Financial Analysts Journal

1996 - 2025

Current editor(s): Maryann Dupes

From Taylor & Francis Journals
Bibliographic data for series maintained by Chris Longhurst ().

Access Statistics for this journal.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

Volume 68, issue 6, 2012

Global Trade Imbalances Matter pp. 4-6

Rodney N. Sullivan

Errata pp. 9-9

The Editors

“Murder on the Orient Express: The Mystery of Underperformance”: A Comment pp. 11-12

Victor S. Sidhu

“Murder on the Orient Express: The Mystery of Underperformance”: Peter Drucker Redux pp. 11-11

Jeffrey E. Horvitz

“Asset Growth and Future Stock Returns: International Evidence”: Author Response pp. 12-12

Xi Li, Ying Becker and Didier Rosenfeld

“Does IFRS Stand for InFormation RiSk?”: A Comment pp. 12-13

Charles Renwick

“Does IFRS Stand for InFormation RiSk?”: Author Response pp. 13-14

Ginny W. Frings, Michael C. Frings and M. Christian Mastilak

An Experienced View on Markets and Investing pp. 15-19

Eugene F. Fama and Robert Litterman

Fewer, Richer, Greener: The End of the Population Explosion and the Future for Investors pp. 20-37

Laurence B. Siegel

The Liquidity Style of Mutual Funds pp. 38-53

Thomas M. Idzorek, James X. Xiong and Roger G. Ibbotson

Index Investment and the Financialization of Commodities pp. 54-74

Ke Tang and Wei Xiong

Will My Risk Parity Strategy Outperform? pp. 75-93

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

A Fully Integrated Liquidity and Market Risk Model pp. 94-105

Attilio Meucci

In the Future pp. 112-112

Rodney N. Sullivan

Volume 68, issue 5, 2012

Household Alpha and Social Security pp. 6-10

Jason S. Scott

Errata pp. 12-12

The Editors

“Demographic Changes, Financial Markets, and the Economy”: A Comment pp. 14-14

Charles D. Ellis

“Demographic Changes, Financial Markets, and the Economy”: Author Response pp. 14-16

Robert D. Arnott and Denis B. Chaves

Systemic Risk, Multiple Equilibriums, and Market Dynamics: What You Need to Know and Why pp. 18-24

Mohamed A. El-Erian and A. Spence

Do Financial Markets Reward Buying or Selling Insurance and Lottery Tickets? pp. 26-36

Antti Ilmanen

Emerging Market Inflation-Linked Bonds pp. 38-56

Laurens Swinkels

CVA and Wrong-Way Risk pp. 58-69

John Hull and Alan White

Convertible Arbitrage Price Pressure and Short-Sale Constraints pp. 70-88

Abe de Jong, Marie Dutordoir, Nathalie van Genuchten and Patrick Verwijmeren

Leverage Aversion and Portfolio Optimality pp. 89-94

Bruce I. Jacobs and Kenneth N. Levy

Do Finance Professors Invest Like Everyone Else? pp. 95-105

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

In the Future pp. 112-112

Rodney N. Sullivan

Volume 68, issue 4, 2012

Against Quantitative Easing by the European Central Bank pp. 4-6

Jerry Tempelman

Errata pp. 8-8

The Editors

“Making Retirement Income Last a Lifetime”: Author Response pp. 10-10

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

Murder on the Orient Express: The Mystery of Underperformance pp. 13-19

Charles D. Ellis

Exchange-Traded Funds, Market Structure, and the Flash Crash pp. 20-35

Ananth Madhavan

Inflation and Individual Equities pp. 36-55

Andrew Ang, Marie Brière and Ombretta Signori

Exploiting Option Information in the Equity Market pp. 56-72

Guido Baltussen, Bart van der Grient, Wilma de Groot, Erik Hennink and Weili Zhou

Emerging Local Currency Bond Markets pp. 73-93

John Burger, Francis E. Warnock and Veronica Cacdac Warnock

In the Future pp. 96-96

Rodney N. Sullivan

Volume 68, issue 3, 2012

Investment Management Fees Are (Much) Higher Than You Think pp. 4-6

Charles D. Ellis

“The Impact of Skewness and Fat Tails on the Asset Allocation Decision”: A Comment pp. 10-10

Steven P. Greiner

“The Impact of Skewness and Fat Tails on the Asset Allocation Decision”: Author Response pp. 10-12

Thomas M. Idzorek and James X. Xiong

“The Impact of Skewness and Fat Tails on the Asset Allocation Decision”: Editor Response pp. 12-12

Rodney N. Sullivan

“Two Key Concepts for Wealth Management and Beyond”: A Comment pp. 12-14

James P. Dowd

“Two Key Concepts for Wealth Management and Beyond”: Author Response pp. 14-14

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

Does IFRS Stand for InFormation RiSk? pp. 17-21

Ginny W. Frings, Michael C. Frings and M. Christian Mastilak

Regime Shifts: Implications for Dynamic Strategies (corrected) pp. 22-39

Mark Kritzman, Sébastien Page and David Turkington

Improving Risk Forecasts for Optimized Portfolios pp. 40-50

Jose Menchero, Jun Wang and D.J. Orr

Asset Growth and Future Stock Returns: International Evidence pp. 51-62

Xi Li, Ying Becker and Didier Rosenfeld

Jump on the Post–Earnings Announcement Drift (corrected) pp. 63-80

Haigang Zhou and John Qi Zhu

Private Equity Recommitment Strategies for Institutional Investors pp. 81-99

Gerben de Zwart, Brian Frieser and Dick van Dijk

In the Future pp. 104-104

Rodney N. Sullivan

Volume 68, issue 2, 2012

Negative Real Interest Rates: The Conundrum for Investment and Spending Policies pp. 6-12

André F. Perold

Errata pp. 13-13

The Editors

Adaptive Markets and the New World Order (corrected May 2012) pp. 18-29

Andrew W. Lo

What Makes Stock Prices Move? Fundamentals vs. Investor Recognition pp. 30-50

Scott Richardson, Richard Sloan and Haifeng You

Information Uncertainty and the Post–Earnings Announcement Drift in Europe pp. 51-69

Xavier Gerard

How Index Trading Increases Market Vulnerability pp. 70-84

Rodney N. Sullivan and James X. Xiong

Allocating Assets in Climates of Extreme Risk: A New Paradigm for Stress Testing Portfolios pp. 85-107

Stacy L. Cuffe and Lisa R. Goldberg

Is There a Cost to Transparency? pp. 108-123

Rajesh K. Aggarwal and Philippe Jorion

In the Future pp. 128-128

Rodney N. Sullivan

Volume 68, issue 1, 2012

Future Directions for Investment Management—Call for Papers pp. 4-6

Robert Litterman and Rodney N. Sullivan

2011 Report to Readers pp. 8-9

Rodney N. Sullivan

“Fault the Tax Code for Low Dividend Payouts”: A Comment pp. 10-10

Murad J. Antia and Richard L. Meyer

Two Key Concepts for Wealth Management and Beyond (corrected March 2012) pp. 14-22

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

Demographic Changes, Financial Markets, and the Economy pp. 23-46

Robert D. Arnott and Denis B. Chaves

Leverage Aversion and Risk Parity pp. 47-59

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

Informed Traders: Linking Legal Insider Trading and Share Repurchases pp. 60-73

Konan Chan, David L. Ikenberry, Inmoo Lee and Yanzhi (Andrew) Wang

Making Retirement Income Last a Lifetime pp. 74-84

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

In the Future pp. 88-88

Rodney N. Sullivan