Financial Analysts Journal

Papers
(The median citation count of Financial Analysts Journal is 2. The table below lists those papers that are above that threshold based on CrossRef citation counts [max. 250 papers]. The publications cover those that have been published in the past four years, i.e., from 2022-06-01 to 2026-06-01.)
ArticleCitations
A Latent Factor Cash Flow Model for Alternative Investment Funds53
Publisher’s Note29
Thematic Investing with Big Data: The Case of Private Equity22
Separating Positive Impact from Warm Glow: Implications for Fund Managers, Educators, Financial Advisers, Rating Agencies, and Investors22
Allocating to Thematic Investments20
Should Defined Contribution Plans Include Private Equity Investments?19
The Controversy over Proxy Voting: The Role of Fund Managers and Proxy Advisors19
2025 Report to Readers18
Time-Series Predictability for Sector Investing18
Supply Chain Climate Exposure18
Big Data Meets the Turbulent Oil Market17
Measuring Mutual Fund Flows15
Time-Varying Drivers of Stock Prices14
Accessing Private Markets: What Does It Cost?13
Private Equity Performance around the World12
Harry Markowitz and the Philosopher’s Stone11
Litigation Risk and Stock Return Anomaly11
Effects of Venture Capital Mega-Deals on IPO Success and Post-IPO Performance10
Reversals and the Returns to Liquidity Provision10
“The Financial System Red in Tooth and Claw: 75 Years of Co-Evolving Markets and Technology”: A Correction9
Nonlinear Factor Returns in the US Equity Market9
The Disappearing Edge: AI, Machine Learning, and the Future of the Discretionary Portfolio Manager9
Is Sector Neutrality in Factor Investing a Mistake?9
Spot Bitcoin ETFs: The Struggle Was Worth It8
A Reassessment of Hedge Fund Returns Using Daily Return Data8
2022 Report to Readers7
The First 80 Years of the Financial Analysts Journal : Prolific Contributors and Major Ideas and Innovations7
Smart Rebalancing7
Our Thanks to Reviewers6
The Performance of Small Business Investment Companies6
Transaction Costs and Capacity of Systematic Corporate Bond Strategies6
The Fallacy of Concentration6
The Importance of Joining Lifecycle Models with Mean-Variance Optimization6
Asset Allocation Drift Due to Taxes6
True Value Investing in the Corporate Bond Market6
The Only Other Spending Rule Article You Will Ever Need6
How Should Investors’ Long-Term Returns Be Measured?6
Factor-Mimicking Portfolios for Climate Risk5
Our Thanks to Reviewers5
ESG Ratings, ESG News Sentiment, and Firm Credit Risk Perception5
Adjusting for Risk Effects in Fixed Income Portfolios5
Managerial Multitasking in the Mutual Fund Industry5
Exclude with Impunity: Personalized Indexing and Stock Restrictions4
Intrinsic Value: A Solution to the Declining Performance of Value Strategies4
Bonds with Benefits: Impact Investing in Corporate Debt4
Private Shareholder Engagements on Material ESG Issues4
Evolutionary Finance for Multi-Asset Investors4
Geographic Investing: Stock Return Indexes Based on Company Operations4
Hedged Mutual Funds and Competition for Sources of Alpha4
Innovation and the Human Dimension of Investment Management4
A Fractional Solution to a Stock Market Mystery3
Value versus Growth: What Drives the Value Premium?3
Applying Economics—Not Gut Feel—to ESG3
Optimal Factor Timing in a High-Dimensional Setting3
Images Tell Stories3
Trade Informativeness in Modern Markets2
Beyond Fama-French Factors: Alpha from Short-Term Signals2
Are All Short-Term Institutional Investors Informed?2
Fund Selection: Sense and Sensibility2
Thematic Investing: A Risk-Based Perspective2
Rethinking Variable Importance in Machine Learning: An Economic Perspective on Empirical Asset Pricing2
Targeting Macroeconomic Exposures in Equity Portfolios: A Firm-Level Measurement Approach for Out-of-Sample Robustness2
Intermediaries’ Incentives across Share Classes in the Same Fund2
What Do TIPS Say about Real Interest Rates and Required Returns?2
Portable Beta and Total Portfolio Management2
In Memoriam: Philippe Jorion2
Maximum Drawdown as Predictor of Mutual Fund Performance and Flows2
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