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Content
October 2024, Volume 80, Issue 4
- 5-10 “Earnings per Share Don’t Count” at 50
by Martin S. Fridson & Jack J. Beyda & John H. Lee - 11-17 The Importance of Joining Lifecycle Models with Mean-Variance Optimization
by Paul D. Kaplan & Thomas M. Idzorek - 18-26 A Heuristic for Fat-Tailed Stock Market Returns
by Ivo Welch - 27-52 Accessing Private Markets: What Does It Cost?
by Wayne Lim - 53-80 Transaction Costs and Capacity of Systematic Corporate Bond Strategies
by Alexey Ivashchenko & Robert Kosowski - 81-107 Choices Matter When Training Machine Learning Models for Return Prediction
by Clint Howard - 108-133 Time-Varying Drivers of Stock Prices
by Dat Mai - 134-154 Estimating Long-Term Expected Returns
by Rui Ma & Ben R. Marshall & Nhut H. Nguyen & Nuttawat Visaltanachoti
July 2024, Volume 80, Issue 3
- 5-16 ESG and Derivatives
by Rajkumar Janardanan & Xiao Qiao & K. Geert Rouwenhorst - 17-36 Empirical Evidence on the Stock–Bond Correlation
by Roderick Molenaar & Edouard Sénéchal & Laurens Swinkels & Zhenping Wang - 37-58 Factor-Mimicking Portfolios for Climate Risk
by Gianluca De Nard & Robert F. Engle & Bryan Kelly - 59-75 3D Investing: Jointly Optimizing Return, Risk, and Sustainability
by David Blitz & Mike Chen & Clint Howard & Harald Lohre - 76-102 Nonlinear Factor Returns in the US Equity Market
by Roger Clarke & Harindra de Silva & Steven Thorley - 103-127 Predicting Corporate Bond Illiquidity via Machine Learning
by Axel Cabrol & Wolfgang Drobetz & Tizian Otto & Tatjana Puhan
April 2024, Volume 80, Issue 2
- 5-6 2023 Report to Readers
by Luis García-Feijóo - 7-25 Exclude with Impunity: Personalized Indexing and Stock Restrictions
by Yin Chen & Roni Israelov - 26-51 Smart Rebalancing
by Rob Arnott & Feifei Li & Juhani Linnainmaa - 52-73 Shareholder Activism in Small-Cap Newly Public Firms
by Emmanuel R. Pezier & Paolo F. Volpin - 74-98 Fundamental Analysis via Machine Learning
by Kai Cao & Haifeng You - 99-121 Private Equity Performance around the World
by Sara Ain Tommar & Serge Darolles & Emmanuel Jurczenko - 122-151 Reversals and the Returns to Liquidity Provision
by Wei Dai & Mamdouh Medhat & Robert Novy-Marx & Savina Rizova - 152-173 Short Squeezes
by Zhiqian Jiang & Baixiao Liu & Andrew Schrowang & Wei Xu
January 2024, Volume 80, Issue 1
- 1-11 Harry Markowitz and the Philosopher’s Stone
by Stephen C. Sexauer & Laurence B. Siegel - 12-28 Stocks for the Long Run? Sometimes Yes, Sometimes No
by Edward F. McQuarrie - 30-40 Swing Pricing Calibration: Using ETFs to Infer Swing Factors for Mutual Funds
by Kenechukwu Anadu & John Levin & Victoria Liu & Noam Tanner & Antoine Malfroy-Camine & Sean Baker - 41-56 Bonds with Benefits: Impact Investing in Corporate Debt
by Desislava Vladimirova & Jieyan Fang-Klingler - 57-83 Direct Lending Returns
by Antti Suhonen - 84-98 Breaking Bad Trends
by Christian L. Goulding & Campbell R. Harvey & Michele G. Mazzoleni - 99-117 Are All Short-Term Institutional Investors Informed?
by Mustafa O. Caglayan & Umut Celiker & Mete Tepe
October 2023, Volume 79, Issue 4
- 1-1 Our Thanks to Reviewers
by The Editors - 5-7 Harry Markowitz in Memoriam
by William N. Goetzmann - 8-15 The Controversy over Proxy Voting: The Role of Fund Managers and Proxy Advisors
by Arnoud Boot & Jan Krahnen & Lemma Senbet & Chester Spatt - 16-29 Applying Economics—Not Gut Feel—to ESG
by Alex Edmans - 30-40 Thematic Investing with Big Data: The Case of Private Equity
by Ludovic Phalippou - 41-63 Intermediaries’ Incentives across Share Classes in the Same Fund
by Ivalina Kalcheva & Ping McLemore - 64-95 Private Shareholder Engagements on Material ESG Issues
by Rob Bauer & Jeroen Derwall & Colin Tissen - 96-117 Beyond Fama-French Factors: Alpha from Short-Term Signals
by David Blitz & Matthias X. Hanauer & Iman Honarvar & Rob Huisman & Pim van Vliet - 118-137 Green Parity and the Decarbonization of Corporate Bond Portfolios
by Mario Bajo & Emilio Rodríguez
July 2023, Volume 79, Issue 3
- 5-32 Investing in Deflation, Inflation, and Stagflation Regimes
by Guido Baltussen & Laurens Swinkels & Bart van Vliet & Pim van Vliet - 33-63 Long-Term Shareholder Returns: Evidence from 64,000 Global Stocks
by Hendrik Bessembinder & Te-Feng Chen & Goeun Choi & K. C. John Wei - 64-74 Geographic Investing: Stock Return Indexes Based on Company Operations
by Bernard Dumas & Tymur Gabuniya & Richard C. Marston - 75-94 Factor-Targeted Asset Allocation: A Reverse Optimization Approach
by Jacky S. H. Lee & Marco Salerno - 95-117 Is Sector Neutrality in Factor Investing a Mistake?
by Sina Ehsani & Campbell R. Harvey & Feifei Li - 118-135 Factor Replication with Industry Stratification
by Surpreet Bharjana & Rohan Fletcher & Paul Lajbcygier - 136-154 Time-Series Predictability for Sector Investing
by Jin Suk Park & Mohammad Khaleq Newaz - 155-170 Personalized Multiple Account Portfolio Optimization
by Thomas M. Idzorek
April 2023, Volume 79, Issue 2
- 5-6 2022 Report to Readers
by Luis García-Feijóo - 7-20 Forbearance in Institutional Investment Management: Evidence from Survey Data
by Amit Goyal & Ramon Tol & Sunil Wahal - 21-44 What Do TIPS Say about Real Interest Rates and Required Returns?
by J. Benson Durham - 45-64 Diversification during Hard Times
by Najah Attig & Oumar Sy - 65-75 Managerial Multitasking in the Mutual Fund Industry
by Vikas Agarwal & Linlin Ma & Kevin Mullally - 76-97 Earning Alpha by Avoiding the Index Rebalancing Crowd
by Robert D. Arnott & Christopher Brightman & Vitali Kalesnik & Lillian Wu - 98-119 The Low-Risk Effect in Equities: Evidence from Industry Data in an Earlier Time
by C. Mitchell Conover & Joseph D. Farizo & Andrew C. Szakmary - 120-139 Momentum Crashes and the 52-Week High
by Suk-Joon Byun & Byounghyun Jeon
January 2023, Volume 79, Issue 1
- 5-16 Redefining the Optimal Retirement Income Strategy
by David Blanchett - 18-36 Allocating to Thematic Investments
by Koye Somefun & Romain Perchet & Chenyang Yin & Raul Leote de Carvalho - 37-57 Targeting Macroeconomic Exposures in Equity Portfolios: A Firm-Level Measurement Approach for Out-of-Sample Robustness
by Mikheil Esakia & Felix Goltz - 58-76 Supply Chain Climate Exposure
by Greg Hall & Kate Liu & Lukasz Pomorski & Laura Serban - 77-98 Trade Informativeness in Modern Markets
by Samarpan Nawn & Gaurav Raizada - 99-119 Option Pricing via Breakeven Volatility
by Blair Hull & Anlong Li & Xiao Qiao
October 2022, Volume 78, Issue 4
- 1-1 Our Thanks to Reviewers
by The Editors - 5-17 Should Defined Contribution Plans Include Private Equity Investments?
by Gregory W. Brown & Keith J. Crouch, & Andra Ghent & Robert S. Harris & Yael V. Hochberg & Tim Jenkinson & Steven N. Kaplan & Richard Maxwell & David T. Robinson - 18-36 Improving Interest Rate Risk Hedging Strategies through Regularization
by Daniel Mantilla-Garcia & Lionel Martellini & Vincent Milhau & Hector Enrique Ramirez-Garrido - 37-58 Climate Change Vulnerability and Currency Returns
by Alexander Cheema-Fox & George Serafeim & Hui (Stacie) Wang - 59-76 Maximum Drawdown as Predictor of Mutual Fund Performance and Flows
by Timothy Riley & Qing Yan - 77-97 Analyst Incentives and Stock Return Synchronicity: Evidence from MiFID II
by Yihan Li & Xin Liu & Vesa Pursiainen - 99-120 Effects of Venture Capital Mega-Deals on IPO Success and Post-IPO Performance
by Nico Lehnertz & Carolin Plagmann & Eva Lutz - 121-144 Private Debt Fund Returns, Persistence, and Market Conditions
by Pascal Böni & Sophie Manigart - 145-162 Litigation Risk and Stock Return Anomaly
by Jun Duanmu & Qiping Huang & Yongjia Li & Lingna Sun
July 2022, Volume 78, Issue 3
- 5-8 Shareholder Democracy, Meet Memocracy
by William N. Goetzmann - 9-29 Forecasting the Long-Term Equity Premium for Asset Allocation
by Athanasios Sakkas & Nikolaos Tessaromatis - 30-48 Fund Selection: Sense and Sensibility
by Guido Baltussen & Stan Beckers & Jan Jaap Hazenberg & Willem Van Der Scheer - 49-69 Portable Beta and Total Portfolio Management
by Stefano Cavaglia & John Hua Fan & Zhenping Wang - 70-93 Hedged Mutual Funds and Competition for Sources of Alpha
by Asli Eksi & Hossein Kazemi - 94-114 Investing with Style in Liquid Private Debt
by Thomas Mählmann & Galina Sukonnik - 115-127 Evolutionary Finance for Multi-Asset Investors
by Michael Schnetzer & Thorsten Hens - 129-151 Employee Satisfaction and Long-Run Stock Returns, 1984–2020
by Hamid Boustanifar & Young Dae Kang
April 2022, Volume 78, Issue 2
- 5-7 2021 Report to Readers
by Luis García-Feijóo - 9-18 What ESG-Related Disclosures Should the SEC Mandate?
by Jonathan M. Karpoff & Robert Litan & Catherine Schrand & Roman L. Weil - 19-33 Net-Zero Carbon Portfolio Alignment
by Patrick Bolton & Marcin Kacperczyk & Frédéric Samama - 35-56 Free Markets to Fed Markets: How Modern Monetary Policy Impacts Equity Markets
by Tālis J. Putniņš - 57-77 Capacity Constraints in Hedge Funds: The Relation between Fund Performance and Cohort Size
by David Forsberg & David R. Gallagher & Geoffrey J. Warren - 79-95 Harnessing Neuroscientific Insights to Generate Alpha
by Elise Payzan-LeNestour & James Doran & Lionnel Pradier & Tālis J. Putniņš
January 2022, Volume 78, Issue 1
- 5-38 Carry Momentum
by Josh Davis & Matt Dorsten & Normane Gillmann & Jerry Tsai - 39-57 Active Share and the Predictability of the Performance of Separate Accounts
by K. J. Martijn Cremers & Jon A. Fulkerson & Timothy B. Riley - 59-78 Which Corporate ESG News Does the Market React To?
by George Serafeim & Aaron Yoon - 79-100 Is “Not Trading” Informative? Evidence from Corporate Insiders’ Portfolios
by Luke DeVault & Scott Cederburg & Kainan Wang
October 2021, Volume 77, Issue 4
- 1-1 Our Thanks to Reviewers
by The Editors - 5-21 Environmental, Social, and Governance Issues and the Financial Analysts Journal
by Laura T. Starks - 23-44 Capital Market Liberalization and Investment Efficiency: Evidence from China
by Liao Peng & Liguang Zhang & Wanyi Chen - 45-64 Index + Factors + Alpha
by Andrew Ang & Linxi Chen & Michael Gates & Paul D. Henderson - 65-81 Hedge Funds vs. Alternative Risk Premia
by Philippe Jorion - 83-103 Boosting the Equity Momentum Factor in Credit
by Hendrik Kaufmann & Philip Messow & Jonas Vogt - 104-127 ESG Rating Disagreement and Stock Returns
by Rajna Gibson Brandon & Philipp Krueger & Peter Steffen Schmidt - 128-150 Tax-Loss Harvesting: An Individual Investor’s Perspective
by Kevin Khang & Thomas Paradise & Joel Dickson
July 2021, Volume 77, Issue 3
- 5-33 The Financial System Red in Tooth and Claw: 75 Years of Co-Evolving Markets and Technology
by Andrew W. Lo - 35-51 Volmageddon and the Failure of Short Volatility Products
by Patrick Augustin & Ing-Haw Cheng & Ludovic Van den Bergen - 53-68 Chinese and Global ADRs: The US Investor Experience
by Hendrik Bessembinder & Te-Feng Chen & Goeun Choi & K. C. John Wei - 69-92 To Bundle or Not to Bundle? A Review of Soft Commissions and Research Unbundling
by Micha Bender & Benjamin Clapham & Peter Gomber & Jascha-Alexander Koch - 93-108 Decarbonizing Everything
by Alexander Cheema-Fox & Bridget Realmuto LaPerla & George Serafeim & David Turkington & Hui (Stacie) Wang - 109-132 Hedge Fund Performance: End of an Era?
by Nicolas P.B. Bollen & Juha Joenväärä & Mikko Kauppila - 133-155 Predicting Bond Returns: 70 Years of International Evidence
by Guido Baltussen & Martin Martens & Olaf Penninga - 156-156 Correction
by The Editors
April 2021, Volume 77, Issue 2
- 5-20 Retirement Income Sufficiency through Personalised Glidepaths
by Michael E. Drew & Jason M. West - 21-42 Equity Investing in the Age of Intangibles
by Amitabh Dugar & Jacob Pozharny - 43-65 Risk Mitigation of Corporate Social Performance in US Class Action Lawsuits
by Daniel V. Fauser & Sebastian Utz - 66-82 Active Trading in ETFs: The Role of High-Frequency Algorithmic Trading
by Archana Jain & Chinmay Jain & Christine X. Jiang - 83-96 Maturity-Matched Bond Fund Performance
by Markus Natter & Martin Rohleder & Marco Wilkens - 97-123 Identifying Hedge Fund Skill by Using Peer Cohorts
by David Forsberg & David R. Gallagher & Geoffrey J. Warren - 124-151 Enhanced Portfolio Optimization
by Lasse Heje Pedersen & Abhilash Babu & Ari Levine - 152-152 Correction
by The Editors
January 2021, Volume 77, Issue 1
- 5-8 2020 Report to Readers
by Heidi Raubenheimer - 10-29 Levered and Inverse Exchange-Traded Products: Blessing or Curse?
by Colby J. Pessina & Robert E. Whaley - 30-42 Should Mutual Fund Investors Time Volatility?
by Feifei Wang & Xuemin (Sterling) Yan & Lingling Zheng - 44-67 Reports of Value’s Death May Be Greatly Exaggerated
by Robert D. Arnott & Campbell R. Harvey & Vitali Kalesnik & Juhani T. Linnainmaa - 69-88 Toward ESG Alpha: Analyzing ESG Exposures through a Factor Lens
by Ananth Madhavan & Aleksander Sobczyk & Andrew Ang - 90-100 Portfolio Choice with Path-Dependent Scenarios
by Mark Kritzman & Ding Li & Grace (TianTian) Qiu & David Turkington
October 2020, Volume 76, Issue 4
- 1-1 Our Thanks to Reviewers
by The Editors - 1-1 Correction
by The Editors - 5-21 Seventy-Five Years of Investing for Future Generations
by David Chambers & Elroy Dimson & Charikleia Kaffe - 23-39 The Shift from Active to Passive Investing: Risks to Financial Stability?
by Kenechukwu Anadu & Mathias Kruttli & Patrick McCabe & Emilio Osambela - 40-52 Impact Investing: Killing Two Birds with One Stone?
by Cornelia Caseau & Gilles Grolleau - 54-71 Conditional Volatility Targeting
by Dion Bongaerts & Xiaowei Kang & Mathijs van Dijk - 73-99 When Equity Factors Drop Their Shorts
by David Blitz & Guido Baltussen & Pim van Vliet - 101-118 Factor Exposure Variation and Mutual Fund Performance
by Manuel Ammann & Sebastian Fischer & Florian Weigert - 119-133 Provision of Longevity Insurance Annuities
by Dale Kintzel & John A. Turner - 134-142 Gold, the Golden Constant, and Déjà Vu
by Claude Erb & Campbell R. Harvey & Tadas Viskanta
July 2020, Volume 76, Issue 3
- 5-21 The Financial Analysts Journal and Investment Management
by William N. Goetzmann - 22-37 A Review of the Performance Measurement of Long-Term Mutual Funds
by Edwin J. Elton & Martin J. Gruber - 38-55 Targeting Retirement Security with a Dynamic Asset Allocation Strategy
by Adam Kobor & Arun Muralidhar - 57-79 Risk Management and the Optimal Combination of Equity Market Factors
by Roger Clarke & Harindra de Silva & Steven Thorley - 81-98 A Framework for Constructing Equity-Risk-Mitigation Portfolios
by Jamil Baz & Josh Davis & Steve Sapra & Normane Gillmann & Jerry Tsai - 99-108 An Empirical Evaluation of Tax-Loss-Harvesting Alpha
by Shomesh E. Chaudhuri & Terence C. Burnham & Andrew W. Lo - 110-133 A New Framework for Analyzing Market Share Dynamics among Fund Families
by Jan Jaap Hazenberg - 135-152 Decentralized Efficiency? Arbitrage in Bitcoin Markets
by Sinan Krückeberg & Peter Scholz
April 2020, Volume 76, Issue 2
- 5-14 The Efficient Market Hypothesis, the Financial Analysts Journal, and the Professional Status of Investment Management
by Stephen J. Brown - 15-25 The Big Market Delusion: Valuation and Investment Implications
by Bradford Cornell & Aswath Damodaran - 26-46 Public Sentiment and the Price of Corporate Sustainability
by George Serafeim - 47-69 When Managers Change Their Tone, Analysts and Investors Change Their Tune
by Marina Druz & Ivan Petzev & Alexander F. Wagner & Richard J. Zeckhauser - 70-81 The Equity Differential Factor in Currency Markets
by David Turkington & Alireza Yazdani - 82-102 Looking under the Hood of Active Credit Managers
by Diogo Palhares & Scott Richardson - 104-105 “In Defense of Portfolio Optimization: What If We Can Forecast?”: A Comment
by Richard O. Michaud & David N. Esch & Robert O. Michaud - 106-107 “In Defense of Portfolio Optimization: What If We Can Forecast?”: Author Response
by David Allen & Colin Lizieri & Stephen Satchell
January 2020, Volume 76, Issue 1
- 4-4 Correction
by The Editors - 6-8 2019 Report to Readers
by Heidi Raubenheimer - 11-18 The Dynamics of ETF Fees
by Travis Box & Ryan Davis & Kathleen Fuller - 20-37 Change Is a Good Thing
by David M. Blanchett, CFA & Michael S. Finke & James A. Licato - 38-61 The Tax Benefits of Separating Alpha from Beta
by Joseph Liberman & Clemens Sialm & Nathan Sosner & Lixin Wang - 63-81 Net Share Issuance and Asset Growth Effects: The Role of Managerial Incentives
by Shingo Goto & Zhao Wang & Shu Yan - 82-99 Option Investor Rationality Revisited: The Role of Exercise Boundary Violations
by Robert Battalio & Stephen Figlewski & Robert Neal
October 2019, Volume 75, Issue 4
- 5-6 Our Thanks to Reviewers
by The Editors - 8-35 Challenging the Conventional Wisdom on Active Management: A Review of the Past 20 Years of Academic Literature on Actively Managed Mutual Funds
by K.J. Martijn Cremers & Jon A. Fulkerson & Timothy B. Riley - 37-49 The Near-Term Forward Yield Spread as a Leading Indicator: A Less Distorted Mirror
by Eric C. Engstrom & Steven A. Sharpe - 51-63 Carry Investing on the Yield Curve
by Martin Martens & Paul Beekhuizen & Johan Duyvesteyn & Casper Zomerdijk - 65-83 Optimal Currency Hedging for International Equity Portfolios
by Jacob Boudoukh & Matthew Richardson & Ashwin Thapar & Franklin Wang - 84-102 Optimal Timing and Tilting of Equity Factors
by Hubert Dichtl & Wolfgang Drobetz & Harald Lohre & Carsten Rother & Patrick Vosskamp - 103-123 Corporate Governance, ESG, and Stock Returns around the World
by Mozaffar Khan - 124-142 Do Investors Consider Nonfinancial Risks When Building Portfolios?
by David M. Blanchett & Michael Guillemette
July 2019, Volume 75, Issue 3
- 1-4 Correction
by The Editors - 7-19 Are Passive Funds Really Superior Investments? An Investor Perspective
by Edwin J. Elton & Martin J. Gruber & Andre de Souza - 20-38 In Defense of Portfolio Optimization: What If We Can Forecast?
by David Allen & Colin Lizieri & Stephen Satchell - 39-69 Choosing and Using Utility Functions in Forming Portfolios
by Geoffrey J. Warren - 70-88 Machine Learning for Stock Selection
by Keywan Christian Rasekhschaffe & Robert C. Jones - 89-104 The Impact of Crowding in Alternative Risk Premia Investing
by Nick Baltas - 105-124 Financial Statement Anomalies in the Bond Market
by Steven S. Crawford & Pietro Perotti & Richard A. Price & Christopher J. Skousen - 125-131 Brokers or Investment Advisers? The US Public Perception
by Patrick A. Lach & Leisa Reinecke Flynn & G. Wayne Kelly
April 2019, Volume 75, Issue 2
- 5-7 2018 Report to Readers
by Heidi Raubenheimer - 8-9 Our Thanks to Reviewers
by The Editors - 11-13 In Memoriam: John C. Bogle
by Stephen J. Brown - 14-19 Crypto Assets Require Better Regulation: Statement of the Financial Economists Roundtable on Crypto Assets
by Franklin R. Edwards & Kathleen Hanley & Robert Litan & Roman L. Weil - 20-33 Spending Policy Customization for Institutional Preferences
by James Yaworski - 34-43 The Revenge of the Stock Pickers
by Hailey Lynch & Sébastien Page & Robert A. Panariello & James A. Tzitzouris & David Giroux - 44-61 What Is Quality?
by Jason Hsu & Vitali Kalesnik & Engin Kose - 62-78 Transaction Costs of Factor-Investing Strategies
by Feifei Li & Tzee-Man Chow & Alex Pickard & Yadwinder Garg - 79-90 Tax-Managed Factor Strategies
by Lisa R. Goldberg & Pete Hand & Taotao Cai - 91-104 Trusting Clients’ Financial Risk Tolerance Survey Scores
by Neil Hartnett & Paul Gerrans & Robert Faff
February 2019, Volume 75, Issue 1
- 2-3 Correction
by The Editors - 8-15 Can (Financial) Ignorance Be Bliss?
by Arun Muralidhar - 17-30 Long-Horizon Predictability: A Cautionary Tale
by Jacob Boudoukh & Ronen Israel & Matthew Richardson - 32-47 Missing the Mark: Mortgage Valuation Accuracy and Credit Modeling
by Alexander N. Bogin & William M. Doerner & William D. Larson - 48-62 The Returns to Private Debt: Primary Issuances vs. Secondary Acquisitions
by Douglas Cumming & Grant Fleming & Zhangxin (Frank) Liu - 64-83 Trends’ Signal Strength and the Performance of CTAs
by Gert Elaut & Péter Erdős - 85-102 Comparing Cost-Mitigation Techniques
by Robert Novy-Marx & Mihail Velikov
September 2018, Volume 74, Issue 4
- 6-9 Our #1 Challenge: Retirement Insecurity
by Charles D. Ellis - 11-23 Evaluating Spending Policies in a Low-Return Environment
by Peng Wang & Laura Chapman & Steven Peterson & Jon Spinney - 35-55 Buffett’s Alpha
by Andrea Frazzini & David Kabiller & Lasse Heje Pedersen - 57-85 Net Buybacks and the Seven Dwarfs
by Jean-François L’Her & Tarek Masmoudi & Ram Karthik Krishnamoorthy - 87-101 Corporate Political Strategies and Return Predictability
by Chansog (Francis) Kim & Incheol Kim & Christos Pantzalis & Jung Chul Park - 103-119 Fundamentals of Value versus Growth Investing and an Explanation for the Value Trap
by Stephen Penman & Francesco Reggiani
July 2018, Volume 74, Issue 3
- 6-6 The Financial Analysts Journal Welcomes Its New Managing Editor
by Gary Baker - 8-17 The Modern Corporation and the Public Interest
by John C. Bogle - 19-32 When Diversification Fails
by Sébastien Page & Robert A. Panariello - 42-53 Volatility Lessons
by Eugene F. Fama & Kenneth R. French - 54-68 Hedge Funds and Stock Price Formation
by Charles Cao & Yong Chen & William N. Goetzmann & Bing Liang - 70-85 Constructing Long-Only Multifactor Strategies: Portfolio Blending vs. Signal Blending
by Khalid Ghayur & Ronan Heaney & Stephen Platt - 87-103 Why and How Investors Use ESG Information: Evidence from a Global Survey
by Amir Amel-Zadeh & George Serafeim
April 2018, Volume 74, Issue 2
- 5-8 2017 Report to Readers
by Stephen J. Brown - 10-10 Our Thanks to Reviewers
by The Editors - 12-23 Everybody’s Doing It: Short Volatility Strategies and Shadow Financial Insurers
by Vineer Bhansali & Larry Harris