Financial Analysts Journal

1996 - 2025

Current editor(s): Maryann Dupes

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Volume 70, issue 6, 2014

Investing in a Multidimensional Market pp. 6-12

Bruce I. Jacobs and Kenneth N. Levy

Past, Present, and Future Financial Thinking pp. 16-22

William Sharpe and Robert Litterman

Covered Call Strategies: One Fact and Eight Myths pp. 23-31

Roni Israelov and Lars N. Nielsen

Dark Trading and Equity Market Quality pp. 33-48

Rhodri Preece and Sviatoslav Rosov

In the Future pp. 64-64

The Editors

Volume 70, issue 5, 2014

Question: How Does Investment Return Affect Pension Cost? pp. 4-6

Lawrence Bader

The Not-So-Well-Known Three-and-One-Half-Factor Model pp. 13-23

Roger Clarke, Harindra de Silva and Steven Thorley

Exotic Beta Revisited pp. 24-52

Mark Carhart, Ui-Wing Cheah, Giorgio De Santis, Harry Farrell and Robert Litterman

Determinants of Levered Portfolio Performance pp. 53-72

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

Flows, Price Pressure, and Hedge Fund Returns pp. 73-93

Katja Ahoniemi and Petri Jylhä

In the Future pp. 96-96

The Editors

Volume 70, issue 4, 2014

Why We Need to Change the Conversation about Pension Reform pp. 4-8

Keith Ambachtsheer

“The Global Multi-Asset Market Portfolio, 1959–2012”: Author Response pp. 9-12

Ronald Doeswijk, Trevin Lam and Laurens Swinkels

“My Top 10 Peeves”: A Comment pp. 9-9

Hans Tallis

The Rise and Fall of Performance Investing pp. 14-23

Charles D. Ellis

Low-Risk Investing without Industry Bets pp. 24-41

Clifford S. Asness, Andrea Frazzini and Lasse H. Pedersen

Is Effective Junior Equity Market Regulation Possible? pp. 42-54

J. Ari Pandes and Michael J. Robinson

The Career Paths of Mutual Fund Managers: The Role of Merit pp. 55-71

Gary E. Porter and Jack W. Trifts

In the Future pp. 80-80

The Editors

Volume 70, issue 3, 2014

A New Era of Fiduciary Capitalism? Let’s Hope So pp. 6-12

John Rogers

Errata pp. 12-12

The Editors

“The Arithmetic of ‘All-In’ Investment Expenses”: A Comment pp. 14-16

Joseph Matthews

“The Arithmetic of ‘All-In’ Investment Expenses”: Author Response pp. 16-17

John C. Bogle

High-Frequency Trading and Its Impact on Markets pp. 18-27

Maureen O’Hara

Duration Targeting: No Magic for High-Yield Investors pp. 28-33

Martin S. Fridson and Xiaoyi Xu

Asset Allocation: Risk Models for Alternative Investments pp. 34-45

Niels Pedersen, Sébastien Page and Fei He

Valuing Derivatives: Funding Value Adjustments and Fair Value pp. 46-56

John Hull and Alan White

In the Future pp. 72-72

Rodney N. Sullivan

Volume 70, issue 2, 2014

Hard Choices: Where We Are pp. 6-10

Charles D. Ellis

“Knowing the World”: A Comment pp. 11-11

Laurence B. Siegel

Rational Expectations and Ambiguity (corrected) pp. 14-19

Thomas Sargent

Investing in Emotional Assets pp. 20-25

Elroy Dimson and Christophe Spaenjers

The Global Multi-Asset Market Portfolio, 1959–2012 pp. 26-41

Ronald Doeswijk, Trevin Lam and Laurens Swinkels

The Low-Risk Anomaly: A Decomposition into Micro and Macro Effects pp. 43-58

Malcolm Baker, Brendan Bradley and Ryan Taliaferro

Contingent Convertible (CoCo) Bonds: A First Empirical Assessment of Selected Pricing Models pp. 59-77

Sascha Wilkens and Nastja Bethke

In the Future pp. 88-88

Rodney N. Sullivan

Volume 70, issue 1, 2014

Statement of the Financial Economists Roundtable, October 2013: Financial Transaction Taxes pp. 5-8

Larry Harris, Jay Ritter and Stephen Schaefer

2013 Report to Readers pp. 10-11

Rodney N. Sullivan

The Arithmetic of “All-In” Investment Expenses pp. 13-21

John C. Bogle

My Top 10 Peeves pp. 22-30

Clifford S. Asness

Long-Term Bond Returns under Duration Targeting pp. 31-51

Martin L. Leibowitz, Anthony Bova and Stanley Kogelman

The Limits to Arbitrage and the Low-Volatility Anomaly pp. 52-63

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

In the Future pp. 72-72

Rodney N. Sullivan

Volume 69, issue 6, 2013

Knowing the World pp. 5-6

Emanuel Derman

Errata pp. 8-9

The Editors

A Pension Promise to Oneself pp. 13-32

Stephen C. Sexauer and Laurence B. Siegel

Prospects for and Ramifications of the Great Central Banking Unwind pp. 33-39

William Poole

Accounting and the Macroeconomy: The Case of Aggregate Price-Level Effects on Individual Stocks pp. 40-54

Yaniv Konchitchki

Trading Activity and Transaction Costs in Structured Credit Products pp. 55-67

Hendrik Bessembinder, William F. Maxwell and Kumar Venkataraman

In the Future pp. 72-72

Rodney N. Sullivan

Volume 69, issue 5, 2013

Confronting Ethical Dilemmas in the Workplace pp. 6-9

John R. Boatright

“Mandatory Retirement Savings”: A Comment pp. 10-10

Stephen Mauzy

“Mandatory Retirement Savings”: Author Response pp. 10-12

Meir Statman

“Earnings Manipulation and Expected Returns”: A Comment pp. 14-14

Andrew S. Pike

The Paradox of Wealth pp. 18-25

William J. Bernstein

Do (Some) University Endowments Earn Alpha? pp. 26-44

Brad Barber and Guojun Wang

The Floor-Leverage Rule for Retirement pp. 45-60

Jason S. Scott and John G. Watson

The Value and Use of the IRA Recharacterization Option pp. 61-75

David L. Stowe, Andy Fodor and John Stowe

In the Future pp. 80-80

Rodney N. Sullivan

Volume 69, issue 4, 2013

Lessons on Grand Strategy pp. 6-9

Charles D. Ellis

The Golden Dilemma pp. 10-42

Claude B. Erb and Campbell R. Harvey

Flight to Quality and Asset Allocation in a Financial Crisis pp. 43-57

Terry Marsh and Paul Pfleiderer

What Drives Corporate Pension Plan Contributions: Moral Hazard or Tax Benefits? pp. 58-72

Xuanjuan Chen, Tong Yu and Ting Zhang

Active Share and Mutual Fund Performance pp. 73-93

Antti Petajisto

“Sell in May and Go Away” Just Won’t Go Away pp. 94-105

Sandro C. Andrade, Vidhi Chhaochharia and Michael E. Fuerst

In the Future pp. 112-112

Rodney N. Sullivan

Volume 69, issue 3, 2013

Fixing the “Loser’s Game”: What It Will Take pp. 6-12

Keith Ambachtsheer

Mandatory Retirement Savings pp. 14-18

Meir Statman

Factor-Based Asset Allocation vs. Asset-Class-Based Asset Allocation pp. 19-29

Thomas M. Idzorek and Maciej Kowara

Liquidity as an Investment Style pp. 30-44

Roger G. Ibbotson, Zhiwu Chen, Daniel Y.-J. Kim and Wendy Y. Hu

Minimum Maturity Rules: The Cost of Selling Bonds before Their Time pp. 45-56

Darrin DeCosta, Fei Leng and Gregory Noronha

Media Coverage and Hedge Fund Returns pp. 57-75

Gideon Ozik and Ronnie Sadka

In the Future pp. 88-88

Rodney N. Sullivan

Volume 69, issue 2, 2013

What to Do about High-Frequency Trading pp. 6-9

Larry Harris

“Will My Risk Parity Strategy Outperform?”: Author Response pp. 15-16

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

On a New Approach for Analyzing and Managing Macrofinancial Risks (corrected) pp. 22-33

Robert Merton, Monica Billio, Mila Getmansky, Dale Gray, Andrew W. Lo and Loriana Pelizzon

The Arithmetic of Investment Expenses pp. 34-41

William Sharpe

Industry-Based Alternative Equity Indices pp. 42-56

Frank Leclerc, Jean-François L’Her, Tammam Mouakhar and Patrick Savaria

Earnings Manipulation and Expected Returns pp. 57-82

Messod D. Beneish, Charles Lee and D. Craig Nichols

Sell-Side Analysts and Gender: A Comparison of Performance, Behavior, and Career Outcomes pp. 83-94

Xi Li, Rodney N. Sullivan, Danielle Xu and Guodong Gao

“Do Finance Professors Invest Like Everyone Else?”: A Comment pp. 12048157

John E. Merseburg

“Do Finance Professors Invest Like Everyone Else?”: Author Response pp. 12048158

Ann Marie Hibbert, Edward R. Lawrence and Arun J. Prakash

“Do Financial Markets Reward Buying or Selling Insurance and Lottery Tickets?”: A Comment pp. 12048159

Nassim N. Taleb

“Do Financial Markets Reward Buying or Selling Insurance and Lottery Tickets?”: Author Response pp. 12048160

Antti Ilmanen

In the Future pp. 12048166

Rodney N. Sullivan

“Will My Risk Parity Strategy Outperform?”: A Comment pp. 12048167

Clifford Asness, Andrea Frazzini and Lasse H. Pedersen

Volume 69, issue 1, 2013

Rebalancing Global Trade: No Quick Fix pp. 6-9

Rodney N. Sullivan

2012 Report to Readers pp. 12-13

Rodney N. Sullivan

Capitalism and Financial Innovation pp. 21-25

Robert J. Shiller

Logical Implications of the GASB’s Methodology for Valuing Pension Liabilities pp. 26-32

Robert Novy-Marx

Shedding Light on “Invisible” Costs: Trading Costs and Mutual Fund Performance pp. 33-44

Roger Edelen, Richard Evans and Gregory Kadlec

How to Combine Long and Short Return Histories Efficiently pp. 45-52

Sébastien Page

Change in Cash-Holding Policies and Stock Return Predictability in the Cross Section pp. 53-70

William R. Sodjahin

Should the SEC Outsource Research to Academia? pp. 12048153

Murad J. Antia and Richard L. Meyer

In the Future pp. 12048154

Rodney N. Sullivan