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Content
March 2007, Volume 63, Issue 2
- 76-89 Residual Income Approach to Equity Country Selection
by Stéphanie Desrosiers & Natacha Lemaire & Jean-François L’Her - 90-105 Understanding Changes in Corporate Credit Spreads
by Doron Avramov & Gergana Jostova & Alexander Philipov - 112-112 In the Future
by Rodney N. Sullivan
January 2007, Volume 63, Issue 1
- 6-6 Pensions or Penury?
by Richard M. Ennis - 8-10 2006 Report to Readers
by Rodney N. Sullivan - 12-13 “The Pension Problem: On Demographic Time Bombs and Odious Debt”: A Comment
by Dean LeBaron - 13-14 “The Pension Problem: On Demographic Time Bombs and Odious Debt”: CFA Institute Response
by Jeffrey J. Diermeier - 14-14 “A Great Company Can Be a Great Investment”: A Comment
by Jim Ware - 18-20 Where Were We?
by Charles D. Ellis - 21-25 Why We Need a Pension Revolution
by Keith Ambachtsheer - 26-30 Defined-Benefit and Defined-Contribution Plans of the Future
by Don Ezra - 31-45 Don’t Kill the Golden Goose! Saving Pension Plans
by M. Barton Waring & Laurence B. Siegel - 46-54 Why Not Trade Pension Claims?
by Bernard Dumas & Juerg Syz - 55-62 The Case against Stock in Public Pension Funds
by Lawrence N. Bader & Jeremy Gold - 63-67 A Mutual Fund to Yield Annuity-Like Benefits
by Ralph Goldsticker - 70-83 Corporate Governance of Pension Plans: The U.K. Evidence
by João F. Cocco & Paolo F. Volpin - 84-96 P/Es and Pension Funding Ratios
by Martin L. Leibowitz & Anthony Bova - 97-99 The Battle for the Soul of Capitalism (a review)
by Victor F. Morris & Martin S. Fridson - 101-102 Neural Networks in Finance: Gaining Predictive Edge in the Markets (a review)
by Mark S. Rzepczynski & Martin S. Fridson - 104-104 In the Future
by Rodney N. Sullivan
November 2006, Volume 62, Issue 6
- 6-8 Illusions and Delusions
by Robert D. Arnott - 10-10 “The Myth of the Absolute-Return Investor”: A Comment
by Alexander Kozhemiakin - 11-12 “The Myth of the Absolute-Return Investor”: Author Response
by M. Barton Waring & Laurence B. Siegel - 12-12 “Not All Deficits Are Created Equal”: A Comment
by Jerry H. Tempelman - 12-13 “Gridlock’s Gone, Now What?”: A Comment
by Peter L. Bernstein - 13-13 Errata
by The Editors - 15-20 Investor Suffrage Movement
by Glyn A. Holton - 22-26 Home-State Investment Bias in Venture Capital Funds
by Adam Lichtenstein - 27-39 Value Destruction and Financial Reporting Decisions
by John R. Graham & Campbell R. Harvey & Shiva Rajgopal - 40-51 Sector Effects in Developed vs. Emerging Markets
by Jianguo Chen & Andrea Bennett & Ting Zheng - 52-64 Region vs. Industry Effects and Volatility Transmission
by Pilar Soriano & Francisco Climent - 65-76 CreditGrades and the iTraxx CDS Index Market
by Hans Byström - 77-87 Withdrawal Location with Progressive Tax Rates
by Stephen M. Horan - 88-96 The Misuse of Expected Returns
by Eric Hughson & Michael Stutzer & Chris Yung - 98-99 Competing for Capital: Investor Relations in a Dynamic World (a review)
by Murad J. Antia & Martin S. Fridson - 99-100 All About Asset Allocation (a review)
by Ronald L. Moy & Martin S. Fridson - 100-101 Information Efficiency in Financial and Betting Markets (a review)
by Martin S. Fridson & Martin S. Fridson - 101-102 Analysis of Financial Time Series (a review)
by Mark S. Rzepczynski & Martin S. Fridson - 104-104 In the Future
by Rodney N. Sullivan
September 2006, Volume 62, Issue 5
- 6-9 What Is Wealth?
by Robert D. Arnott - 10-12 “Corporate Finance and Original Sin”: A Comment
by Robert M. Braun - 12-12 “Corporate Finance and Original Sin”: Author Response
by William J. Bernstein - 14-20 Life after the Big Board Goes Electronic
by Paul L. Davis & Michael S. Pagano & Robert A. Schwartz - 21-28 Gridlock’s Gone, Now What?
by Scott B. Beyer & Gerald R. Jensen & Robert R. Johnson - 29-46 Finding Alpha via Covered Index Writing
by Joanne M. Hill & Venkatesh Balasubramanian & Krag (Buzz) Gregory & Ingrid Tierens - 47-62 How Profitable Is Capital Structure Arbitrage?
by Fan Yu - 63-75 The Sense and Nonsense of Risk Budgeting
by Arjan B. Berkelaar & Adam Kobor & Masaki Tsumagari - 78-88 The January Effect
by Mark Haug & Mark Hirschey - 89-100 Why Company-Specific Risk Changes over Time
by James A. Bennett & Richard W. Sias - 101-102 Greenspan's Fraud: How Two Decades of His Policies Have Undermined the Global Economy (a review)
by Murad J. Antia & Martin S. Fridson - 102-103 Forerunners of Modern Financial Economics: A Random Walk in the History of Economic Thought, 1900–1950 (a review)
by Martin S. Fridson & Martin S. Fridson - 104-104 In the Future
by Rodney N. Sullivan
July 2006, Volume 62, Issue 4
- 6-8 Expectations Shortfall
by Robert D. Arnott - 10-10 “The Myth of the Absolute-Return Investor”: A Comment
by Dana N. Merrill - 11-11 “The Myth of the Absolute-Return Investor”: Author Response
by M. Barton Waring & Laurence B. Siegel - 11-12 “Long-Term Returns on the Original S&P 500 Companies”: A Comment
by Ned W. Schmidt - 12-12 “Long-Term Returns on the Original S&P 500 Companies”: Author Response
by Jeremy J. Siegel & Jeremy D. Schwartz - 14-19 After-Tax Asset Allocation
by William Reichenstein - 20-30 Revenue Recognition Certificates: A New Security
by Raymond A. LeClair & Evan Schulman - 31-47 Index Changes and Losses to Index Fund Investors
by Honghui Chen & Gregory Noronha & Vijay Singal - 48-61 Cash Flows, Accruals, and Future Returns
by Joshua Livnat & Massimo Santicchia - 62-75 Do We Accept Accrual Profits at Our Peril?
by Qiao Liu & Rong Qi - 76-85 Covariance Misspecification in Asset Allocation
by Steven P. Peterson & John T. Grier - 86-93 A Great Company Can Be a Great Investment
by Jeff Anderson & Gary Smith - 94-94 Managing Pension and Retirement Plans: A Guide for Employers, Administrators, and Other Fiduciaries (a review)
by Martin S. Fridson & Martin S. Fridson - 96-96 In the Future
by Rodney N. Sullivan
May 2006, Volume 62, Issue 3
- 6-8 Implementation Shortfall
by Robert D. Arnott - 12-19 Not All Deficits Are Created Equal
by John A. Tatom - 20-23 Corporate Finance and Original Sin
by William J. Bernstein - 24-31 Information Ratios and Batting Averages
by Neil Constable & Jeremy Armitage - 32-41 Governance and Performance Changes after Accusations of Corporate Fraud
by Dalia Marciukaityte & Samuel H. Szewczyk & Hatice Uzun & Raj Varma - 44-57 Effect of Reg FD on Information in Analysts’ Rating Changes
by Eurico J. Ferreira & Stanley D. Smith - 58-69 Dividend Payout and Future Earnings Growth
by Ping Zhou & William Ruland - 70-71 A Behavioral Approach to Asset Pricing (a review)
by Murad J. Antia & Martin S. Fridson - 71-72 Deals from Hell: M&A Lessons That Rise Above the Ashes (a review)
by Michael A. Martorelli & Martin S. Fridson - 72-72 Distressed Debt Analysis: Strategies for Speculative Investors (a review)
by Martin S. Fridson & Martin S. Fridson - 74-75 Fischer Black and the Revolutionary Idea of Finance (a review)
by Bob Litterman & Martin S. Fridson - 75-76 The Legacy of Fischer Black (a review)
by Emanuel Derman & Martin S. Fridson - 76-77 Pension Fund Politics: The Dangers of Socially Responsible Investing (a review)
by Martin S. Fridson & Martin S. Fridson - 77-78 Principles of Private Firm Valuation (a review)
by Murad J. Antia & Martin S. Fridson - 80-80 In the Future
by Rodney N. Sullivan
March 2006, Volume 62, Issue 2
- 8-10 The Fiduciary Time Line: Implications for Asset Allocation
by Robert D. Arnott - 12-12 “The Pension Problem: On Demographic Time Bombs and Odious Debt”: A Comment
by Joerg Schroeder - 12-13 “Hedge Funds: Risk and Return”: A Comment
by Edward J. Stavetski - 14-21 The Myth of the Absolute-Return Investor
by M. Barton Waring & Laurence B. Siegel - 22-34 Post-Earnings-Announcement Drift: The Role of Revenue Surprises
by Narasimhan Jegadeesh & Joshua Livnat - 36-46 Trimability and Fast Optimization of Long–Short Portfolios
by Bruce I. Jacobs & Kenneth N. Levy & Harry M. Markowitz - 47-68 Facts and Fantasies about Commodity Futures
by Gary Gorton & K. Geert Rouwenhorst - 69-97 The Strategic and Tactical Value of Commodity Futures
by Claude B. Erb & Campbell R. Harvey - 98-106 Do Precious Metals Shine? An Investment Perspective
by David Hillier & Paul Draper & Robert Faff - 107-108 Why the Bubble Burst: U.S. Stock Market Performance since 1982 (a review)
by Victor F. Morris & Martin S. Fridson - 108-109 Using Investor Relations to Maximize Equity Valuation (a review)
by Michael A. Martorelli & Martin S. Fridson - 109-109 The Oxford Guide to Financial Modeling: Applications for Capital Markets, Corporate Finance, Risk Management, and Financial Institutions (a review)
by Mark S. Rzepczynski & Martin S. Fridson - 112-112 In The Future
by Rodney N. Sullivan
January 2006, Volume 62, Issue 1
- 8-9 2005 Report to Readers
by Rodney N. Sullivan & Robert D. Arnott - 10-11 “Determinants of Portfolio Performance—20 Years Later”: A Comment
by Mark Kritzman - 11-12 “Determinants of Portfolio Performance—20 Years Later”: Author's Response
by L. Randolph Hood - 13-13 “Determinants of Portfolio Performance—20 Years Later”: Author's Response
by Gary P. Brinson - 13-14 “Convertible Bonds: How Much Equity, How Much Debt?”: A Comment
by David M. Epstein - 18-31 Long-Term Returns on the Original S&P 500 Companies
by Jeremy J. Siegel & Jeremy D. Schwartz - 32-34 Fault the Tax Code for Low Dividend Payouts
by Murad J. Antia & Richard L. Meyer - 36-53 International Evidence on the Payout Ratio, Earnings, Dividends, and Returns
by Owain ap Gwilym & James Seaton & Karina Suddason & Stephen Thomas - 54-70 A Point-in-Time Perspective on Through-the-Cycle Ratings
by Edward I. Altman & Herbert A. Rijken - 71-80 Corporate Failure and Equity Valuation
by Sherrill Shaffer - 81-96 Chronic Bias in Earnings Forecasts
by Seung-Woog Kwag & Ronald E. Shrieves - 97-109 Human Capital, Asset Allocation, and Life Insurance
by Peng Chen & Roger G. Ibbotson & Moshe A. Milevsky & Kevin X. Zhu - 110-110 Profits You Can Trust (a review)
by Michael A. Martorelli & Martin S. Fridson - 112-112 In The Future
by Rodney N. Sullivan
November 2005, Volume 61, Issue 6
- 8-9 Letter to Readers
by Katrina F. Sherrerd - 10-11 FAJ Book Reviews: For Relevance, Value, and Scope
by Martin S. Fridson - 12-17 The Pension Problem: On Demographic Time Bombs and Odious Debt
by Robert D. Arnott - 18-21 Biases and Lessons
by Henry Kaufman - 22-35 The Relentless Rules of Humble Arithmetic
by John C. Bogle - 36-54 Rubble Logic: What Did We Learn from the Great Stock Market Bubble?
by Clifford S. Asness - 55-59 Capital Ideas: From the Past to the Future
by Peter L. Bernstein - 61-73 Perspectives on the Equity Risk Premium
by Jeremy J. Siegel - 74-77 Retirement Income Guarantees Are Expensive
by Don Ezra - 78-79 Remember the Age and Purpose of Our Profession
by Jeffrey J. Diermeier - 80-88 Hedge Funds: Risk and Return
by Burton G. Malkiel & Atanu Saha - 89-100 A Sustainable Spending Rate without Simulation
by Moshe A. Milevsky & Chris Robinson - 101-102 Hidden Financial Risk: Understanding Off-Balance Sheet Accounting (a review)
by Martin S. Fridson & Martin S. Fridson - 104-104 In The Future
by Rodney N. Sullivan
September 2005, Volume 61, Issue 5
- 6-8 Determinants of Portfolio Performance—20 Years Later
by Randolph L. Hood - 12-15 Disentangling Size and Value
by Robert D. Arnott - 17-30 Market Efficiency: A Theoretical Distinction and So What?
by Harry M. Markowitz - 32-39 Alpha Hunters and Beta Grazers
by Martin L. Leibowitz - 40-43 Consistent Alpha Generation through Structure
by William H. Gross - 44-51 Are Active Management Fees Too High?
by Richard M. Ennis - 52-64 Implementation Efficiency
by Richard Grinold - 65-69 Why Market-Valuation-Indifferent Indexing Works
by Jack Treynor - 70-83 Performance Attribution and the Fundamental Law
by Roger Clarke & Harindra de Silva & Steven Thorley - 84-84 The Sociology of Financial Markets (a review)
by Martin S. Fridson & Martin S. Fridson - 85-86 The Secrets of Economic Indicators: Hidden Clues to Future Economic Trends and Investment Opportunities (a review)
by Mark S. Rzepczynski & Martin S. Fridson - 88-88 In The Future
by Rodney N. Sullivan
July 2005, Volume 61, Issue 4
- 6-8 Ideas for the People Who Make the Decisions
by Jack Treynor - 10-13 Performance Fees: The Good, the Bad, and the (Occasionally) Ugly
by Robert D. Arnott - 15-18 The Present and Future of Empirical Finance
by Clive W.J. Granger - 20-23 A Step Backward Might Be a Good Thing
by David I. Fisher - 24-28 The Future of Investment Management
by Gary P. Brinson - 29-41 Aristotle on Investment Decision Making
by Abby Joseph Cohen - 42-46 From Theory to Practice
by John J. Nagorniak - 47-59 Determinants of Flows into Retail Bond Funds
by Xinge Zhao - 60-69 Optimized Geometric Attribution
by Jose Menchero - 70-82 Allocation Betas
by Martin L. Leibowitz & Anthony Bova - 83-90 More on Monetary Policy and Stock Price Returns
by J. Benson Durham - 92-93 The Equity Culture: The Story of the Global Stock Market (a review)
by Martin S. Fridson & Martin S. Fridson - 96-96 In The Future
by Rodney N. Sullivan
May 2005, Volume 61, Issue 3
- 6-7 Financial Analysts Journal: Marrying the Academic and Practitioner Worlds
by Edmund A. Mennis - 12-17 A Provocative Year: Guest Editorial
by Rodney N. Sullivan - 18-18 “Is Fed Policy Still Relevant for Investors?”: A Comment
by Erik Benrud - 18-20 “Is Fed Policy Still Relevant for Investors?”: Authors' Response
by C. Mitchell Conover & Gerald R. Jensen & Robert R. Johnson & Jeffrey M. Mercer - 21-25 The Investment Value of an Idea
by Jack Treynor - 27-40 The Structured Finance Market: An Investor's Perspective
by Frank J. Fabozzi - 42-44 Good News!
by J. Parker Hall - 45-58 Ethics and Investment Management: True Reform
by Marianne M. Jennings - 59-64 Monkey Business: A Neo-Darwinist Approach to Ethics Codes
by John Dobson - 65-79 The Economics of Short-Term Performance Obsession
by Alfred Rappaport - 80-82 Solving the Mystery of Stock Futures
by Philip McBride Johnson - 83-95 Disclosure and the Loan Spread on Private Debt
by Sumon C. Mazumdar & Partha Sengupta - 96-102 Interpretation and Use of Auditor Fee Disclosures
by Denise Dickins & Julia Higgs - 104-104 In The Future
by Rodney N. Sullivan
March 2005, Volume 61, Issue 2
- 6-7 Early Days at the Financial Analysts Journal
by Irving Kahn - 10-14 What Cost “Noise”?
by Robert D. Arnott - 16-16 “How to Value Employee Stock Options”: A Comment
by Larry J. Johnson - 17-17 “How to Value Employee Stock Options”: Authors' Response
by John Hull & Alan White - 18-18 “Sustainable Spending in a Lower-Return World”: Author's Response
by Robert D. Arnott - 19-24 History Lessons for 21st Century Investment Managers
by Paul McCulley - 25-30 Dividends and the Frozen Orange Juice Syndrome
by Peter L. Bernstein - 31-37 Normal Investors, Then and Now
by Meir Statman - 38-43 Value and Risk: Beyond Betas
by Aswath Damodaran - 44-50 Convertible Bonds: How Much Equity, How Much Debt?
by Marcelle Arak & L. Ann Martin - 51-63 The Eco-Efficiency Premium Puzzle
by Jeroen Derwall & Nadja Guenster & Rob Bauer & Kees Koedijk - 64-82 Understanding Momentum
by Alan Scowcroft & James Sefton - 83-99 Fundamental Indexation
by Robert D. Arnott & Jason Hsu & Philip Moore - 100-101 Investment Manager Analysis: A Comprehensive Guide to Portfolio Selection, Monitoring, and Optimization (a review)
by Murad J. Antia & Martin S. Fridson - 101-102 Paul Volcker: The Making of a Financial Legend (a review)
by Victor F. Morris & Martin S. Fridson - 104-104 In The Future
by Rodney N. Sullivan
January 2005, Volume 61, Issue 1
- 6-8 Financial Analysts Journal: An Obligation to Lead
by Jeffrey J. Diermeier - 10-11 Financial Analysts Journal: A Tradition of Public Service
by Thomas A. Bowman - 12-14 Whither Finance Theory?
by Robert D. Arnott - 15-24 The Mutual Fund Industry 60 Years Later: For Better or Worse?
by John C. Bogle - 25-26 Our Role in Corporate Malfeasance
by Dean LeBaron - 27-28 Investing Success in Two Easy Lessons
by Charles D. Ellis - 29-33 Beyond Portfolio Theory: The Next Frontier
by Keith Ambachtsheer - 34-44 The Term Structure of the Risk–Return Trade-Off
by John Y. Campbell & Luis M. Viceira - 45-56 Practical Issues in Forecasting Volatility
by Ser-Huang Poon & Clive Granger - 57-69 A Delegated-Agent Asset-Pricing Model
by Bradford Cornell & Richard Roll - 70-79 Is Fed Policy Still Relevant for Investors?
by C. Mitchell Conover & Gerald R. Jensen & Robert R. Johnson & Jeffrey M. Mercer - 80-81 Equity Markets in Action: The Fundamentals of Liquidity, Market Structure & Trading (a review)
by Murad J. Antia & Martin S. Fridson - 81-82 Financial Dynamics: A System for Valuing Technology Companies (a review)
by Ronald L. Moy & Martin S. Fridson - 82-83 Hedge Fund Risk Fundamentals (a review)
by Murad J. Antia & Martin S. Fridson - 84-85 Principles of Financial Engineering (a review)
by Emanuel Derman & Martin S. Fridson - 85-85 My Life as a Quant: Reflections on Physics and Finance (a review)
by Martin S. Fridson & Martin S. Fridson - 88-88 In The Future
by Rodney N. Sullivan
November 2004, Volume 60, Issue 6
- 6-10 Can We Keep Our Promises?
by Robert D. Arnott - 12-12 “The Diversification Puzzle”: A Comment
by An Interested Reader - 14-14 “Stock Options and the Lying Liars Who Don't Want to Expense Them”: Author's Response
by Clifford S. Asness - 14-15 “Stock Options and the Lying Liars Who Don't Want to Expense Them”: A Comment
by Kathryn M. Welling