Financial Analysts Journal

1996 - 2025

Current editor(s): Maryann Dupes

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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

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

“My Top 10 Peeves”: A Comment pp. 9-9

Hans Tallis

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

Ronald Doeswijk, Trevin Lam and Laurens Swinkels

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