Jagannathan

Crystallization: A Hidden Dimension of CTA Fees pp. 51-62

Gert Elaut, Michael Frömmel and John Sjödin

Volume 71, issue 3, 2015

From the Editor pp. 4-5

Barbara S. Petitt

Errata pp. 7-7

The Editors

In Memoriam pp. 8-8

The Editors

David Swensen on the Fossil Fuel Divestment Debate pp. 11-12

Robert Litterman

No Portfolio Is an Island pp. 15-33

David M. Blanchett and Philip U. Straehl

The Crash Risks of Style Investing: Can They Be Internationally Diversified? pp. 34-46

Timothy K. Chue, Yong Wang and Jin Xu

Low-Volatility Cycles: The Influence of Valuation and Momentum on Low-Volatility Portfolios pp. 47-60

Luis Garcia-Feijoo, Lawrence Kochard, Rodney N. Sullivan and Peng Wang

Investment Analysis of Autocallable Contingent Income Securities pp. 61-83

Rui Albuquerque, Raquel Gaspar and Allen Michel

Volume 71, issue 2, 2015

2014 Report to Readers pp. 4-5

Barbara S. Petitt

The British Origins of the US Endowment Model pp. 10-14

David Chambers and Elroy Dimson

Tax-Efficient Withdrawal Strategies pp. 16-29

Kirsten A. Cook, William Meyer and William Reichenstein

Bond Ladders and Rolling Yield Convergence pp. 32-46

Martin L. Leibowitz, Anthony Bova and Stanley Kogelman

Optimal Right- and Wrong-Way Risk from a Practitioner Standpoint pp. 47-60

Ignacio Ruiz, Piero Del Boca and Ricardo Pachón

In the Future pp. 64-64

Barbara S. Petitt

Volume 71, issue 1, 2015

After 70 Years of Fruitful Research, Why Is There Still a Retirement Crisis? pp. 6-15

Laurence B. Siegel

In Search of the Liability Asset pp. 18-28

Richard Bookstaber and Jeremy Gold

What Practitioners Need to Know... About Time Diversification (corrected) pp. 29-34

Mark Kritzman

What Rate of Return Can You Reasonably Expect... or What Can the Long Run Tell Us about the Short Run? pp. 35-42

Peter L. Bernstein

Thoughts on the Future: Life-Cycle Investing in Theory and Practice pp. 43-48

Zvi Bodie

Why We Need a Pension Revolution pp. 49-53

Keith Ambachtsheer

Defined-Benefit and Defined-Contribution Plans of the Future pp. 56-60

Don Ezra

The Longevity Annuity: An Annuity for Everyone? pp. 61-69

Jason S. Scott

Two Key Concepts for Wealth Management and Beyond pp. 70-77

William Reichenstein, Stephen M. Horan and William W. Jennings

Making Retirement Income Last a Lifetime pp. 79-89

Stephen C. Sexauer, Michael W. Peskin and Daniel Cassidy

The Only Spending Rule Article You Will Ever Need pp. 91-107

M. Barton Waring and Laurence B. Siegel

In the Future pp. 108-108

The Editors