Financial Analysts Journal

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The goal of the Financial Analysts Journal is to advance the knowledge and understanding of the practice of investment management through the publication of high-quality, practitioner-relevant research. The FAJ should serve as a:

  • Bridge between academic research and practice by seeking academically rigorous papers that have direct relevance to practitioners
  • Forum for presenting practitioner research
  • Forum for the perspectives of leading practitioners, academics, and regulators about our industry[1]

Financial Planning Articles

2010

  • Meir Statman, 2010, "What Investors Really Want", Financial Analysts Journal, 2010-March/April Volume 66 8-10
  • Martin L. Leibowitz, Anthony Bova, 2010, "Return Targets and Percentile Fans", Financial Analysts Journal, 2010-January/February Volume 66 p. 28-40
  • Bradford Cornell, 2010, "Economic Growth and Equity Investing", Financial Analysts Journal, 2010-January/February Volume 66 p. 54-64
  • James X. Xiong, Roger G. Ibbotson, Thomas M. Idzorek, Peng Chen, 2010, "The Equal Importance of Asset Allocation and Active Management", Financial Analysts Journal, 2010-March/April Volume 66 p. 22-30
  • Roger M. Edelen, Alan J. Marcus, Hassan Tehranian, 2010, "Relative Sentiment and Stock Returns", Financial Analysts Journal, 2010-July/August Volume 66
  • Heather S. Knewtson, Richard W. Sias, David A. Whidbee, 2010, "Style Timing with Insiders", Financial Analysts Journal, 2010-July/August Volume 66
  • William F. Sharpe, 2010, "Adaptive Asset Allocation Policies", Financial Analysts Journal, 2010-May/June Volume 66 p. 45-59
  • Rajesh K. Aggarwal, Philippe Jorion, 2010, "Hidden Survivorship in Hedge Fund Returns", Financial Analysts Journal, 2010-March/April Volume 66 p. 69-74
  • Roger G. Ibbotson, 2010, "The Importance of Asset Allocation", Financial Analysts Journal, 2010-March/April Volume 66 p. 18-20
  • Binh Do, Robert W. Faff, 2010, "Does Simple Pairs Trading Still Work?", Financial Analysts Journal, 2010-July/August Volume 66
  • Laurence B. Siegel, 2010, "Black Swan or Black Turkey? The State of Economic Knowledge and the Crash of 2007–2009", Financial Analysts Journal, 2010-July/August Volume 66
  • Avraham Kamara, Xiaoxia Lou, Ronnie Sadka, 2010, "Has the U.S. Stock Market Become More Vulnerable over Time?", Financial Analysts Journal, 2010-January/February Volume 66 p. 41-52
  • Mark Kritzman, Sébastien Page, David Turkington, 2010, "In Defense of Optimization: The Fallacy of 1/N", Financial Analysts Journal, 2010-March/April Volume 66 p. 31-39
  • Philippe Bertrand, 2010, "Another Look at Portfolio Optimization under Tracking-Error Constraints", Financial Analysts Journal, 2010-May/June Volume 66 p. 78-90
  • Rodney N. Sullivan, 2010, "Speculative Leverage: A False Cure for Pension Woes", Financial Analysts Journal, 2010-May/June Volume 66 p. 6-8
  • William Poole, 2010, "Ending Moral Hazard", Financial Analysts Journal, 2010-May/June Volume 66 p. 17-24
  • James W. Deitrick, 2010, "What Analysts Should Know about FAS No. 141R and FAS No. 160", Financial Analysts Journal, 2010-May/June Volume 66 p. 38-44
  • Armen Hovakimian, Ekkachai Saenyasiri, 2010, "Conflicts of Interest and Analyst Behavior: Evidence from Recent Changes in Regulation", Financial Analysts Journal, 2010-July/August Volume 66
  • Gerardo Palazzo, Stefano Nobili, 2010, "Explaining and Forecasting Bond Risk Premiums", Financial Analysts Journal, 2010-July/August Volume 66
  • Andrew L. Berkin, Christopher G. Luck, 2010, "Having Your Cake and Eating It Too: The Before- and After-Tax Efficiencies of an Extended Equity Mandate", Financial Analysts Journal, 2010-July/August Volume 66

2009

  • John C. Bogle, 2009, "The End of 'Soft Dollars'?", Financial Analysts Journal, 2009-Apr Volume 65 p. 48-53
  • Sumon C. Mazumdar, Vikram Nanda, Rahul Surana, 2009, "Using Auctions to Price Employee Stock Options: The Case of Zions Bancorporation ESOARS", Financial Analysts Journal, 2009-November/December Volume 65 p. 79-99
  • Raymond Kan, Guofu Zhou, 2009, "What Will the Likely Range of My Wealth Be?", Financial Analysts Journal, 2009-July/August Volume 65 p. 68-77
  • Derwall Jeroen, Joop Huij, Dirk Brounen, Wessel Marquering, 2009, "REIT Momentum and the Performance of Real Estate Mutual Funds", Financial Analysts Journal, 2009-September/October Volume 65 p. 24-34
  • Clifton Green, Narasimhan Jegadeesh, Yue Tang, 2009, "Gender and Job Performance: Evidence from Wall Street", Financial Analysts Journal, 2009-November/December Volume 65 p. 65-78
  • Darshana D. Palkar Stephen E. Wilcox 2009, "Adjusted Earnings Yields and Real Rates of Return", Financial Analysts Journal, 2009-September/October Volume 65 p. 66-79
  • Marc R. Reinganum, 2009, "Setting National Priorities: Financial Challenges Facing the Obama Administration", Financial Analysts Journal, 2009- Volume 65 p. 32-35
  • Richard M. Ennis, 2009, "The Uncorrelated Return Myth", Financial Analysts Journal, 2009-November/December Volume 65 p. 6-7
  • Scott D. Stewart, John J. Neumann, Christopher R. Knittel, Jeffrey Heisler, 2009, "Absence of Value: An Analysis of Investment Allocation Decisions by Institutional Plan Sponsors", Financial Analysts Journal, 2009-November/December Volume 65 p. 34-51
  • Don Ezra, 2009, "The Second Moment", Financial Analysts Journal, 2009- Volume 65 p. 34 (4 pages)
  • Meir Statman, Denys Glushkov, 2009, "The Wages of Social Responsibility", Financial Analysts Journal, 2009-July/August Volume 65 p. 33-46
  • Tarun Chordia, Amit Goyal, Gil Sadka, Ronnie Sadka, 2009, "Liquidity and the Post-Earnings-Announcement Drift", Financial Analysts Journal, 2009-July/August Volume 65 p. 18-32
  • Dalia Marciukaityte, Samuel H. Szewczyk, Raj Varma, 2009, "Voluntary vs. Forced Financial Restatements: The Role of Board Independence", Financial Analysts Journal, 2009-September/October Volume 65 p. 51-65
  • Olubunmi Faleye, 2009, "Classified Boards, Stability, and Strategic Risk Taking", Financial Analysts Journal, 2009-January/February Volume 65 p. 54-65
  • Meir Statman, 2009, "Regulating Financial Markets: Protecting Us from Ourselves and Others", Financial Analysts Journal, 2009-May/June Volume 65 p. 22-31
  • Jerry Sun, 2009, "Governance Role of Analyst Coverage and Investor Protection", Financial Analysts Journal, 2009-November/December Volume 65 p. 52-64
  • David Blake, Andrew J. G. Cairns, Kevin Dowd, 2009, "Designing a Defined-Contribution Plan: What to Learn from Aircraft Designers", Financial Analysts Journal, 2009-January/February Volume 65 p. 37-42
  • James Adams, Donald J. Smith, 2009, "Mind the Gap: Using Derivatives Overlays to Hedge Pension Duration", Financial Analysts Journal, 2009-July/August Volume 65 p. 60-67

2008

  • Alon Brav, Wei Jiang, Frank Partnoy, Randall S. Thomas 2008, "The Returns to Hedge Fund Activism", Financial Analysts Journal, 2008-November/December Volume 64 p. 45-61
  • Joshua Livnat, Germán López-Espinosa, 2008, "Quarterly Accruals or Cash Flows in Portfolio Construction?", Financial Analysts Journal, 2008- Volume 64 p. 67-79
  • Philippe Jorion, 2008, "Risk Management for Event-Driven Funds", Financial Analysts Journal, 2008-January/February Volume 64 p. 61-73
  • Neil Brisley, Chris K. Anderson, 2008, "Employee Stock Option Valuation with an Early Exercise Boundary", Financial Analysts Journal, 2008-September/October Volume 64 p. 88-100
  • Martin Eling 2008, "Does the Measure Matter in the Mutual Fund Industry?", Financial Analysts Journal, 2008- Volume 64 p. 54-66
  • Jie Cai, Todd Houge, 2008, "Long-Term Impact of Russell 2000 Index Rebalancing", Financial Analysts Journal, 2008-July/August Volume 64 p. 76-91
  • Lawrence D. Brown, Gerald D. Gay, Marian Turac, 2008, "Creating a ‘Smart’ Conditional Consensus Forecast", Financial Analysts Journal, 2008-November/December Volume 64 p. 74-86
  • Roger G. Clarke, Harindra de Silva, Steven Sapra, Steven Thorley, 2008, "Long–Short Extensions: How Much Is Enough?", Financial Analysts Journal, 2008-January/February Volume 64 p. 16-30
  • Lawrence Morgan, 2008, "Combination Hedges Applied to U.S. Markets", Financial Analysts Journal, 2008-January/February Volume 64 p. 74-84
  • Ying Duan, Gang Hu, R. David McLean, 2008, "When Is Stock Picking Likely to Be Successful? Evidence from Mutual Funds", Financial Analysts Journal, 2008- Volume 65 p. 55-66
  • Kuntara Pukthuanthong, Lee R. Thomas III, 2008, "Weak-Form Efficiency in Currency Markets", Financial Analysts Journal, 2008- Volume 64 p. 31-52
  • Paul D. Kaplan, 2008, "Why Fundamental Indexation Might—or Might Not—Work", Financial Analysts Journal, 2008-January/February Volume 64 p. 32-39
  • Richard Manley, Christian H. Müller-Glissmann, 2008, "The Market for Dividends and Related Investment Strategies (corrected)", Financial Analysts Journal, 2008- Volume 64 p. 17-29
  • Jose Menchero, Vijay Poduri, 2008, "Custom Factor Attribution", Financial Analysts Journal, 2008-March/April Volume 64 p. 81-92
  • Jason S. Scott, 2008, "The Longevity Annuity: An Annuity for Everyone?", Financial Analysts Journal, 2008-January/February Volume 64 p. 40-48
  • Thomas K. Philips, Arun Muralidhar, 2008, "Saving Social Security: A Better Approach", Financial Analysts Journal, 2008-November/December Volume 64 p. 62-73
  • Dr. Moshe A. Milevsky, Vladyslav Kyrychenko, 2008, "Portfolio Choice with Puts, Evidence from Variable Annuities", Financial Analysts Journal, 2008- Volume 64 p. 80 (17 pages)

2007

  • John Watson, Mark McNaughton, 2007, "Gender Differences in Risk Aversion and Expected Retirement Benefits", Financial Analysts Journal, 2007-July/August Volume 63 52-62
  • Zvi Bodie, Jonathan Treussard, 2007, "Making Investment Choices as Simple as Possible, but Not Simpler", Financial Analysts Journal, 2007-May/June Volume 63 42-47
  • Randall A. Heron, Erik Lie, Tod Perry, 2007, "On the Use (and Abuse) of Stock Option Grants", Financial Analysts Journal, 2007-May/June Volume 63 p. 17-27
  • Charles D. Ellis, 2007, "Where Were We?", Financial Analysts Journal, 2007-January/February Volume 63 p. 18-20
  • Ilya Figelman 2007, "Interaction of Stock Return Momentum with Earnings Measures", Financial Analysts Journal, 2007-May/June Volume 63 p. 71-78
  • Stephen E. Wilcox 2007, "The Adjusted Earnings Yield", Financial Analysts Journal, 2007-September/October Volume 63 p. 54-68
  • David T. Brown, Gideon Ozik, Daniel Scholz, 2007, "Rebalancing Revisited: The Role of Derivatives", Financial Analysts Journal, 2007-September/October Volume 63 p. 32-44
  • Raman Vardharaj, Frank J. Fabozzi, 2007, "Sector, Style, Region: Explaining Stock Allocation Performance", Financial Analysts Journal, 2007-May/June Volume 63 p. 59-70
  • Bruce I. Jacobs, Kenneth N. Levy, 2007, "20 Myths about Enhanced Active 120–20 Strategies", Financial Analysts Journal, 2007-July/August Volume 63 p. 19-26
  • William F. Sharpe, 2007, "Expected Utility Asset Allocation", Financial Analysts Journal, 2007-September/October Volume 63 p. 18-30
  • Louis K. C. Chan, Josef Lakonishok, Bhaskaran Swaminathan, 2007, "Industry Classifications and Return Comovement", Financial Analysts Journal, 2007- Volume 63 p. 56-70
  • Eugene F. Fama, Kenneth R. French, 2007, "The Anatomy of Value and Growth Stock Returns", Financial Analysts Journal, 2007- Volume 63 p. 44-54
  • Robin M. Greenwood,, Nathan Sosner, 2007, "Trading Patterns and Excess Comovement of Stock Returns", Financial Analysts Journal, 2007-September/October Volume 63 p. 69-81
  • Richard Sias, 2007, "Causes and Seasonality of Momentum Profits", Financial Analysts Journal, 2007-March/April Volume 63 p. 48-54
  • André F. Perold, 2007, "Fundamentally Flawed Indexing", Financial Analysts Journal, 2007- Volume 63 p. 31-37
  • Eugene F. Fama, Kenneth R. French, 2007, "Migration", Financial Analysts Journal, 2007-May/June Volume 63 p. 48-58
  • Robert A. Prentice, 2007, "Ethical Decision Making: More Needed Than Good Intentions", Financial Analysts Journal, 2007- Volume 63 p. 17-30
  • Meir Statman, 2007, "Local Ethics in a Global World", Financial Analysts Journal, 2007-May/June Volume 63 p. 32-41
  • Wei-Yin Hu, Jason S. Scott, 2007, "Behavioral Obstacles in the Annuity Market", Financial Analysts Journal, 2007- Volume 63 p. 71-82
  • Ralph Goldsticker, 2007, "A Mutual Fund to Yield Annuity-Like Benefits", Financial Analysts Journal, 2007- Volume 63 p. 63 (6 pages)
  • Alistair Byrne, David Blake, Andrew J. G. Cairns, Kevin Dowd, 2007, "Default Funds in U.K. Defined-Contribution Plans (corrected)", Financial Analysts Journal, 2007-July/August Volume 63 p. 40-51
  • João F. Cocco, Paolo F. Volpin, 2007, "Corporate Governance of Pension Plans: The U.K. Evidence", Financial Analysts Journal, 2007-JanuaryFebruary Volume 63 p. 70-83
  • Lawrence N. Bader , Jeremy Gold, 2007, "The Case against Stock in Public Pension Funds", Financial Analysts Journal, 2007-January/February Volume 63 p. 55-62
  • M. Barton Waring, Laurence B. Siegel, 2007, "Don’t Kill the Golden Goose! Saving Pension Plans", Financial Analysts Journal, 2007-JanuaryFebruary Volume 63 p. 31-45
  • Bernard Dumas, Juerg Syz, 2007, "Why Not Trade Pension Claims?", Financial Analysts Journal, 2007-January/February Volume 63 p. 46-54
  • Keith Ambachtsheer, 2007, "Why We Need a Pension Revolution", Financial Analysts Journal, 2007-January/February Volume 63 p. 21-25
  • Don Ezra, 2007, "Defined-Benefit and Defined-Contribution Plans of the Future", Financial Analysts Journal, 2007-January/February Volume 63 p. 26-30
  • Richard M. Ennis, 2007, "What Ails Public Pensions?", Financial Analysts Journal, 2007- Volume 63 p. 38-43
  • Jinliang Li, Robert Mooradian, 2007, "Is Illiquidity a Risk Factor? A Critical Look at Commission Costs", Financial Analysts Journal, 2007-July/August Volume 63 p. 28-39

2006

  • Gary Gorton, K. Geert Rouwenhorst, 2006, "Facts and Fantasies about Commodity Futures", Financial Analysts Journal, 2006- Volume 62 p. 47-68
  • Eric Hughson Michael Stutzer Chris Yung 2006, "The Misuse of Expected Returns", Financial Analysts Journal, 2006-November/December Volume 62 p. 88-96
  • Neil Constable Jeremy Armitage 2006, "Information Ratios and Batting Averages", Financial Analysts Journal, 2006-May/June Volume 62 p. 24-31
  • Ping Zhou William Ruland 2006, "Dividend Payout and Future Earnings Growth", Financial Analysts Journal, 2006- Volume 62 p. 58-69
  • Peng Chen, Roger G. Ibbotson, Dr. Moshe A. Milevsky, Kevin X. Zhu, 2006, "Human Capital, Asset Allocation, and Life Insurance", Financial Analysts Journal, 2006-January/February Volume 62 p. 97-109
  • Bruce I. Jacobs, Kenneth N. Levy, Harry M. Markowitz, 2006, "Trimability and Fast Optimization of Long–Short Portfolios", Financial Analysts Journal, 2006- Volume 62 p. 36-46
  • Jianguo Chen, Andrea Bennett, Ting Zheng, 2006, "Sector Effects in Developed vs. Emerging Markets", Financial Analysts Journal, 2006-November/December Volume 62 p. 40-51
  • Steven P. Peterson, John T. Grier, 2006, "Covariance Misspecification in Asset Allocation", Financial Analysts Journal, 2006-July/August Volume 62 p. 76-85
  • Jeremy J. Siegel, Jeremy D. Schwartz, 2006, "Long-Term Returns on the Original S&P 500 Companies", Financial Analysts Journal, 2006-January/February Volume 62 p. 18-31
  • Martin S. Fridson, 2006, "Pension Fund Politics, The Dangers of Socially Responsible Investing", Financial Analysts Journal, 2006- Volume 62 p. 76 (2 pages)
  • Claude B. Erb, Campbell R. Harvey, 2006, "The Strategic and Tactical Value of Commodity Futures", Financial Analysts Journal, 2006- Volume 62 p. 69-97
  • Stephen M. Horan, 2006, "Withdrawal Location with Progressive Tax Rates", Financial Analysts Journal, 2006-November/December Volume 62 p. 77-87
  • Murad J. Antia, Richard L. Meyer, 2006, "Fault the Tax Code for Low Dividend Payouts", Financial Analysts Journal, 2006-January/February Volume 62 p. 32-34
  • Dr. William Reichenstein, 2006, "After-Tax Asset Allocation", Financial Analysts Journal, 2006-July/August Volume 62 p. 14-19

2005

  • Gary P. Brinson, 2005, "The Future of Investment Management", Financial Analysts Journal, 2005-July/August Volume 61 p. 24-28
  • David I. Fisher, 2005, "A Step Backward Might Be a Good Thing", Financial Analysts Journal, 2005-July/August Volume 61 p. 20-23
  • Martin L. Leibowitz Anthony Bova 2005, "Allocation Betas", Financial Analysts Journal, 2005-July/August Volume 61 p. 70-82
  • Aswath Damodaran 2005, "Value and Risk: Beyond Betas", Financial Analysts Journal, 2005- Volume 61 p. 38-43
  • Jose Menchero 2005, "Optimized Geometric Attribution", Financial Analysts Journal, 2005-July/August Volume 61 p. 60-69
  • C. Mitchell Conover, Gerald R. Jensen, Robert R. Johnson, Jeffrey M. Mercer, 2005, "Is Fed Policy Still Relevant for Investors?", Financial Analysts Journal, 2005-January/February Volume 61 p. 70-79
  • J. Benson Durham, 2005, "More on Monetary Policy and Stock Price Returns", Financial Analysts Journal, 2005-July/August Volume 61 p. 83-90
  • Roger G. Clarke, Harindra de Silva, Steven Thorley, 2005, "Performance Attribution and the Fundamental Law", Financial Analysts Journal, 2005-September/October Volume 61 p. 70-83
  • Bradford Cornell, Richard Roll, 2005, "A Delegated-Agent Asset-Pricing Model", Financial Analysts Journal, 2005-January/February Volume 61 p. 57-69
  • Richard M. Ennis, 2005, "Are Active Management Fees Too High?", Financial Analysts Journal, 2005-September/October Volume 61 p. 44-51
  • Richard C. Grinold, 2005, "Implementation Efficiency", Financial Analysts Journal, 2005-September/October Volume 61 52-64
  • William Fung, David A. Hsieh, 2004, "Hedge Fund Benchmarks: A Risk-Based Approach", Financial Analysts Journal, 2004-September/October Volume 60 p. 65-80
  • Ronald N. Kahn, 2004, "What Investors Can Learn from a Very Alternative Market", Financial Analysts Journal, 2004-September/October Volume 60 p. 17-20
  • Jack Treynor, 2005, "Why Market-Valuation-Indifferent Indexing Works", Financial Analysts Journal, 2005-September/October Volume 61 p. 65-69
  • John Y. Campbell, Luis M. Viceira, 2005, "The Term Structure of the Risk–Return Trade-Off", Financial Analysts Journal, 2005-January/February Volume 61 p. 34-44
  • Abby Joseph Cohen, 2005, "Aristotle on Investment Decision Making", Financial Analysts Journal, 2005-July/August Volume 61 p. 29-41
  • John J. Nagorniak, 2005, "From Theory to Practice", Financial Analysts Journal, 2005-July/August Volume 61 p. 42-46
  • Robert D. Arnott, Jason Hsu, Philip Moore, 2005, "Fundamental Indexation", Financial Analysts Journal, 2005- Volume 61 p. 83-99
  • Harry M. Markowitz, 2005, "Market Efficiency: A Theoretical Distinction and So What?", Financial Analysts Journal, 2005-September/October Volume 61 p. 17-30
  • Keith Ambachtsheer, 2005, "Beyond Portfolio Theory: The Next Frontier", Financial Analysts Journal, 2005-January/February Volume 61 p. 29-33
  • Clive W. J. Granger, 2005, "The Present and Future of Empirical Finance", Financial Analysts Journal, 2005-July/August Volume 61 p. 15-18
  • Jeroen Derwall, Nadja Guenster, Rob Bauer, Kees Koedijk, 2005, "The Eco-Efficiency Premium Puzzle", Financial Analysts Journal, 2005- Volume 61 p. 51-63
  • Jeffrey J. Diermeier, 2005, "Remember the Age and Purpose of Our Profession", Financial Analysts Journal, 2005-November/December Volume 61 p. 78-79
  • John Dobson, 2005, "Monkey Business: A Neo-Darwinist Approach to Ethics Codes", Financial Analysts Journal, 2005-May/June Volume 61 p. 59-64
  • Alfred Rappaport, 2005, "The Economics of Short-Term Performance Obsession", Financial Analysts Journal, 2005-May/June Volume 61 p. 65-79
  • Don Ezra, 2005, "Retirement Income Guarantees Are Expensive", Financial Analysts Journal, 2005-November/December Volume 61 p. 74-77
  • Ser-Huang Poon , Clive W. J. Granger, 2005, "Practical Issues in Forecasting Volatility", Financial Analysts Journal, 2005-January/February Volume 61 p. 45-56
  • Dr. Moshe A. Milevsky, Chris Robinson, 2005, "A Sustainable Spending Rate without Simulation", Financial Analysts Journal, 2005-November/December Volume 61 p. 89-100

2004

  • Manuel Ammann, Ralf Seiz, 2004, "Valuing Employee Stock Options: Does the Model Matter?", Financial Analysts Journal, 2004-September/October Volume 60 p. 21-37
  • Richard Roll, 2004, "Empirical TIPS", Financial Analysts Journal, 2004-January/February Volume 60 p. 31-53
  • Conrad S. Ciccotello, C. Terry Grant, Gerry H. Grant, 2004, "Impact of Employee Stock Options on Cash Flow", Financial Analysts Journal, 2004- Volume 60 p. 39-46
  • John Hull, Alan White, 2004, "How to Value Employee Stock Options", Financial Analysts Journal, 2004-January/February Volume 60 p. 114-119
  • Glyn A. Holton 2004, "Defining Risk", Financial Analysts Journal, 2004-November/December Volume 60 p. 19-25
  • Jose Menchero 2004, "Multiperiod Arithmetic Attribution", Financial Analysts Journal, 2004-July/August Volume 60 p. 76-91
  • W. Brian Barrett, Thomas F. Gosnell, Andrea J. Heuson, 2004, "Term-Structure Factor Shifts and Economic News", Financial Analysts Journal, 2004-September/October Volume 60 p. 81-94
  • Paul Irvine, Paul J. Simko, Siva Nathan, 2004, "Asset Management and Affiliated Analysts' Forecasts", Financial Analysts Journal, 2004-May/June Volume 60 p. 67-78
  • John A. Doukas, Chansog (Francis) Kim, Christos Pantzalis, 2004, "Divergent Opinions and the Performance of Value Stocks", Financial Analysts Journal, 2004-November/December Volume 60 p. 55-64
  • Stéphanie Desrosiers, Jean-François L'Her, Jean-François Plante, 2004, "Style Management in Equity Country Allocation", Financial Analysts Journal, 2004-November/December Volume 60 p. 40-54
  • Andrew Ang, Geert Bekaert, 2004, "How Regimes Affect Asset Allocation", Financial Analysts Journal, 2004- Volume 60 p. 86-99
  • S.P. Kothari, Jay Shanken, 2004, "Asset Allocation with Inflation-Protected Bonds", Financial Analysts Journal, 2004-January/February Volume 60 54-70
  • Michael Stutzer, 2004, "Asset Allocation without Unobservable Parameters", Financial Analysts Journal, 2004-September/October Volume 60 p. 38-51
  • Wenling Lin, Lisa Kopp, Phillip Hoffman, Mark Thurston, 2004, "Changing Risks in Global Equity Portfolios", Financial Analysts Journal, 2004-January/February Volume 60 p. 87-99
  • Louis K.C. Chan, Josef Lakonishok, 2004, "Value and Growth Investing: Review and Update", Financial Analysts Journal, 2004-January/February Volume 60 p. 71-86
  • Charles P. Jones, Jack W. Wilson, 2004, "The Changing Nature of Stock and Bond Volatility", Financial Analysts Journal, 2004-January/February Volume 60 p. 100-113
  • Turan G. Bali, Nusret Cakici, 2004, "Value at Risk and Expected Stock Returns", Financial Analysts Journal, 2004- Volume 60 p. 57-73
  • Meir Statman, 2004, "The Diversification Puzzle", Financial Analysts Journal, 2004-July/August Volume 60 p. 44-53
  • Hatice Uzun, Samuel H. Szewczyk, Raj Varma, 2004, "Board Composition and Corporate Fraud", Financial Analysts Journal, 2004-May/June Volume 60 p. 33-43
  • Meir Statman, 2004, "Fairness Outside the Cocoon", Financial Analysts Journal, 2004-November/December Volume 60 p. 34-39
  • Chun I. Lee, Leonard Rosenthal, Kimberly Gleason, 2004, "Effect of Regulation FD on Asymmetric Information", Financial Analysts Journal, 2004-May/June Volume 60 p. 79-89
  • Laurence B. Siegel, M. Barton Waring, 2004, "TIPS, the Dual Duration, and the Pension Plan", Financial Analysts Journal, 2004-September/October Volume 60 p. 52-64

2003

  • Robert Ferguson, Dean Leistikow, John R. Powers, 2003, "Is the Insurance Business Viable?", Financial Analysts Journal, 2003- Volume 59 p. 30-41
  • Sue Visscher, Greg Filbeck, 2003, "Dividend-Yield Strategies in the Canadian Stock Market", Financial Analysts Journal, 2003-January/February Volume 59 p. 99-106
  • Zvi Bodie, Robert C. Merton, 2003, "Thoughts on the Future: Life-Cycle Investing in Theory and Practice", Financial Analysts Journal, 2003-January/February Volume 59 p. 24-29
  • Peter L. Bernstein, 2003, "Points of Inflection: Investment Management Tomorrow", Financial Analysts Journal, 2003- Volume 59 p. 18-23
  • Michaël Dewally, 2003, "Internet Investment Advice: Investing with a Rock of Salt", Financial Analysts Journal, 2003- Volume 59 p. 65-77
  • Eric Jacquier Alex Kane Alan J. Marcus 2003, "Geometric or Arithmetic Mean: A Reconsideration", Financial Analysts Journal, 2003-November/December Volume 59 p. 46-53
  • J. A. Adkisson Don R. Fraser 2003, "Reading the Stars: Age Bias in Morningstar Ratings", Financial Analysts Journal, 2003-September/October Volume 59 p. 24-27
  • R. Douglas Martin Timothy T. Simin 2003, "Outlier-Resistant Estimates of Beta", Financial Analysts Journal, 2003-September/October Volume 59 p. 56-69
  • Cornelia Paape 2003, "Currency Overlay in Performance Evaluation", Financial Analysts Journal, 2003-March/April Volume 59 p. 55-68
  • Ananth Madhavan, 2003, "The Russell Reconstitution Effect", Financial Analysts Journal, 2003- Volume 59 p. 51-64
  • Andrew L. Berkin, Jia Ye, 2003, "Tax Management, Loss Harvesting, and HIFO Accounting", Financial Analysts Journal, 2003- Volume 59 91-102
  • Robert D. Arnott, 2003, "Dividends and Dividend Taxation", Financial Analysts Journal, 2003-January/February Volume 59
  • Martin L. Leibowitz, 2003, "The Higher Equity Risk Premium Created by Taxation", [Financial Analysts Journal], 2003-September/October Volume 59 28-31
  • J. Benson Durham, 2003, "Monetary Policy and Stock Price Returns", Financial Analysts Journal, 2003- Volume 59 p. 26-35
  • Lars Oxelheim, 2003, "Macroeconomic Variables and Corporate Performance", Financial Analysts Journal, 2003- Volume 59 p. 36-50
  • Ulf Herold, Raimond H. Maurer, 2003, "Bayesian Asset Allocation and U.S. Domestic Bias", Financial Analysts Journal, 2003-November/December Volume 59 p. 54-65
  • Chansog (Francis) Kim, Christos Pantzalis, 2003, "Global/Industrial Diversification and Analyst Herding", Financial Analysts Journal, 2003-March/April Volume 59 p. 69-79
  • Harry M. Markowitz, Erik L. Van Dijk, 2003, "Single-Period Mean–Variance Analysis in a Changing World (corrected)", Financial Analysts Journal, 2003-March/April Volume 59 p. 30-44
  • Philippe Jorion, 2003, "Portfolio Optimization with Tracking-Error Constraints", Financial Analysts Journal, 2003-September/October Volume 59 p. 70-82


  • John Dobson, 2003, "Why Ethics Codes Don't Work", Financial Analysts Journal, 2003-November/December Volume 59 p. 29-34
  • Darrell Duffie, Alexandre Ziegler, 2003, "Liquidation Risk", Financial Analysts Journal, 2003-May/June Volume 59 p. 42-51
  • Honghui Chen, Vijay Singal, 2003, "A December Effect with Tax-Gain Selling?", Financial Analysts Journal, 2003- Volume 59 p. 78-90

External Links

Financial Analysts Journal


Reference

  1. http://www.cfapubs.org/page/aboutFAJ?journalCode=faj