Financial Analysts Journal Transistor (https://transistor.fm) https://feeds.transistor.fm/financial-analysts-journal Quick coverage of the leading practitioner journal in the investment management community. Get a quick overview of each issue with the Editor's Snapshot. Also find article summaries and more. 187990 042029ec-6b4e-5f37-9582-25c57b7dadfd yes 187990 en Thu, 10 Sep 2026 19:14:22 +0000 Thu, 10 Sep 2026 19:15:28 +0000 https://www.tandfonline.com/toc/ufaj20/current https://img.transistorcdn.com/AIOM-U4-E4zQXH6BmlXHhqjXBvSO7u-VKSsGCpqsssQ/rs:fill:0:0:1/w:1400/h:1400/q:60/mb:500000/aHR0cHM6Ly9pbWct/dXBsb2FkLXByb2R1/Y3Rpb24udHJhbnNp/c3Rvci5mbS84MmI5/MjAwOTgzMTMzNWIy/YzdkMTM4Y2EyM2I3/OWEwMi5wbmc.jpg Financial Analysts Journal https://www.tandfonline.com/toc/ufaj20/current episodic CFA Institute Quick coverage of the leading practitioner journal in the investment management community. Get a quick overview of each issue with the Editor's Snapshot. Also find article summaries and more. Quick coverage of the leading practitioner journal in the investment management community. CFA Institute No No Editor's Snapshot, Financial Analysts Journal, Fourth Quarter, 2021, Vol. 77 No. 4 1 1 Editor's Snapshot, Financial Analysts Journal, Fourth Quarter, 2021, Vol. 77 No. 4 full f4b3af89-1a6e-4d4c-b840-93eb214015c2 https://share.transistor.fm/s/b98a6c1d "Environmental, Social, and Governance Issues and the Financial Analysts Journal" "Capital Market Liberalization and Investment Efficiency: Evidence from China" "Index + Factors + Alpha" "Hedge Funds vs. Alternative Risk Premia" "Boosting the Equity Momentum Factor in Credit" "ESG Rating Disagreements and Stock Returns" "Tax-Loss Harvesting: An Individual Investor's Perspective"

]]> "Environmental, Social, and Governance Issues and the Financial Analysts Journal" "Capital Market Liberalization and Investment Efficiency: Evidence from China" "Index + Factors + Alpha" "Hedge Funds vs. Alternative Risk Premia" "Boosting the Equity Momentum Factor in Credit" "ESG Rating Disagreements and Stock Returns" "Tax-Loss Harvesting: An Individual Investor's Perspective"

]]> Fri, 15 Oct 2021 10:00:00 +0000 CFA Institute CFA Institute 441 "Environmental, Social, and Governance Issues and the Financial Analysts Journal" "Capital Market Liberalization and Investment Efficiency: Evidence from China" "Index + Factors + Alpha" "Hedge Funds vs. Alternative Risk Premia" "Boosting the Equity Momentum Factor in Credit" "ESG Rating Disagreements and Stock Returns" "Tax-Loss Harvesting: An Individual Investor's Perspective"

]]> No ESG Rating Disagreement and Stock Returns 1 1 ESG Rating Disagreement and Stock Returns full 70d23e83-6cbe-40ea-8101-aebdbc0e483a https://share.transistor.fm/s/6f35249d This is a summary of "ESG Rating Disagreement and Stock Returns," by Rajna Gibson Brandon, Philipp Krueger, and Peter Steffen Schmidt, published in the Fourth Quarter 2021 issue of the Financial Analysts Journal.

]]> This is a summary of "ESG Rating Disagreement and Stock Returns," by Rajna Gibson Brandon, Philipp Krueger, and Peter Steffen Schmidt, published in the Fourth Quarter 2021 issue of the Financial Analysts Journal.

]]> Thu, 23 Sep 2021 10:00:00 +0000 CFA Institute CFA Institute 335 This is a summary of "ESG Rating Disagreement and Stock Returns," by Rajna Gibson Brandon, Philipp Krueger, and Peter Steffen Schmidt, published in the Fourth Quarter 2021 issue of the Financial Analysts Journal.

]]> No Capital Market Liberalization and Investment Efficiency: Evidence from China 1 1 Capital Market Liberalization and Investment Efficiency: Evidence from China full 7a313bab-d9f8-456e-87fb-99eb8f3ff0c4 https://share.transistor.fm/s/a9cd5282 This is a summary of "Capital Market Liberalization and Investment Efficiency: Evidence from China" by Liao Peng, Liguang Zhang, and Wanyi Chen, published in the Fourth Quarter 2021 issue of the Financial Analysts Journal.

]]> This is a summary of "Capital Market Liberalization and Investment Efficiency: Evidence from China" by Liao Peng, Liguang Zhang, and Wanyi Chen, published in the Fourth Quarter 2021 issue of the Financial Analysts Journal.

]]> Wed, 22 Sep 2021 10:00:00 +0000 CFA Institute CFA Institute 346 This is a summary of "Capital Market Liberalization and Investment Efficiency: Evidence from China" by Liao Peng, Liguang Zhang, and Wanyi Chen, published in the Fourth Quarter 2021 issue of the Financial Analysts Journal.

]]> No Tax-Loss Harvesting: An Individual Investor's Perspective 1 1 Tax-Loss Harvesting: An Individual Investor's Perspective full f1c655ac-a4a2-4bd8-bb6e-3915aff3032f https://share.transistor.fm/s/ab49295e This is a summary of "Tax-Loss Harvesting: An Individual Investor's Perspective," by Kevin Khang, Thomas Paradise, and Joel Dickson, published in the Fourth Quarter 2021 issue of the Financial Analysts Journal.

]]> This is a summary of "Tax-Loss Harvesting: An Individual Investor's Perspective," by Kevin Khang, Thomas Paradise, and Joel Dickson, published in the Fourth Quarter 2021 issue of the Financial Analysts Journal.

]]> Tue, 21 Sep 2021 10:00:00 +0000 CFA Institute CFA Institute 345 This is a summary of "Tax-Loss Harvesting: An Individual Investor's Perspective," by Kevin Khang, Thomas Paradise, and Joel Dickson, published in the Fourth Quarter 2021 issue of the Financial Analysts Journal.

]]> No Index + Factors + Alpha 1 1 Index + Factors + Alpha full eda41dcb-9535-4311-945d-814954f249a5 https://share.transistor.fm/s/a1bee361 This is a summary of "Index + Factors + Alpha," by Andrew Ang, Linxi Chen, Michael Gates, and Paul D. Henderson, published in the Fourth Quarter 2021 issue of the Financial Analysts Journal.

]]> This is a summary of "Index + Factors + Alpha," by Andrew Ang, Linxi Chen, Michael Gates, and Paul D. Henderson, published in the Fourth Quarter 2021 issue of the Financial Analysts Journal.

]]> Fri, 10 Sep 2021 10:00:00 +0000 CFA Institute CFA Institute 351 This is a summary of "Index + Factors + Alpha," by Andrew Ang, Linxi Chen, Michael Gates, and Paul D. Henderson, published in the Fourth Quarter 2021 issue of the Financial Analysts Journal.

]]> No Hedge Funds vs. Alternative Risk Premia 1 1 Hedge Funds vs. Alternative Risk Premia full 49f725fe-bafe-48ff-a99e-f4b07bcce7bc https://share.transistor.fm/s/24c2a2cd This is a summary of "Hedge Funds vs. Alternative Risk Premia," by Philippe Jorion, published in the Fourth Quarter 2021 issue of the Financial Analysts Journal.

]]> This is a summary of "Hedge Funds vs. Alternative Risk Premia," by Philippe Jorion, published in the Fourth Quarter 2021 issue of the Financial Analysts Journal.

]]> Mon, 06 Sep 2021 10:00:00 +0000 CFA Institute CFA Institute 302 This is a summary of "Hedge Funds vs. Alternative Risk Premia," by Philippe Jorion, published in the Fourth Quarter 2021 issue of the Financial Analysts Journal.

]]> No Boosting the Equity Momentum Factor in Credit 1 1 Boosting the Equity Momentum Factor in Credit full 70688907-33e2-44e4-8ad3-80566b4e613b https://share.transistor.fm/s/dbcfb9f7 This is a CFA Institute summary of "Boosting the Equity Momentum Factor in Credit," published in the Fourth Quarter 2021 issue of the Financial Analysts Journal.

]]> This is a CFA Institute summary of "Boosting the Equity Momentum Factor in Credit," published in the Fourth Quarter 2021 issue of the Financial Analysts Journal.

]]> Mon, 30 Aug 2021 10:00:00 +0000 CFA Institute CFA Institute 279 This is a CFA Institute summary of "Boosting the Equity Momentum Factor in Credit," published in the Fourth Quarter 2021 issue of the Financial Analysts Journal.

]]> No Editor's Snapshot, Financial Analysts Journal, Third Quarter, 2021, Vol. 77, No. 3 1 1 Editor's Snapshot, Financial Analysts Journal, Third Quarter, 2021, Vol. 77, No. 3 full b3d188f7-5185-4eb4-aba1-cab09243923f https://share.transistor.fm/s/117be65f Heidi Raubenheimer, CFA, managing editor of the Financial Analysts Journal, provides an overview of the Third Quarter issue of 2021, featuring the following articles:

"The Financial System Red in Tooth and Claw: 75 Years of Co-Evolving Markets and Technology" "Volmageddon and the Failure of Short Volatility Products" "Chinese and Global ADRs: The US Investor Experience" "To Bundle or Not to Bundle: A Review on Soft Commissions and Research Unbundling" "Decarbonizing Everything" "Hedge Fund Performance: End of an Era?" "Predicting Bond Returns: 70 Years of International Evidence"

]]> Heidi Raubenheimer, CFA, managing editor of the Financial Analysts Journal, provides an overview of the Third Quarter issue of 2021, featuring the following articles:

"The Financial System Red in Tooth and Claw: 75 Years of Co-Evolving Markets and Technology" "Volmageddon and the Failure of Short Volatility Products" "Chinese and Global ADRs: The US Investor Experience" "To Bundle or Not to Bundle: A Review on Soft Commissions and Research Unbundling" "Decarbonizing Everything" "Hedge Fund Performance: End of an Era?" "Predicting Bond Returns: 70 Years of International Evidence"

]]> Thu, 15 Jul 2021 10:00:00 +0000 CFA Institute CFA Institute 409 Heidi Raubenheimer, CFA, managing editor of the Financial Analysts Journal, provides an overview of the Third Quarter issue of 2021, featuring the following articles:

"The Financial System Red in Tooth and Claw: 75 Years of Co-Evolving Markets and Technology" "Volmageddon and the Failure of Short Volatility Products" "Chinese and Global ADRs: The US Investor Experience" "To Bundle or Not to Bundle: A Review on Soft Commissions and Research Unbundling" "Decarbonizing Everything" "Hedge Fund Performance: End of an Era?" "Predicting Bond Returns: 70 Years of International Evidence"

]]> No To Bundle or Not to Bundle? A Review of Soft Commissions and Research Unbundling 1 1 To Bundle or Not to Bundle? A Review of Soft Commissions and Research Unbundling full c0ea3473-53ed-4681-b517-91632ca55f89 https://share.transistor.fm/s/472aaa1d To Bundle or Not to Bundle? A Review of Soft Commissions and Research Unbundling

This is a summary of "To Bundle or Not to Bundle? A Review of Soft Commissions and Research Unbundling," by M. Bender, B. Clapham, P. Gomber, and J. Koch, published in the Third Quarter 2021 issue of the Financial Analysts Journal.

To Bundle or Not to Bundle? A Review of Soft Commissions and Research Unbundling

]]> To Bundle or Not to Bundle? A Review of Soft Commissions and Research Unbundling

This is a summary of "To Bundle or Not to Bundle? A Review of Soft Commissions and Research Unbundling," by M. Bender, B. Clapham, P. Gomber, and J. Koch, published in the Third Quarter 2021 issue of the Financial Analysts Journal.

To Bundle or Not to Bundle? A Review of Soft Commissions and Research Unbundling

]]> Wed, 23 Jun 2021 15:40:57 +0000 CFA Institute CFA Institute 418 To Bundle or Not to Bundle? A Review of Soft Commissions and Research Unbundling

This is a summary of "To Bundle or Not to Bundle? A Review of Soft Commissions and Research Unbundling," by M. Bender, B. Clapham, P. Gomber, and J. Koch, published in the Third Quarter 2021 issue of the Financial Analysts Journal.

To Bundle or Not to Bundle? A Review of Soft Commissions and Research Unbundling

]]> No Hedge Fund Performance: End of an Era? 1 1 Hedge Fund Performance: End of an Era? full 2e9b912c-8e3d-46ec-b164-f6a01c5d2a50 https://share.transistor.fm/s/c95c4363 This is a summary of "Hedge Fund Performance: End of an Era?," by Nicolas P.B. Bollen, Juha Joenväärä, and Mikko Kauppila, published in the Third Quarter 2021 issue of the Financial Analysts Journal.

Summary: https://www.cfainstitute.org/research/financial-analysts-journal/2021/hedge-fund-performance

]]> This is a summary of "Hedge Fund Performance: End of an Era?," by Nicolas P.B. Bollen, Juha Joenväärä, and Mikko Kauppila, published in the Third Quarter 2021 issue of the Financial Analysts Journal.

Summary: https://www.cfainstitute.org/research/financial-analysts-journal/2021/hedge-fund-performance

]]> Fri, 11 Jun 2021 14:11:13 +0000 CFA Institute CFA Institute 295 This is a summary of "Hedge Fund Performance: End of an Era?," by Nicolas P.B. Bollen, Juha Joenväärä, and Mikko Kauppila, published in the Third Quarter 2021 issue of the Financial Analysts Journal.

Summary: https://www.cfainstitute.org/research/financial-analysts-journal/2021/hedge-fund-performance

]]> No Predicting Bond Returns: 70 Years of International Evidence 1 1 Predicting Bond Returns: 70 Years of International Evidence full a767e3db-570b-4fe3-bdbc-18a6b403d3bd https://share.transistor.fm/s/5542ce1f This is a summary of "Predicting Bond Returns: 70 Years of International Evidence" by Guido Baltussen, Martin Martens, and Olaf Penninga, published in the Third Quarter 2021 issue of the Financial Analysts Journal.

Summary: https://www.cfainstitute.org/research/financial-analysts-journal/2021/predicting-bond-returns

]]> This is a summary of "Predicting Bond Returns: 70 Years of International Evidence" by Guido Baltussen, Martin Martens, and Olaf Penninga, published in the Third Quarter 2021 issue of the Financial Analysts Journal.

Summary: https://www.cfainstitute.org/research/financial-analysts-journal/2021/predicting-bond-returns

]]> Mon, 24 May 2021 14:10:06 +0000 CFA Institute CFA Institute 360 This is a summary of "Predicting Bond Returns: 70 Years of International Evidence" by Guido Baltussen, Martin Martens, and Olaf Penninga, published in the Third Quarter 2021 issue of the Financial Analysts Journal.

Summary: https://www.cfainstitute.org/research/financial-analysts-journal/2021/predicting-bond-returns

]]> No Volmageddon and the Failure of Short Volatility Products 1 1 Volmageddon and the Failure of Short Volatility Products full aa3861ad-29df-496e-85b1-9ea283d71ca8 https://share.transistor.fm/s/39d78228 This is a summary of "Volmageddon and the Failure of Short Volatility Products," published in the Third Quarter 2021 issue of the Financial Analysts Journal.

Summary: https://www.cfainstitute.org/research/financial-analysts-journal/2021/volmageddon-failure-short-volatility-products

]]> This is a summary of "Volmageddon and the Failure of Short Volatility Products," published in the Third Quarter 2021 issue of the Financial Analysts Journal.

Summary: https://www.cfainstitute.org/research/financial-analysts-journal/2021/volmageddon-failure-short-volatility-products

]]> Fri, 21 May 2021 10:00:00 +0000 CFA Institute CFA Institute 214 This is a summary of "Volmageddon and the Failure of Short Volatility Products," published in the Third Quarter 2021 issue of the Financial Analysts Journal.

Summary: https://www.cfainstitute.org/research/financial-analysts-journal/2021/volmageddon-failure-short-volatility-products

]]> No Chinese and Global ADRs: The US Investor Experience 1 1 Chinese and Global ADRs: The US Investor Experience full 0b843136-82a2-4c2b-96d1-864d1a66c990 https://share.transistor.fm/s/5d1b3aa1 This is a summary of "Chinese and Global ADRs: The US Investor Experience," published in the Third Quarter 2021 issue of the Financial Analysts Journal.

Summary: https://www.cfainstitute.org/en/research/financial-analysts-journal/2021/chinese-and-global-adrs

]]> This is a summary of "Chinese and Global ADRs: The US Investor Experience," published in the Third Quarter 2021 issue of the Financial Analysts Journal.

Summary: https://www.cfainstitute.org/en/research/financial-analysts-journal/2021/chinese-and-global-adrs

]]> Wed, 19 May 2021 10:00:00 +0000 CFA Institute CFA Institute 311 This is a summary of "Chinese and Global ADRs: The US Investor Experience," published in the Third Quarter 2021 issue of the Financial Analysts Journal.

Summary: https://www.cfainstitute.org/en/research/financial-analysts-journal/2021/chinese-and-global-adrs

]]> No Decarbonizing Everything 1 1 Decarbonizing Everything full 412fe86f-5f00-4610-807c-e5286e22aac5 https://share.transistor.fm/s/43db1a6c This is a summary of "Decarbonizing Everything," by A. Cheema-Fox, CFA, B. LaPerla, G. Serafeim, D. Turkington, CFA, and H. Wang, published in the Third Quarter 2021 issue of the Financial Analysts Journal.

Summary: https://www.cfainstitute.org/en/research/financial-analysts-journal/2021/decarbonizing-everything

]]> This is a summary of "Decarbonizing Everything," by A. Cheema-Fox, CFA, B. LaPerla, G. Serafeim, D. Turkington, CFA, and H. Wang, published in the Third Quarter 2021 issue of the Financial Analysts Journal.

Summary: https://www.cfainstitute.org/en/research/financial-analysts-journal/2021/decarbonizing-everything

]]> Mon, 10 May 2021 14:00:00 +0000 CFA Institute CFA Institute 259 This is a summary of "Decarbonizing Everything," by A. Cheema-Fox, CFA, B. LaPerla, G. Serafeim, D. Turkington, CFA, and H. Wang, published in the Third Quarter 2021 issue of the Financial Analysts Journal.

Summary: https://www.cfainstitute.org/en/research/financial-analysts-journal/2021/decarbonizing-everything

]]> No Risk Mitigation of Corporate Social Performance in US Class Action Lawsuits 1 1 Risk Mitigation of Corporate Social Performance in US Class Action Lawsuits full e8ec23dc-4a9a-428d-a957-eedb79bd841c https://share.transistor.fm/s/eed476f7 This is a summary of "Risk Mitigation of Corporate Social Performance in US Class Action Lawsuits," by Daniel V. Fauser and Sebastian Utz, published in the Second Quarter 2021 issue of the Financial Analysts Journal.

Summary: https://www.cfainstitute.org/en/research/financial-analysts-journal/2021/risk-mitigation-csp-us-class-action-lawsuits

]]> This is a summary of "Risk Mitigation of Corporate Social Performance in US Class Action Lawsuits," by Daniel V. Fauser and Sebastian Utz, published in the Second Quarter 2021 issue of the Financial Analysts Journal.

Summary: https://www.cfainstitute.org/en/research/financial-analysts-journal/2021/risk-mitigation-csp-us-class-action-lawsuits

]]> Tue, 20 Apr 2021 14:08:42 +0000 CFA Institute CFA Institute 379 This is a summary of "Risk Mitigation of Corporate Social Performance in US Class Action Lawsuits," by Daniel V. Fauser and Sebastian Utz, published in the Second Quarter 2021 issue of the Financial Analysts Journal.

Summary: https://www.cfainstitute.org/en/research/financial-analysts-journal/2021/risk-mitigation-csp-us-class-action-lawsuits

]]> No Retirement Income Sufficiency through Personalised Glidepaths 1 1 Retirement Income Sufficiency through Personalised Glidepaths full d08e3ddc-6e59-45bb-9d34-abce46907df4 https://share.transistor.fm/s/a2cee71d This is a summary of "Retirement Income Sufficiency through Personalised Glidepaths," by Michael E. Drew and Jason M. West, published in the Second Quarter 2021 issue of the Financial Analysts Journal.

Summary: https://www.cfainstitute.org/en/research/financial-analysts-journal/2021/retirement-income-sufficiency-personalised-glidepaths

]]> This is a summary of "Retirement Income Sufficiency through Personalised Glidepaths," by Michael E. Drew and Jason M. West, published in the Second Quarter 2021 issue of the Financial Analysts Journal.

Summary: https://www.cfainstitute.org/en/research/financial-analysts-journal/2021/retirement-income-sufficiency-personalised-glidepaths

]]> Tue, 20 Apr 2021 14:08:05 +0000 CFA Institute CFA Institute 309 This is a summary of "Retirement Income Sufficiency through Personalised Glidepaths," by Michael E. Drew and Jason M. West, published in the Second Quarter 2021 issue of the Financial Analysts Journal.

Summary: https://www.cfainstitute.org/en/research/financial-analysts-journal/2021/retirement-income-sufficiency-personalised-glidepaths

]]> No Identifying Hedge Fund Skill by Using Peer Cohorts 1 1 Identifying Hedge Fund Skill by Using Peer Cohorts full 01d3ac7b-fa27-481a-8c4e-4d492c53248d https://share.transistor.fm/s/be642ed3 This is a summary of "Identifying Hedge Fund Skill by Using Peer Cohorts" by David Forsberg, David R. Gallagher, and Geoffrey J. Warren, published in the Second Quarter 2021 issue of the Financial Analysts Journal.

Summary: https://www.cfainstitute.org/research/financial-analysts-journal/2021/identifying-hedge-fund-skill-using-peer-cohorts

]]> This is a summary of "Identifying Hedge Fund Skill by Using Peer Cohorts" by David Forsberg, David R. Gallagher, and Geoffrey J. Warren, published in the Second Quarter 2021 issue of the Financial Analysts Journal.

Summary: https://www.cfainstitute.org/research/financial-analysts-journal/2021/identifying-hedge-fund-skill-using-peer-cohorts

]]> Tue, 20 Apr 2021 14:07:47 +0000 CFA Institute CFA Institute 276 This is a summary of "Identifying Hedge Fund Skill by Using Peer Cohorts" by David Forsberg, David R. Gallagher, and Geoffrey J. Warren, published in the Second Quarter 2021 issue of the Financial Analysts Journal.

Summary: https://www.cfainstitute.org/research/financial-analysts-journal/2021/identifying-hedge-fund-skill-using-peer-cohorts

]]> No Active Trading in ETFs: The Role of High-Frequency Algorithmic Trading 1 1 Active Trading in ETFs: The Role of High-Frequency Algorithmic Trading full 68a144e2-029e-4607-a3ce-1e547264ae3e https://share.transistor.fm/s/5fa871c2 This is a summary of "Active Trading in ETFs: The Role of High-Frequency Algorithmic Trading," by Archana Jain, Chinmay Jain, and Christine X. Jiang, published in the Second Quarter 2021 issue of the Financial Analysts Journal.

Summary: https://www.cfainstitute.org/research/financial-analysts-journal/2021/active-trading-in-etfs

]]> This is a summary of "Active Trading in ETFs: The Role of High-Frequency Algorithmic Trading," by Archana Jain, Chinmay Jain, and Christine X. Jiang, published in the Second Quarter 2021 issue of the Financial Analysts Journal.

Summary: https://www.cfainstitute.org/research/financial-analysts-journal/2021/active-trading-in-etfs

]]> Tue, 20 Apr 2021 14:00:00 +0000 CFA Institute CFA Institute 264 This is a summary of "Active Trading in ETFs: The Role of High-Frequency Algorithmic Trading," by Archana Jain, Chinmay Jain, and Christine X. Jiang, published in the Second Quarter 2021 issue of the Financial Analysts Journal.

Summary: https://www.cfainstitute.org/research/financial-analysts-journal/2021/active-trading-in-etfs

]]> No Equity Investing in the Age of Intangibles 1 1 Equity Investing in the Age of Intangibles full 9a0cefe4-72f8-4e78-b28c-c4a6e2ca6aba https://share.transistor.fm/s/4826509d This is a summary of "Equity Investing in the Age of Intangibles," by Amitabh Dugar and Jacob Pozharny, published in the Second Quarter 2021 issue of the Financial Analysts Journal.

Summary: https://www.cfainstitute.org/research/financial-analysts-journal/2021/equity-investing-age-of-intangibles

]]> This is a summary of "Equity Investing in the Age of Intangibles," by Amitabh Dugar and Jacob Pozharny, published in the Second Quarter 2021 issue of the Financial Analysts Journal.

Summary: https://www.cfainstitute.org/research/financial-analysts-journal/2021/equity-investing-age-of-intangibles

]]> Tue, 20 Apr 2021 14:00:00 +0000 CFA Institute CFA Institute 230 This is a summary of "Equity Investing in the Age of Intangibles," by Amitabh Dugar and Jacob Pozharny, published in the Second Quarter 2021 issue of the Financial Analysts Journal.

Summary: https://www.cfainstitute.org/research/financial-analysts-journal/2021/equity-investing-age-of-intangibles

]]> No Maturity-Matched Bond Fund Performance 1 1 Maturity-Matched Bond Fund Performance full 33ab364d-bef8-4d3b-b09e-3f1f55fc3b66 https://share.transistor.fm/s/2432464d This is a summary of the article "Maturity-Matched Bond Fund Performance" by Markus Natter, Martin Rohleder, and Marco Wilkens, published in the Second Quarter 2021 issue of the Financial Analysts Journal.

Summary: https://www.cfainstitute.org/en/research/financial-analysts-journal/2021/maturity-matched-bond-fund-performance

]]> This is a summary of the article "Maturity-Matched Bond Fund Performance" by Markus Natter, Martin Rohleder, and Marco Wilkens, published in the Second Quarter 2021 issue of the Financial Analysts Journal.

Summary: https://www.cfainstitute.org/en/research/financial-analysts-journal/2021/maturity-matched-bond-fund-performance

]]> Tue, 20 Apr 2021 14:00:00 +0000 CFA Institute CFA Institute 299 This is a summary of the article "Maturity-Matched Bond Fund Performance" by Markus Natter, Martin Rohleder, and Marco Wilkens, published in the Second Quarter 2021 issue of the Financial Analysts Journal.

Summary: https://www.cfainstitute.org/en/research/financial-analysts-journal/2021/maturity-matched-bond-fund-performance

]]> No Editor's Snapshot, Financial Analysts Journal, Second Quarter, 2021. Vol. 77, No 2 1 1 Editor's Snapshot, Financial Analysts Journal, Second Quarter, 2021. Vol. 77, No 2 full f7b7dc87-10fa-4993-914d-9c44960371ff https://share.transistor.fm/s/145c3f87 Heidi Raubenheimer, managing editor of the Financial Analysts Journal, provides an overview of the Second Quarter issue of 2021, featuring the following articles:

"Equity Investing in the Age of Intangibles" "Identifying Hedge Fund Skill Using Peer Cohorts" "Active Trading in ETFs: The Role of High-Frequency Algorithmic Trading" "Maturity-Matched Bond Fund Performance" "Risk Mitigation of Corporate Social Performance in U.S. Class Action Lawsuits" "Retirement Income Sufficiency through Personalised Glidepaths"

]]> Heidi Raubenheimer, managing editor of the Financial Analysts Journal, provides an overview of the Second Quarter issue of 2021, featuring the following articles:

"Equity Investing in the Age of Intangibles" "Identifying Hedge Fund Skill Using Peer Cohorts" "Active Trading in ETFs: The Role of High-Frequency Algorithmic Trading" "Maturity-Matched Bond Fund Performance" "Risk Mitigation of Corporate Social Performance in U.S. Class Action Lawsuits" "Retirement Income Sufficiency through Personalised Glidepaths"

]]> Thu, 15 Apr 2021 10:00:00 +0000 CFA Institute CFA Institute 466 Heidi Raubenheimer, managing editor of the Financial Analysts Journal, provides an overview of the Second Quarter issue of 2021, featuring the following articles:

"Equity Investing in the Age of Intangibles" "Identifying Hedge Fund Skill Using Peer Cohorts" "Active Trading in ETFs: The Role of High-Frequency Algorithmic Trading" "Maturity-Matched Bond Fund Performance" "Risk Mitigation of Corporate Social Performance in U.S. Class Action Lawsuits" "Retirement Income Sufficiency through Personalised Glidepaths"

]]> No Enhanced Portfolio Optimization 1 1 Enhanced Portfolio Optimization full 296fa8d7-51aa-4d8f-9de9-92cf84f4b226 https://share.transistor.fm/s/5aee610e This is a summary of "Enhanced Portfolio Optimization" by Lasse Heje Pedersen, Abhilash Babu, CFA, and Ari Levine, published in the Second Quarter 2021 issue of the Financial Analysts Journal.

Summary: https://www.cfainstitute.org/en/research/financial-analysts-journal/2021/enhanced-portfolio-optimization

]]> This is a summary of "Enhanced Portfolio Optimization" by Lasse Heje Pedersen, Abhilash Babu, CFA, and Ari Levine, published in the Second Quarter 2021 issue of the Financial Analysts Journal.

Summary: https://www.cfainstitute.org/en/research/financial-analysts-journal/2021/enhanced-portfolio-optimization

]]> Wed, 14 Apr 2021 16:00:00 +0000 CFA Institute CFA Institute 363 This is a summary of "Enhanced Portfolio Optimization" by Lasse Heje Pedersen, Abhilash Babu, CFA, and Ari Levine, published in the Second Quarter 2021 issue of the Financial Analysts Journal.

Summary: https://www.cfainstitute.org/en/research/financial-analysts-journal/2021/enhanced-portfolio-optimization

]]> No Toward ESG Alpha: Analyzing ESG Exposures through a Factor Lens 1 1 Toward ESG Alpha: Analyzing ESG Exposures through a Factor Lens full 8ddbcf59-e586-4fbd-8829-b57ec11e0c1e https://share.transistor.fm/s/ebe63abf This is a summary of "Toward ESG Alpha: Analyzing ESG Exposures through a Factor Lens" by Ananth Madhavan, Aleksander Sobczyk, and Andrew Ang, published in the First Quarter 2021 issue of the Financial Analysts Journal.

Summary: https://www.cfainstitute.org/en/research/financial-analysts-journal/2020/toward-esg-alpha

]]> This is a summary of "Toward ESG Alpha: Analyzing ESG Exposures through a Factor Lens" by Ananth Madhavan, Aleksander Sobczyk, and Andrew Ang, published in the First Quarter 2021 issue of the Financial Analysts Journal.

Summary: https://www.cfainstitute.org/en/research/financial-analysts-journal/2020/toward-esg-alpha

]]> Tue, 30 Mar 2021 19:18:52 +0000 CFA Institute CFA Institute 307 This is a summary of "Toward ESG Alpha: Analyzing ESG Exposures through a Factor Lens" by Ananth Madhavan, Aleksander Sobczyk, and Andrew Ang, published in the First Quarter 2021 issue of the Financial Analysts Journal.

Summary: https://www.cfainstitute.org/en/research/financial-analysts-journal/2020/toward-esg-alpha

]]> No Should Mutual Fund Investors Time Volatility? 1 1 Should Mutual Fund Investors Time Volatility? full 6c3f8cdb-56f5-4c46-ba10-349e87a2d9a7 https://share.transistor.fm/s/1dacf761 This is a summary of "Should Mutual Fund Investors Time Volatility?" by Feifei Wang, CFA, Xuemin (Sterling) Yan, and Lingling Zheng, published in the First Quarter 2021 issue of the Financial Analysts Journal.

Summary: https://www.cfainstitute.org/en/research/financial-analysts-journal/2020/should-mutual-fund-investors-time-volatility

]]> This is a summary of "Should Mutual Fund Investors Time Volatility?" by Feifei Wang, CFA, Xuemin (Sterling) Yan, and Lingling Zheng, published in the First Quarter 2021 issue of the Financial Analysts Journal.

Summary: https://www.cfainstitute.org/en/research/financial-analysts-journal/2020/should-mutual-fund-investors-time-volatility

]]> Tue, 30 Mar 2021 19:17:35 +0000 CFA Institute CFA Institute 281 This is a summary of "Should Mutual Fund Investors Time Volatility?" by Feifei Wang, CFA, Xuemin (Sterling) Yan, and Lingling Zheng, published in the First Quarter 2021 issue of the Financial Analysts Journal.

Summary: https://www.cfainstitute.org/en/research/financial-analysts-journal/2020/should-mutual-fund-investors-time-volatility

]]> No Reports of Value's Death May Be Greatly Exaggerated 1 1 Reports of Value's Death May Be Greatly Exaggerated full 4da0220f-f891-4718-a096-ceeb0b6d1563 https://share.transistor.fm/s/f3968d6e This is a summary of "Reports of Value's Death May Be Greatly Exaggerated," by Robert D. Arnott, Campbell R. Harvey, Vitali Kalesnik, and Juhani T. Linnainmaa, published in the First Quarter 2021 issue of the Financial Analysts Journal.

Summary: https://www.cfainstitute.org/en/research/financial-analysts-journal/2020/reports-of-values-death-may-be-greatly-exaggerated

]]> This is a summary of "Reports of Value's Death May Be Greatly Exaggerated," by Robert D. Arnott, Campbell R. Harvey, Vitali Kalesnik, and Juhani T. Linnainmaa, published in the First Quarter 2021 issue of the Financial Analysts Journal.

Summary: https://www.cfainstitute.org/en/research/financial-analysts-journal/2020/reports-of-values-death-may-be-greatly-exaggerated

]]> Tue, 30 Mar 2021 13:49:30 +0000 CFA Institute CFA Institute 340 This is a summary of "Reports of Value's Death May Be Greatly Exaggerated," by Robert D. Arnott, Campbell R. Harvey, Vitali Kalesnik, and Juhani T. Linnainmaa, published in the First Quarter 2021 issue of the Financial Analysts Journal.

Summary: https://www.cfainstitute.org/en/research/financial-analysts-journal/2020/reports-of-values-death-may-be-greatly-exaggerated

]]> No Portfolio Choice with Path-Dependent Scenarios 1 1 Portfolio Choice with Path-Dependent Scenarios full 552811e2-412c-47d9-afb3-a321299008ef https://share.transistor.fm/s/98be5424 This is a summary of "Portfolio Choice with Path-Dependent Scenarios" by Mark P. Kritzman CFA, Ding Li Grace (TianTian) Qiu, David Turkington CFA, published in the First Quarter 2021 issue of the Financial Analysts Journal.

Summary: https://www.cfainstitute.org/en/research/financial-analysts-journal/2020/0015198X-2020-1841539

]]> This is a summary of "Portfolio Choice with Path-Dependent Scenarios" by Mark P. Kritzman CFA, Ding Li Grace (TianTian) Qiu, David Turkington CFA, published in the First Quarter 2021 issue of the Financial Analysts Journal.

Summary: https://www.cfainstitute.org/en/research/financial-analysts-journal/2020/0015198X-2020-1841539

]]> Tue, 30 Mar 2021 13:48:13 +0000 CFA Institute CFA Institute 372 This is a summary of "Portfolio Choice with Path-Dependent Scenarios" by Mark P. Kritzman CFA, Ding Li Grace (TianTian) Qiu, David Turkington CFA, published in the First Quarter 2021 issue of the Financial Analysts Journal.

Summary: https://www.cfainstitute.org/en/research/financial-analysts-journal/2020/0015198X-2020-1841539

]]> No Levered and Inverse Exchange-Traded Products: Blessing or Curse? 1 1 Levered and Inverse Exchange-Traded Products: Blessing or Curse? full c0a1366a-6a18-45fb-9167-53c37aa3489e https://share.transistor.fm/s/86b7b531 This is a summary of "Levered and Inverse Exchange-Traded Products: Blessing or Curse?" by Colby J. Pessina and Robert E. Whaley, published in the First Quarter 2021 issue of the Financial Analysts Journal.

Summary: https://www.cfainstitute.org/en/research/financial-analysts-journal/2020/levered-and-inverse-exchange-traded-products

]]> This is a summary of "Levered and Inverse Exchange-Traded Products: Blessing or Curse?" by Colby J. Pessina and Robert E. Whaley, published in the First Quarter 2021 issue of the Financial Analysts Journal.

Summary: https://www.cfainstitute.org/en/research/financial-analysts-journal/2020/levered-and-inverse-exchange-traded-products

]]> Tue, 19 Jan 2021 19:58:45 -0100 CFA Institute CFA Institute 366 This is a summary of "Levered and Inverse Exchange-Traded Products: Blessing or Curse?" by Colby J. Pessina and Robert E. Whaley, published in the First Quarter 2021 issue of the Financial Analysts Journal.

Summary: https://www.cfainstitute.org/en/research/financial-analysts-journal/2020/levered-and-inverse-exchange-traded-products

]]> No Editor's Snapshot, Financial Analysts Journal, First Quarter, 2021, Vol. 77, No. 1 1 1 Editor's Snapshot, Financial Analysts Journal, First Quarter, 2021, Vol. 77, No. 1 full d66e12c0-d8ff-457b-9c21-480613865dd4 https://share.transistor.fm/s/8ad0ce5e Heidi Raubenheimer, managing editor of the Financial Analysts Journal, provides an overview of the First Quarter issue of 2021, featuring the following articles:

"Levered and Inverse Exchange-Traded Products: Blessing or Curse?" "Should Mutual Fund Investors Time Volatility?" "Reports of Value's Death May Be Greatly Exaggerated" "Toward ESG Alpha: Analyzing ESG Exposures through a Factor Lens" "Portfolio Choice with Path-Dependent Scenarios"

]]> Heidi Raubenheimer, managing editor of the Financial Analysts Journal, provides an overview of the First Quarter issue of 2021, featuring the following articles:

"Levered and Inverse Exchange-Traded Products: Blessing or Curse?" "Should Mutual Fund Investors Time Volatility?" "Reports of Value's Death May Be Greatly Exaggerated" "Toward ESG Alpha: Analyzing ESG Exposures through a Factor Lens" "Portfolio Choice with Path-Dependent Scenarios"

]]> Mon, 18 Jan 2021 10:00:00 -0100 CFA Institute CFA Institute 306 Heidi Raubenheimer, managing editor of the Financial Analysts Journal, provides an overview of the First Quarter issue of 2021, featuring the following articles:

"Levered and Inverse Exchange-Traded Products: Blessing or Curse?" "Should Mutual Fund Investors Time Volatility?" "Reports of Value's Death May Be Greatly Exaggerated" "Toward ESG Alpha: Analyzing ESG Exposures through a Factor Lens" "Portfolio Choice with Path-Dependent Scenarios"

]]> No Provision of Longevity Insurance Annuities 1 1 Provision of Longevity Insurance Annuities full ea473136-a533-44ed-9081-86c75608a0e6 https://share.transistor.fm/s/6bed7f26 A summary of "Provision of Longevity Insurance Annuities" by Dale Kintzel and John A. Turner, published in the Fourth Quarter 2020 issue of the Financial Analysts Journal.

Summary https://www.cfainstitute.org/en/research/financial-analysts-journal/2020/provision-of-longevity-insurance-annuities

]]> A summary of "Provision of Longevity Insurance Annuities" by Dale Kintzel and John A. Turner, published in the Fourth Quarter 2020 issue of the Financial Analysts Journal.

Summary https://www.cfainstitute.org/en/research/financial-analysts-journal/2020/provision-of-longevity-insurance-annuities

]]> Fri, 16 Oct 2020 16:00:00 +0000 CFA Institute CFA Institute 282 A summary of "Provision of Longevity Insurance Annuities" by Dale Kintzel and John A. Turner, published in the Fourth Quarter 2020 issue of the Financial Analysts Journal.

Summary https://www.cfainstitute.org/en/research/financial-analysts-journal/2020/provision-of-longevity-insurance-annuities

]]> No When Equity Factors Drop Their Shorts 1 1 When Equity Factors Drop Their Shorts full 46a8ddc1-69e0-4472-a769-aaf2ddaddc13 https://share.transistor.fm/s/b27dbebf A summary of "When Equity Factors Drop Their Shorts" by David Blitz, Guido Baltussen, and Pim van Vliet, published in the Fourth Quarter 2020 issue of the Financial Analysts Journal.

Summary http://www.cfainstitute.org/en/research/financial-analysts-journal/2020/when-equity-factors-drop-their-shorts

]]> A summary of "When Equity Factors Drop Their Shorts" by David Blitz, Guido Baltussen, and Pim van Vliet, published in the Fourth Quarter 2020 issue of the Financial Analysts Journal.

Summary http://www.cfainstitute.org/en/research/financial-analysts-journal/2020/when-equity-factors-drop-their-shorts

]]> Fri, 16 Oct 2020 16:00:00 +0000 CFA Institute CFA Institute 259 A summary of "When Equity Factors Drop Their Shorts" by David Blitz, Guido Baltussen, and Pim van Vliet, published in the Fourth Quarter 2020 issue of the Financial Analysts Journal.

Summary http://www.cfainstitute.org/en/research/financial-analysts-journal/2020/when-equity-factors-drop-their-shorts

]]> No Conditional Volatility Targeting 1 1 Conditional Volatility Targeting full 36875386-9d4d-4ec4-a414-91e380deabb1 https://share.transistor.fm/s/d2b88f30 A summary of "Conditional Volatility Targeting" by Dion Bongaerts, Xiaowei Kang, CFA, and Mathijs van Dijk, published in the Fourth Quarter 2020 issue of the Financial Analysts Journal.

Summary http://www.cfainstitute.org/en/research/financial-analysts-journal/2020/conditional-volatility-targeting

]]> A summary of "Conditional Volatility Targeting" by Dion Bongaerts, Xiaowei Kang, CFA, and Mathijs van Dijk, published in the Fourth Quarter 2020 issue of the Financial Analysts Journal.

Summary http://www.cfainstitute.org/en/research/financial-analysts-journal/2020/conditional-volatility-targeting

]]> Fri, 16 Oct 2020 16:00:00 +0000 CFA Institute CFA Institute 274 A summary of "Conditional Volatility Targeting" by Dion Bongaerts, Xiaowei Kang, CFA, and Mathijs van Dijk, published in the Fourth Quarter 2020 issue of the Financial Analysts Journal.

Summary http://www.cfainstitute.org/en/research/financial-analysts-journal/2020/conditional-volatility-targeting

]]> No Factor Exposure Variation and Mutual Fund Performance 1 1 Factor Exposure Variation and Mutual Fund Performance full 759d42ea-fe4c-4784-870d-03079abe9ff5 https://share.transistor.fm/s/006d56d2 A summary of "Factor Exposure Variation and Mutual Fund Performance," by Manuel Ammann, Sebastian Fischer, and Florian Weigert, published in the Fourth Quarter 2020 issue of the Financial Analysts Journal.

Summary http://www.cfainstitute.org/en/research/financial-analysts-journal/2020/factor-exposure-variation

]]> A summary of "Factor Exposure Variation and Mutual Fund Performance," by Manuel Ammann, Sebastian Fischer, and Florian Weigert, published in the Fourth Quarter 2020 issue of the Financial Analysts Journal.

Summary http://www.cfainstitute.org/en/research/financial-analysts-journal/2020/factor-exposure-variation

]]> Fri, 16 Oct 2020 16:00:00 +0000 CFA Institute CFA Institute 193 A summary of "Factor Exposure Variation and Mutual Fund Performance," by Manuel Ammann, Sebastian Fischer, and Florian Weigert, published in the Fourth Quarter 2020 issue of the Financial Analysts Journal.

Summary http://www.cfainstitute.org/en/research/financial-analysts-journal/2020/factor-exposure-variation

]]> No An Empirical Evaluation of Tax-Loss-Harvesting Alpha 1 1 An Empirical Evaluation of Tax-Loss-Harvesting Alpha full 49ebaac2-a68e-4f5c-b71f-7fcafd771022 https://share.transistor.fm/s/f5c816cf A summary of "An Empirical Evaluation of Tax-Loss-Harvesting Alpha" by S.E. Chaudhuri, T.C. Burnham, and A.W. Lo, published in the Third Quarter 2020 issue of the Financial Analysts Journal.

Summary http://www.cfainstitute.org/en/research/financial-analysts-journal/2020/empirical-evaluation-tax-loss-harvesting-alpha

]]> A summary of "An Empirical Evaluation of Tax-Loss-Harvesting Alpha" by S.E. Chaudhuri, T.C. Burnham, and A.W. Lo, published in the Third Quarter 2020 issue of the Financial Analysts Journal.

Summary http://www.cfainstitute.org/en/research/financial-analysts-journal/2020/empirical-evaluation-tax-loss-harvesting-alpha

]]> Thu, 16 Jul 2020 16:00:00 +0000 CFA Institute CFA Institute 297 A summary of "An Empirical Evaluation of Tax-Loss-Harvesting Alpha" by S.E. Chaudhuri, T.C. Burnham, and A.W. Lo, published in the Third Quarter 2020 issue of the Financial Analysts Journal.

Summary http://www.cfainstitute.org/en/research/financial-analysts-journal/2020/empirical-evaluation-tax-loss-harvesting-alpha

]]> No A New Framework for Analyzing Market Share Dynamics among Fund Families 1 1 A New Framework for Analyzing Market Share Dynamics among Fund Families full 69d01723-f153-461d-967d-735a07b3357a https://share.transistor.fm/s/749b2320 A summary of "A New Framework for Analyzing Market Share Dynamics among Fund Families," by Jan Jaap Hazenberg in the Third Quarter issue of the Financial Analysts Journal.

]]> A summary of "A New Framework for Analyzing Market Share Dynamics among Fund Families," by Jan Jaap Hazenberg in the Third Quarter issue of the Financial Analysts Journal.

]]> Thu, 16 Jul 2020 16:00:00 +0000 CFA Institute CFA Institute 295 A summary of "A New Framework for Analyzing Market Share Dynamics among Fund Families," by Jan Jaap Hazenberg in the Third Quarter issue of the Financial Analysts Journal.

]]> No A Framework for Constructing Equity-Risk-Mitigation Portfolios 1 1 A Framework for Constructing Equity-Risk-Mitigation Portfolios full f4e03562-5758-458e-9b96-f7551a28cea7 https://share.transistor.fm/s/f41d820d A summary of "A Framework for Constructing Equity-Risk-Mitigation Portfolios," by J. Baz, J. Davis, S. Sapra, N. Gillmann, and J. Tsai, published in the Third Quarter 2020 issue of the Financial Analysts Journal.

]]> A summary of "A Framework for Constructing Equity-Risk-Mitigation Portfolios," by J. Baz, J. Davis, S. Sapra, N. Gillmann, and J. Tsai, published in the Third Quarter 2020 issue of the Financial Analysts Journal.

]]> Thu, 16 Jul 2020 16:00:00 +0000 CFA Institute CFA Institute 318 A summary of "A Framework for Constructing Equity-Risk-Mitigation Portfolios," by J. Baz, J. Davis, S. Sapra, N. Gillmann, and J. Tsai, published in the Third Quarter 2020 issue of the Financial Analysts Journal.

]]> No Targeting Retirement Security with a Dynamic Asset Allocation Strategy 1 1 Targeting Retirement Security with a Dynamic Asset Allocation Strategy full fe990436-a243-4464-841b-670ac0d8323d https://share.transistor.fm/s/2074a8f5 A summary of "Targeting Retirement Security with a Dynamic Asset Allocation Strategy," by Adam Kobor, CFA, and Arun Muralidhar, published in the Third Quarter 2020 issue of the Financial Analysts Journal.

]]> A summary of "Targeting Retirement Security with a Dynamic Asset Allocation Strategy," by Adam Kobor, CFA, and Arun Muralidhar, published in the Third Quarter 2020 issue of the Financial Analysts Journal.

]]> Thu, 16 Jul 2020 16:00:00 +0000 CFA Institute CFA Institute 311 A summary of "Targeting Retirement Security with a Dynamic Asset Allocation Strategy," by Adam Kobor, CFA, and Arun Muralidhar, published in the Third Quarter 2020 issue of the Financial Analysts Journal.

]]> No Risk Management and Optimal Combination of Equity Market Factors 1 1 Risk Management and Optimal Combination of Equity Market Factors full 415ffe26-4930-46dc-831d-f8522652082b https://share.transistor.fm/s/3bac4e9a A summary of "Risk Management and Optimal Combination of Equity Market Factors," by Roger Clarke, Harindra de Silva, CFA, and Steven Thorley, CFA, published in the Third Quarter 2020 issue of the Financial Analysts Journal.

]]> A summary of "Risk Management and Optimal Combination of Equity Market Factors," by Roger Clarke, Harindra de Silva, CFA, and Steven Thorley, CFA, published in the Third Quarter 2020 issue of the Financial Analysts Journal.

]]> Thu, 16 Jul 2020 16:00:00 +0000 CFA Institute CFA Institute 306 A summary of "Risk Management and Optimal Combination of Equity Market Factors," by Roger Clarke, Harindra de Silva, CFA, and Steven Thorley, CFA, published in the Third Quarter 2020 issue of the Financial Analysts Journal.

]]> No Decentralized Efficiency? Arbitrage in Bitcoin Markets 1 1 Decentralized Efficiency? Arbitrage in Bitcoin Markets full c3f79a17-8522-4771-b72d-fa8e5b2f9645 https://share.transistor.fm/s/2581699e A summary of "Decentralized Efficiency? Arbitrage in Bitcoin Markets," by Sinan Krückeberg and Peter Scholz, published in the Third Quarter 2020 issue of the Financial Analysts Journal.

]]> A summary of "Decentralized Efficiency? Arbitrage in Bitcoin Markets," by Sinan Krückeberg and Peter Scholz, published in the Third Quarter 2020 issue of the Financial Analysts Journal.

]]> Thu, 16 Jul 2020 16:00:00 +0000 CFA Institute CFA Institute 263 A summary of "Decentralized Efficiency? Arbitrage in Bitcoin Markets," by Sinan Krückeberg and Peter Scholz, published in the Third Quarter 2020 issue of the Financial Analysts Journal.

]]> No Editor's Snapshot, Financial Analysts Journal, 2020. Vol. 76, No. 3 1 1 Editor's Snapshot, Financial Analysts Journal, 2020. Vol. 76, No. 3 full 037646fc-edda-4b92-b914-8615b4358f04 https://share.transistor.fm/s/6e1db42b Managing Editor of the Financial Analysts Journal Heidi Raubenheimer provides an overview of the Third Quarter issue of 2020.

We continue to celebrate 75 years in research publishing with our opening article. Six research articles follow, covering retirement saving, equity defense, multifactor management, tax-loss harvesting, market share, and bitcoin.

]]> Managing Editor of the Financial Analysts Journal Heidi Raubenheimer provides an overview of the Third Quarter issue of 2020.

We continue to celebrate 75 years in research publishing with our opening article. Six research articles follow, covering retirement saving, equity defense, multifactor management, tax-loss harvesting, market share, and bitcoin.

]]> Wed, 15 Jul 2020 16:00:00 +0000 CFA Institute CFA Institute 296 Managing Editor of the Financial Analysts Journal Heidi Raubenheimer provides an overview of the Third Quarter issue of 2020.

We continue to celebrate 75 years in research publishing with our opening article. Six research articles follow, covering retirement saving, equity defense, multifactor management, tax-loss harvesting, market share, and bitcoin.

]]> No The Equity Differential Factor in Currency Markets 1 1 The Equity Differential Factor in Currency Markets full 2d823a05-fed3-430b-9f6e-9f86ac5167ce https://share.transistor.fm/s/a902653d A summary of "The Equity Differential Factor in Currency Markets," by David Turkington, CFA, and Alireza Yazdani, published in the Second Quarter 2020 issue of the Financial Analysts Journal.

]]> A summary of "The Equity Differential Factor in Currency Markets," by David Turkington, CFA, and Alireza Yazdani, published in the Second Quarter 2020 issue of the Financial Analysts Journal.

]]> Thu, 16 Apr 2020 16:00:00 +0000 CFA Institute CFA Institute 230 A summary of "The Equity Differential Factor in Currency Markets," by David Turkington, CFA, and Alireza Yazdani, published in the Second Quarter 2020 issue of the Financial Analysts Journal.

]]> No Looking under the Hood of Active Credit Managers 1 1 Looking under the Hood of Active Credit Managers full 916cd890-73c6-495c-8c53-599f8dcbb758 https://share.transistor.fm/s/6216a38f A summary of the article "Looking under the Hood of Active Credit Managers," by Diogo Palhares and Scott Richardson, published in the Second Quarter 2020 issue of the Financial Analysts Journal.

]]> A summary of the article "Looking under the Hood of Active Credit Managers," by Diogo Palhares and Scott Richardson, published in the Second Quarter 2020 issue of the Financial Analysts Journal.

]]> Thu, 16 Apr 2020 16:00:00 +0000 CFA Institute CFA Institute 250 A summary of the article "Looking under the Hood of Active Credit Managers," by Diogo Palhares and Scott Richardson, published in the Second Quarter 2020 issue of the Financial Analysts Journal.

]]> No When Managers Change Their Tone, Analysts and Investors Change Their Tune 1 1 When Managers Change Their Tone, Analysts and Investors Change Their Tune full a344e68d-4310-4af1-8489-758e390912fe https://share.transistor.fm/s/b379cecf A summary of "When Managers Change Their Tone, Analysts and Investors Change Their Tune," by M. Druz, I. Petzev, A. Wagner, and R. Zeckhauser, published in the Second Quarter 2020 issue of the Financial Analysts Journal.

]]> A summary of "When Managers Change Their Tone, Analysts and Investors Change Their Tune," by M. Druz, I. Petzev, A. Wagner, and R. Zeckhauser, published in the Second Quarter 2020 issue of the Financial Analysts Journal.

]]> Thu, 16 Apr 2020 16:00:00 +0000 CFA Institute CFA Institute 387 A summary of "When Managers Change Their Tone, Analysts and Investors Change Their Tune," by M. Druz, I. Petzev, A. Wagner, and R. Zeckhauser, published in the Second Quarter 2020 issue of the Financial Analysts Journal.

]]> No Public Sentiment and the Price of Corporate Sustainability 1 1 Public Sentiment and the Price of Corporate Sustainability full 6657d96c-28a1-408d-a2ee-ce1b4b412a50 https://share.transistor.fm/s/bc9c4550 A summary of "Public Sentiment and the Price of Corporate Sustainability," by George Serafeim, published in the Second Quarter 2020 issue of the Financial Analysts Journal.

]]> A summary of "Public Sentiment and the Price of Corporate Sustainability," by George Serafeim, published in the Second Quarter 2020 issue of the Financial Analysts Journal.

]]> Thu, 16 Apr 2020 16:00:00 +0000 CFA Institute CFA Institute 251 A summary of "Public Sentiment and the Price of Corporate Sustainability," by George Serafeim, published in the Second Quarter 2020 issue of the Financial Analysts Journal.

]]> No Editor's Snapshot, Financial Analysts Journal, 2020. Vol. 76, No. 2 1 1 Editor's Snapshot, Financial Analysts Journal, 2020. Vol. 76, No. 2 full 957bce3d-120f-4dcd-811e-0beafe266cf5 https://share.transistor.fm/s/bc4e2d3a We open with the first of our series celebrating 75 years of the Journal. Next "The Big Market Delusion" and four research articles: two using big data "Public Sentiment and the Price of Corporate Sustainability" followed by "When Managers Change Their Tone, Analysts and Investors Change Their Tune"; next "The Equity Differential Factor in Currency Markets "and "Looking under the Hood of Active Credit Managers."

]]> We open with the first of our series celebrating 75 years of the Journal. Next "The Big Market Delusion" and four research articles: two using big data "Public Sentiment and the Price of Corporate Sustainability" followed by "When Managers Change Their Tone, Analysts and Investors Change Their Tune"; next "The Equity Differential Factor in Currency Markets "and "Looking under the Hood of Active Credit Managers."

]]> Wed, 15 Apr 2020 16:00:00 +0000 CFA Institute CFA Institute 358 We open with the first of our series celebrating 75 years of the Journal. Next "The Big Market Delusion" and four research articles: two using big data "Public Sentiment and the Price of Corporate Sustainability" followed by "When Managers Change Their Tone, Analysts and Investors Change Their Tune"; next "The Equity Differential Factor in Currency Markets "and "Looking under the Hood of Active Credit Managers."

]]> No Net Share Issuance and Asset Growth Effects: The Role of Managerial Incentives 1 1 Net Share Issuance and Asset Growth Effects: The Role of Managerial Incentives full 5116b80e-7be3-4246-b4bd-6322a4ea0a26 https://share.transistor.fm/s/5d481521 A summary of "Net Share Issuance and Asset Growth Effects: The Role of Managerial Incentives," by Shingo Goto, Zhao Wang, and Shu Yan, published in the First Quarter 2020 issue of the Financial Analysts Journal.

]]> A summary of "Net Share Issuance and Asset Growth Effects: The Role of Managerial Incentives," by Shingo Goto, Zhao Wang, and Shu Yan, published in the First Quarter 2020 issue of the Financial Analysts Journal.

]]> Thu, 16 Jan 2020 16:00:00 -0100 CFA Institute CFA Institute 241 A summary of "Net Share Issuance and Asset Growth Effects: The Role of Managerial Incentives," by Shingo Goto, Zhao Wang, and Shu Yan, published in the First Quarter 2020 issue of the Financial Analysts Journal.

]]> No Option Investor Rationality Revisited: The Role of Exercise Boundary Violations 1 1 Option Investor Rationality Revisited: The Role of Exercise Boundary Violations full 7ae37682-42d5-41f9-9065-062fc20667dd https://share.transistor.fm/s/8aaaf168 A summary of "Option Investor Rationality Revisited: The Role of Exercise Boundary Violations," by Robert Battalio, Stephen Figlewski, and Robert Neal, published in the First Quarter 2020 issue of the Financial Analysts Journal.

]]> A summary of "Option Investor Rationality Revisited: The Role of Exercise Boundary Violations," by Robert Battalio, Stephen Figlewski, and Robert Neal, published in the First Quarter 2020 issue of the Financial Analysts Journal.

]]> Thu, 16 Jan 2020 16:00:00 -0100 CFA Institute CFA Institute 379 A summary of "Option Investor Rationality Revisited: The Role of Exercise Boundary Violations," by Robert Battalio, Stephen Figlewski, and Robert Neal, published in the First Quarter 2020 issue of the Financial Analysts Journal.

]]> No The Tax Benefits of Separating Alpha from Beta 1 1 The Tax Benefits of Separating Alpha from Beta full 5f9d92e3-14f0-47fe-9adb-70b3cf5b9850 https://share.transistor.fm/s/e2d271e4 A summary of "The Tax Benefits of Separating Alpha from Beta," by Joseph Liberman, Clemens Sialm, Nathan Sosner, and Lixin Wang, published in the First Quarter 2020 issue of the Financial Analysts Journal.

]]> A summary of "The Tax Benefits of Separating Alpha from Beta," by Joseph Liberman, Clemens Sialm, Nathan Sosner, and Lixin Wang, published in the First Quarter 2020 issue of the Financial Analysts Journal.

]]> Thu, 16 Jan 2020 16:00:00 -0100 CFA Institute CFA Institute 205 A summary of "The Tax Benefits of Separating Alpha from Beta," by Joseph Liberman, Clemens Sialm, Nathan Sosner, and Lixin Wang, published in the First Quarter 2020 issue of the Financial Analysts Journal.

]]> No Change Is a Good Thing 1 1 Change Is a Good Thing full 4d325c5e-3b25-4733-8099-6f2874ec4644 https://share.transistor.fm/s/82d3bf9b A summary of "Change Is a Good Thing," by David M. Blanchett, CFA, Michael S. Finke, and James A. Licato, published in the First Quarter 2020 issue of the Financial Analysts Journal.

]]> A summary of "Change Is a Good Thing," by David M. Blanchett, CFA, Michael S. Finke, and James A. Licato, published in the First Quarter 2020 issue of the Financial Analysts Journal.

]]> Thu, 16 Jan 2020 16:00:00 -0100 CFA Institute CFA Institute 296 A summary of "Change Is a Good Thing," by David M. Blanchett, CFA, Michael S. Finke, and James A. Licato, published in the First Quarter 2020 issue of the Financial Analysts Journal.

]]> No Editor's Snapshot, Financial Analysts Journal, 2020. Vol. 76, No. 1 1 1 Editor's Snapshot, Financial Analysts Journal, 2020. Vol. 76, No. 1 full c42b8417-6ced-477a-881c-0552ff042af1 https://share.transistor.fm/s/1f1aa5fc We open with "Dynamics of ETF Fees," followed by five research articles: "Change Is a Good Thing," highlighting the effectiveness of fund selection and switching; "The Tax Benefits of Separating Alpha from Beta"; an equity strategy in "Net Share Issuance and Asset Growth Effects: The role of managerial incentives."; and finally "Option Investor Rationality Revisited: The Role of Exercise Boundary Violations"—revealing opportunities in the intraday options market.

]]> We open with "Dynamics of ETF Fees," followed by five research articles: "Change Is a Good Thing," highlighting the effectiveness of fund selection and switching; "The Tax Benefits of Separating Alpha from Beta"; an equity strategy in "Net Share Issuance and Asset Growth Effects: The role of managerial incentives."; and finally "Option Investor Rationality Revisited: The Role of Exercise Boundary Violations"—revealing opportunities in the intraday options market.

]]> Wed, 15 Jan 2020 16:00:00 -0100 CFA Institute CFA Institute 306 We open with "Dynamics of ETF Fees," followed by five research articles: "Change Is a Good Thing," highlighting the effectiveness of fund selection and switching; "The Tax Benefits of Separating Alpha from Beta"; an equity strategy in "Net Share Issuance and Asset Growth Effects: The role of managerial incentives."; and finally "Option Investor Rationality Revisited: The Role of Exercise Boundary Violations"—revealing opportunities in the intraday options market.

]]> No Buffett's Alpha: An Interview with Andrea Frazzini 1 1 Buffett's Alpha: An Interview with Andrea Frazzini full 665cc475-d0ce-4cd9-bad6-438270809db5 https://share.transistor.fm/s/8dddc6cd Andrea Frazzini talks about the article "Buffett's Alpha," Graham and Dodd winner in 2018 from the Financial Analysts Journal. Warren Buffett's Berkshire Hathaway returns appear to be neither luck nor magic but, rather, a reward for leveraging cheap, safe, high-quality stocks.

]]> Andrea Frazzini talks about the article "Buffett's Alpha," Graham and Dodd winner in 2018 from the Financial Analysts Journal. Warren Buffett's Berkshire Hathaway returns appear to be neither luck nor magic but, rather, a reward for leveraging cheap, safe, high-quality stocks.

]]> Thu, 14 Nov 2019 16:00:00 -0100 CFA Institute CFA Institute 813 Andrea Frazzini talks about the article "Buffett's Alpha," Graham and Dodd winner in 2018 from the Financial Analysts Journal. Warren Buffett's Berkshire Hathaway returns appear to be neither luck nor magic but, rather, a reward for leveraging cheap, safe, high-quality stocks.

]]> No Editor's Snapshot, Financial Analysts Journal, Fourth Quarter, 2019. Vol 75, No 4 1 1 Editor's Snapshot, Financial Analysts Journal, Fourth Quarter, 2019. Vol 75, No 4 full 290083b6-d4a5-4e28-b232-574bdfedfb7e https://share.transistor.fm/s/049c7c60 Managing Editor of the Financial Analysts Journal, Heidi Raubenheimer, CFA, provides an overview of the Fourth Quarter issue of 2019.

]]> Managing Editor of the Financial Analysts Journal, Heidi Raubenheimer, CFA, provides an overview of the Fourth Quarter issue of 2019.

]]> Wed, 06 Nov 2019 16:00:00 -0100 CFA Institute CFA Institute 461 Managing Editor of the Financial Analysts Journal, Heidi Raubenheimer, CFA, provides an overview of the Fourth Quarter issue of 2019.

]]> No Optimal Currency Hedging for International Equity Portfolios 1 1 Optimal Currency Hedging for International Equity Portfolios full a18c04bf-08b1-4321-accf-c22eb55a9fac https://share.transistor.fm/s/98ef5974 A summary of "Optimal Currency Hedging for International Equity Portfolios," by Jacob Boudoukh, Matthew Richardson, Ashwin Thapar, and Franklin Wang, published in the Fourth Quarter 2019 issue of the Financial Analysts Journal.

]]> A summary of "Optimal Currency Hedging for International Equity Portfolios," by Jacob Boudoukh, Matthew Richardson, Ashwin Thapar, and Franklin Wang, published in the Fourth Quarter 2019 issue of the Financial Analysts Journal.

]]> Wed, 16 Oct 2019 16:00:00 +0000 CFA Institute CFA Institute 369 A summary of "Optimal Currency Hedging for International Equity Portfolios," by Jacob Boudoukh, Matthew Richardson, Ashwin Thapar, and Franklin Wang, published in the Fourth Quarter 2019 issue of the Financial Analysts Journal.

]]> No The Near-Term Forward Yield Spread as a Leading Indicator: A Less Distorted Mirror 1 1 The Near-Term Forward Yield Spread as a Leading Indicator: A Less Distorted Mirror full e13655cd-8334-4de3-9da3-c0f8aab195ab https://share.transistor.fm/s/a683c5cb A summary of "The Near-Term Forward Yield Spread as a Leading Indicator: A Less Distorted Mirror," by Eric C. Engstrom and Steven A. Sharpe, published in the Fourth Quarter 2019 issue of the Financial Analysts Journal.

]]> A summary of "The Near-Term Forward Yield Spread as a Leading Indicator: A Less Distorted Mirror," by Eric C. Engstrom and Steven A. Sharpe, published in the Fourth Quarter 2019 issue of the Financial Analysts Journal.

]]> Wed, 16 Oct 2019 16:00:00 +0000 CFA Institute CFA Institute 295 A summary of "The Near-Term Forward Yield Spread as a Leading Indicator: A Less Distorted Mirror," by Eric C. Engstrom and Steven A. Sharpe, published in the Fourth Quarter 2019 issue of the Financial Analysts Journal.

]]> No Carry Investing on the Yield Curve 1 1 Carry Investing on the Yield Curve full cfa00a2e-c190-4bc8-9060-d28098bc4918 https://share.transistor.fm/s/211b95d1 A summary of "Carry Investing on the Yield Curve," by Martin Martens, Paul Beekhuizen, Johan Duyvesteyn, CFA, and Casper Zomerdijk, CFA, published in the Fourth Quarter 2019 issue of the Financial Analysts Journal.

]]> A summary of "Carry Investing on the Yield Curve," by Martin Martens, Paul Beekhuizen, Johan Duyvesteyn, CFA, and Casper Zomerdijk, CFA, published in the Fourth Quarter 2019 issue of the Financial Analysts Journal.

]]> Wed, 16 Oct 2019 16:00:00 +0000 CFA Institute CFA Institute 268 A summary of "Carry Investing on the Yield Curve," by Martin Martens, Paul Beekhuizen, Johan Duyvesteyn, CFA, and Casper Zomerdijk, CFA, published in the Fourth Quarter 2019 issue of the Financial Analysts Journal.

]]> No Optimal Timing and Tilting of Equity Factors 1 1 Optimal Timing and Tilting of Equity Factors full 6649f9f9-1838-4615-b96e-9ab15b8c802d https://share.transistor.fm/s/a6534487 A summary of "Optimal Timing and Tilting of Equity Factors," by Hubert Dichtl, Wolfgang Drobetz, Harald Lohre, Carsten Rother, and Patrick Vosskamp, published in the Fourth Quarter 2019 issue of the Financial Analysts Journal.

]]> A summary of "Optimal Timing and Tilting of Equity Factors," by Hubert Dichtl, Wolfgang Drobetz, Harald Lohre, Carsten Rother, and Patrick Vosskamp, published in the Fourth Quarter 2019 issue of the Financial Analysts Journal.

]]> Wed, 16 Oct 2019 16:00:00 +0000 CFA Institute CFA Institute 298 A summary of "Optimal Timing and Tilting of Equity Factors," by Hubert Dichtl, Wolfgang Drobetz, Harald Lohre, Carsten Rother, and Patrick Vosskamp, published in the Fourth Quarter 2019 issue of the Financial Analysts Journal.

]]> No Corporate Governance, ESG, and Stock Returns around the World 1 1 Corporate Governance, ESG, and Stock Returns around the World full f11b87f3-28a0-4179-b53e-912ad997396a https://share.transistor.fm/s/0700aa74 A summary of "Corporate Governance, ESG, and Stock Returns around the World," by Mozaffar Khan, published in the Fourth Quarter 2019 issue of the Financial Analysts Journal.

]]> A summary of "Corporate Governance, ESG, and Stock Returns around the World," by Mozaffar Khan, published in the Fourth Quarter 2019 issue of the Financial Analysts Journal.

]]> Wed, 16 Oct 2019 16:00:00 +0000 CFA Institute CFA Institute 276 A summary of "Corporate Governance, ESG, and Stock Returns around the World," by Mozaffar Khan, published in the Fourth Quarter 2019 issue of the Financial Analysts Journal.

]]> No Do Investors Consider Nonfinancial Risks When Building Portfolios? 1 1 Do Investors Consider Nonfinancial Risks When Building Portfolios? full ec9af04e-d751-4f04-9985-cf5fdcf27ece https://share.transistor.fm/s/8f22c7c0 A summary of "Do Investors Consider Nonfinancial Risks When Building Portfolios?," by David M. Blanchett, CFA, and Michael Guillemette, published in the Fourth Quarter 2019 issue of the Financial Analysts Journal.

]]> A summary of "Do Investors Consider Nonfinancial Risks When Building Portfolios?," by David M. Blanchett, CFA, and Michael Guillemette, published in the Fourth Quarter 2019 issue of the Financial Analysts Journal.

]]> Wed, 16 Oct 2019 16:00:00 +0000 CFA Institute CFA Institute 267 A summary of "Do Investors Consider Nonfinancial Risks When Building Portfolios?," by David M. Blanchett, CFA, and Michael Guillemette, published in the Fourth Quarter 2019 issue of the Financial Analysts Journal.

]]> No Editor's Snapshot, Financial Analysts Journal, 2019. Vol 75, No 3 1 1 Editor's Snapshot, Financial Analysts Journal, 2019. Vol 75, No 3 full 1a1124d4-c264-4dc8-aeb5-a261dd31ec74 https://share.transistor.fm/s/99b53b73 Seven research articles. The first asks, "Are Passive Funds Really Superior?" The second defends portfolio optimization, and the third article assists us in "Choosing and Using Utility Functions." These three are followed by "Machine Learning for Stock Selection" and "The Impact of Crowding in Alternative Risk Premia Investing." Next, we investigate "Financial Statement Anomalies in the Bond Market," and the issue ends with the confusion provoked by the titles used by "Brokers or Investment Advisers.

]]> Seven research articles. The first asks, "Are Passive Funds Really Superior?" The second defends portfolio optimization, and the third article assists us in "Choosing and Using Utility Functions." These three are followed by "Machine Learning for Stock Selection" and "The Impact of Crowding in Alternative Risk Premia Investing." Next, we investigate "Financial Statement Anomalies in the Bond Market," and the issue ends with the confusion provoked by the titles used by "Brokers or Investment Advisers.

]]> Mon, 15 Jul 2019 16:00:00 +0000 CFA Institute CFA Institute 442 Seven research articles. The first asks, "Are Passive Funds Really Superior?" The second defends portfolio optimization, and the third article assists us in "Choosing and Using Utility Functions." These three are followed by "Machine Learning for Stock Selection" and "The Impact of Crowding in Alternative Risk Premia Investing." Next, we investigate "Financial Statement Anomalies in the Bond Market," and the issue ends with the confusion provoked by the titles used by "Brokers or Investment Advisers.

]]> No Editor's Snapshot, Financial Analysts Journal, 2019. Vol 75, No 2 1 1 Editor's Snapshot, Financial Analysts Journal, 2019. Vol 75, No 2 full cd6e1538-b703-4dd0-b193-705a684bfbde https://share.transistor.fm/s/98337934 A viewpoint on Crypto Asset Regulation, a Perspectives article on Spending Policy and five research articles: 1) "Revenge of the Stock Pickers," showing how much alpha is left behind by ETFs in a sudden selloff, 2) "What Is Quality?," an in depth investigation into quality factors, 3) a study of the market impact costs of factor strategies , 4) a demonstration of the benefit of tax management, and 5) "Trusting Clients' Financial Risk Tolerance Survey Scores."

]]> A viewpoint on Crypto Asset Regulation, a Perspectives article on Spending Policy and five research articles: 1) "Revenge of the Stock Pickers," showing how much alpha is left behind by ETFs in a sudden selloff, 2) "What Is Quality?," an in depth investigation into quality factors, 3) a study of the market impact costs of factor strategies , 4) a demonstration of the benefit of tax management, and 5) "Trusting Clients' Financial Risk Tolerance Survey Scores."

]]> Mon, 15 Apr 2019 16:00:00 +0000 CFA Institute CFA Institute 468 A viewpoint on Crypto Asset Regulation, a Perspectives article on Spending Policy and five research articles: 1) "Revenge of the Stock Pickers," showing how much alpha is left behind by ETFs in a sudden selloff, 2) "What Is Quality?," an in depth investigation into quality factors, 3) a study of the market impact costs of factor strategies , 4) a demonstration of the benefit of tax management, and 5) "Trusting Clients' Financial Risk Tolerance Survey Scores."

]]> No Editor's Snapshot, Financial Analysts Journal, 2019. Vol 75, No 1 1 1 Editor's Snapshot, Financial Analysts Journal, 2019. Vol 75, No 1 full a399b3f4-4550-4df0-9d97-502db4cad204 https://share.transistor.fm/s/cf724547 Two perspective articles: SeLFIES as an antidote to financial ignorance and "Long-Horizon Predictability: A Cautionary Tale. Four research articles follow: "Missing the Mark: Mortgage Asset Valuation Accuracy and Credit Modeling"; "The Returns to Private Debt: Primary Issuances vs. Secondary Acquisitions"; "Trends' Signal Strength and the Performance of CTAs."; and "Comparing Cost-Mitigation Techniques."

]]> Two perspective articles: SeLFIES as an antidote to financial ignorance and "Long-Horizon Predictability: A Cautionary Tale. Four research articles follow: "Missing the Mark: Mortgage Asset Valuation Accuracy and Credit Modeling"; "The Returns to Private Debt: Primary Issuances vs. Secondary Acquisitions"; "Trends' Signal Strength and the Performance of CTAs."; and "Comparing Cost-Mitigation Techniques."

]]> Tue, 15 Jan 2019 16:00:00 -0100 CFA Institute CFA Institute 362 Two perspective articles: SeLFIES as an antidote to financial ignorance and "Long-Horizon Predictability: A Cautionary Tale. Four research articles follow: "Missing the Mark: Mortgage Asset Valuation Accuracy and Credit Modeling"; "The Returns to Private Debt: Primary Issuances vs. Secondary Acquisitions"; "Trends' Signal Strength and the Performance of CTAs."; and "Comparing Cost-Mitigation Techniques."

]]> No Inefficiencies in the Pricing of Exchange-Traded Funds: An Interview with Antti Petajisto 1 1 Inefficiencies in the Pricing of Exchange-Traded Funds: An Interview with Antti Petajisto full 85cf9494-a57a-499e-b544-ce2c256e315f https://share.transistor.fm/s/12c3a388 Antti Petajisto talks about his article "Inefficiencies in the Pricing of Exchange Traded Funds," Graham and Dodd winner in 2017 from the Financial Analysts Journal. He found that prices of exchange-traded funds (ETFs) can deviate significantly from their net asset values (NAVs).

]]> Antti Petajisto talks about his article "Inefficiencies in the Pricing of Exchange Traded Funds," Graham and Dodd winner in 2017 from the Financial Analysts Journal. He found that prices of exchange-traded funds (ETFs) can deviate significantly from their net asset values (NAVs).

]]> Tue, 06 Nov 2018 16:00:00 -0100 CFA Institute CFA Institute 937 Antti Petajisto talks about his article "Inefficiencies in the Pricing of Exchange Traded Funds," Graham and Dodd winner in 2017 from the Financial Analysts Journal. He found that prices of exchange-traded funds (ETFs) can deviate significantly from their net asset values (NAVs).

]]> No