Financial Analysts Journal

1996 - 2025

Current editor(s): Maryann Dupes

From Taylor & Francis Journals
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Deploying Financial Emotional Intelligence pp. 4-10: Rodney N. Sullivan
Errata pp. 11-11: The Editors
“A Survey of Alternative Equity Index Strategies”: A Comment pp. 14-16: Noël Amenc, Felix Goltz and Lionel Martellini
“A Survey of Alternative Equity Index Strategies”: Author Response pp. 16-20: Tzee-man Chow, Jason Hsu, Vitali Kalesnik and Bryce Little
Most Likely to Succeed: Leadership in the Fund Industry pp. 21-28: Robert Pozen and Theresa Hamacher
Active Management in Mostly Efficient Markets pp. 29-45: Robert C. Jones and Russ Wermers
When Two Anomalies Meet: The Post–Earnings Announcement Drift and the Value–Glamour Anomaly pp. 46-60: Zhipeng Yan and Yan Zhao
The Impact of International Institutional Investors on Local Equity Prices: Reversal of the Size Premium pp. 61-76: Hao Jiang and Takeshi Yamada
Trading Relative Performance with Alpha Indexes pp. 77-93: Jacob S. Sagi and Robert E. Whaley
In the Future pp. 96-96: Rodney N. Sullivan

Pricing Climate Change Risk Appropriately pp. 4-10: Robert Litterman
Errata pp. 12-: The Editors
Hidden Debt: From Enron’s Commodity Prepays to Lehman’s Repo 105s pp. 15-22: Donald J. Smith
To Trade or Not to Trade? Informed Trading with Short-Term Signals for Long-Term Investors pp. 23-36: Roni Israelov and Michael Katz
A Survey of Alternative Equity Index Strategies pp. 37-57: Tzee-man Chow, Jason Hsu, Vitali Kalesnik and Bryce Little
Decomposing Global Equity Cross-Sectional Volatility pp. 58-68: Jose Menchero and Andrei Morozov
A Network Value Theory of a Market, and Puzzles pp. 69-85: Robert Snigaroff and David Wroblewski
In the Future pp. 88-: Rodney N. Sullivan

Alpha Orbits pp. 4-7: Martin L. Leibowitz
“The Possible Misdiagnosis of a Crisis”: A Comment pp. 8-8: Ben Giele
The Winners’ Game pp. 11-17: Charles D. Ellis
What Factors Drive Analyst Forecasts? pp. 18-29: Boris Groysberg, Paul Healy, Nitin Nohria and George Serafeim
Identifying Characteristics to Predict Separately Managed Account Performance pp. 30-40: James D. Peterson, Michael J. Iachini and Wynce Lam
Diversification Return, Portfolio Rebalancing, and the Commodity Return Puzzle pp. 42-49: Scott Willenbrock
The Limits to Arbitrage Revisited: The Accrual and Asset Growth Anomalies pp. 50-66: Xi Li and Rodney N. Sullivan
Pricing Credit Default Swaps with Option-Implied Volatility pp. 67-76: Charles Cao, Fan Yu and Zhaodong Zhong
In the Future pp. 80-80: Rodney N. Sullivan

Who Should Hedge Tail Risk? pp. 6-11: Robert Litterman
“The Possible Misdiagnosis of a Crisis”: A Comment pp. 13-13: Paul D. Kaplan
“The Possible Misdiagnosis of a Crisis”: Author Response pp. 13-14: Richard Roll
Another Clue to Volatility pp. 16-22: Martin S. Fridson
International Diversification Works (Eventually) pp. 24-38: Clifford S. Asness, Roni Israelov and John M. Liew
Practitioner Portfolio Construction and Performance Measurement: Evidence from Europe pp. 39-50: Noël Amenc, Felix Goltz and Abraham Lioui
Liquidity Level or Liquidity Risk? Evidence from the Financial Crisis pp. 51-62: Xiaoxia Lou and Ronnie Sadka
Capturing Credit Spread Premium pp. 63-75: Kwok-Yuen Ng and Bruce D. Phelps
The Margin of Safety and Turning Points in House Prices: Observations from Three Developed Markets pp. 76-93: Mitsuru Mizuno and Isaac T. Tabner
In the Future pp. 104-104: Rodney N. Sullivan

The Increasing Need for Financial Analysis in Public Accounting Standards pp. 6-9: Larry Harris
The Possible Misdiagnosis of a Crisis pp. 12-17: Richard Roll
Proposed GASB Rules Show Why Only Market Valuation Fully Captures Public Pension Liabilities pp. 18-22: Andrew G. Biggs
The Impact of Skewness and Fat Tails on the Asset Allocation Decision pp. 23-35: James X. Xiong and Thomas M. Idzorek
Are You Trading Predictably? pp. 36-44: Steven L. Heston, Robert Korajczyk, Ronnie Sadka and Lewis D. Thorson
Spending Retirement on Planet Vulcan: The Impact of Longevity Risk Aversion on Optimal Withdrawal Rates (corrected July 2011) pp. 45-58: Moshe Milevsky and Huaxiong Huang
When Do TIPS Prices Adjust to Inflation Information? pp. 59-73: Quentin C. Chu, Deborah N. Pittman and Linda Q. Yu
In the Future pp. 80-80: Rodney N. Sullivan

Post-Crisis Investment Management pp. 4-8: Mark Kritzman
2010 Report to Readers pp. 10-12: Rodney N. Sullivan
The ABCs of Hedge Funds: Alphas, Betas, and Costs pp. 15-25: Roger G. Ibbotson, Peng Chen and Kevin X. Zhu
Detecting Crowded Trades in Currency Funds pp. 26-39: Momtchil Pojarliev and Richard M. Levich
Benchmarks as Limits to Arbitrage: Understanding the Low-Volatility Anomaly pp. 40-54: Malcolm Baker, Brendan Bradley and Jeffrey Wurgler
Demand and Supply and Their Relationship to Liquidity: Evidence from the S&P 500 Change to Free Float pp. 55-71: David Lam, Bing-Xuan Lin and David Michayluk
Asymmetric Changes in Stock Prices and Investor Recognition around Revisions to the S&P 500 Index pp. 72-84: Haigang Zhou
In the Future pp. 96-96: Rodney N. Sullivan