Episodes
Heidi Raubenheimer, CFA, managing editor of the Financial Analysts Journal, provides an overview of the Fourth Quarter issue of 2021.
Published 10/15/21
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.
Published 09/23/21
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.
Published 09/22/21
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.
Published 09/21/21
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.
Published 09/10/21
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.
Published 09/06/21
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.
Published 08/30/21
Heidi Raubenheimer, CFA, managing editor of the Financial Analysts Journal, provides an overview of the Third Quarter issue of 2021.
Published 07/15/21
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. Summary: https://www.cfainstitute.org/en/research/financial-analysts-journal/2021/to-bundle-or-not-to-bundle
Published 06/23/21
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
Published 06/11/21
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
Published 05/24/21
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
Published 05/21/21
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
Published 05/19/21
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
Published 05/10/21
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
Published 04/20/21
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
Published 04/20/21
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
Published 04/20/21
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
Published 04/20/21
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
Published 04/20/21
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
Published 04/20/21
Heidi Raubenheimer, managing editor of the Financial Analysts Journal, provides an overview of the Second Quarter issue of 2021.
Published 04/15/21
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
Published 03/30/21
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
Published 03/30/21
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
Published 03/30/21