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 2021-06-01 to 2025-06-01.)
ArticleCitations
Publisher’s Note427
A Latent Factor Cash Flow Model for Alternative Investment Funds121
Should Defined Contribution Plans Include Private Equity Investments?51
The Controversy over Proxy Voting: The Role of Fund Managers and Proxy Advisors37
Thematic Investing with Big Data: The Case of Private Equity32
Allocating to Thematic Investments26
Tax-Loss Harvesting: An Individual Investor’s Perspective25
Supply Chain Climate Exposure25
Capacity Constraints in Hedge Funds: The Relation between Fund Performance and Cohort Size19
Time-Series Predictability for Sector Investing15
Environmental, Social, and Governance Issues and the Financial Analysts Journal14
Index + Factors + Alpha12
ESG Rating Disagreement and Stock Returns11
Litigation Risk and Stock Return Anomaly11
Time-Varying Drivers of Stock Prices10
Harry Markowitz and the Philosopher’s Stone10
Private Equity Performance around the World10
Accessing Private Markets: What Does It Cost?9
Effects of Venture Capital Mega-Deals on IPO Success and Post-IPO Performance8
Nonlinear Factor Returns in the US Equity Market8
Reversals and the Returns to Liquidity Provision8
Is Sector Neutrality in Factor Investing a Mistake?7
2022 Report to Readers7
Hedge Fund Performance: End of an Era?7
Spot Bitcoin ETFs: The Struggle Was Worth It7
Is “Not Trading” Informative? Evidence from Corporate Insiders’ Portfolios7
The Importance of Joining Lifecycle Models with Mean-Variance Optimization6
Smart Rebalancing6
True Value Investing in the Corporate Bond Market6
Our Thanks to Reviewers5
Factor-Mimicking Portfolios for Climate Risk5
Asset Allocation Drift Due to Taxes5
How Should Investors’ Long-Term Returns Be Measured?5
Private Shareholder Engagements on Material ESG Issues5
Transaction Costs and Capacity of Systematic Corporate Bond Strategies5
Managerial Multitasking in the Mutual Fund Industry5
Geographic Investing: Stock Return Indexes Based on Company Operations4
Intrinsic Value: A Solution to the Declining Performance of Value Strategies4
2021 Report to Readers4
Evolutionary Finance for Multi-Asset Investors4
Hedge Funds vs. Alternative Risk Premia4
Innovation and the Human Dimension of Investment Management4
Exclude with Impunity: Personalized Indexing and Stock Restrictions4
Hedged Mutual Funds and Competition for Sources of Alpha4
Images Tell Stories3
Optimal Factor Timing in a High-Dimensional Setting3
Beyond Fama-French Factors: Alpha from Short-Term Signals3
What Do TIPS Say about Real Interest Rates and Required Returns?3
Bonds with Benefits: Impact Investing in Corporate Debt3
Our Thanks to Reviewers3
Maximum Drawdown as Predictor of Mutual Fund Performance and Flows3
Applying Economics—Not Gut Feel—to ESG3
A Fractional Solution to a Stock Market Mystery3
Trade Informativeness in Modern Markets3
Portable Beta and Total Portfolio Management2
Carry Momentum2
Short Squeezes2
How Much Does ChatGPT Know about Finance?2
Investing in Deflation, Inflation, and Stagflation Regimes2
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
Influence and Predictive Value of Seeking Alpha Articles2
Shareholder Activism in Small-Cap Newly Public Firms2
Shareholder Democracy, Meet Memocracy2
A Heuristic for Fat-Tailed Stock Market Returns2
Are All Short-Term Institutional Investors Informed?2
Fund Selection: Sense and Sensibility2
Forecasting the Long-Term Equity Premium for Asset Allocation2
The Cross-Section of Corporate Bond Returns: The Pre-World War I Evidence2
Stocks for the Long Run? Sometimes Yes, Sometimes No2
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