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 2021-08-01 to 2025-08-01.)
ArticleCitations
Publisher’s Note465
Allocating to Thematic Investments131
Should Defined Contribution Plans Include Private Equity Investments?56
The Controversy over Proxy Voting: The Role of Fund Managers and Proxy Advisors34
Thematic Investing with Big Data: The Case of Private Equity29
A Latent Factor Cash Flow Model for Alternative Investment Funds26
Tax-Loss Harvesting: An Individual Investor’s Perspective25
Capacity Constraints in Hedge Funds: The Relation between Fund Performance and Cohort Size20
Time-Series Predictability for Sector Investing16
Supply Chain Climate Exposure15
Index + Factors + Alpha14
Measuring Mutual Fund Flows13
Environmental, Social, and Governance Issues and the Financial Analysts Journal12
Litigation Risk and Stock Return Anomaly12
ESG Rating Disagreement and Stock Returns12
Private Equity Performance around the World10
Time-Varying Drivers of Stock Prices10
Harry Markowitz and the Philosopher’s Stone9
Accessing Private Markets: What Does It Cost?9
Reversals and the Returns to Liquidity Provision8
Spot Bitcoin ETFs: The Struggle Was Worth It8
Effects of Venture Capital Mega-Deals on IPO Success and Post-IPO Performance8
Is Sector Neutrality in Factor Investing a Mistake?7
Nonlinear Factor Returns in the US Equity Market7
True Value Investing in the Corporate Bond Market6
Smart Rebalancing6
The Importance of Joining Lifecycle Models with Mean-Variance Optimization6
Is “Not Trading” Informative? Evidence from Corporate Insiders’ Portfolios6
Asset Allocation Drift Due to Taxes6
2022 Report to Readers6
The Disappearing Edge: AI, Machine Learning, and the Future of the Discretionary Portfolio Manager6
Transaction Costs and Capacity of Systematic Corporate Bond Strategies6
How Should Investors’ Long-Term Returns Be Measured?5
Private Shareholder Engagements on Material ESG Issues5
Factor-Mimicking Portfolios for Climate Risk5
Our Thanks to Reviewers5
Managerial Multitasking in the Mutual Fund Industry5
Intrinsic Value: A Solution to the Declining Performance of Value Strategies4
Innovation and the Human Dimension of Investment Management4
2021 Report to Readers4
Exclude with Impunity: Personalized Indexing and Stock Restrictions4
Evolutionary Finance for Multi-Asset Investors4
Hedge Funds vs. Alternative Risk Premia4
Hedged Mutual Funds and Competition for Sources of Alpha4
Geographic Investing: Stock Return Indexes Based on Company Operations4
Bonds with Benefits: Impact Investing in Corporate Debt3
Images Tell Stories3
A Fractional Solution to a Stock Market Mystery3
Applying Economics—Not Gut Feel—to ESG3
Thematic Investing: A Risk-Based Perspective3
Optimal Factor Timing in a High-Dimensional Setting3
Our Thanks to Reviewers3
Short Squeezes2
What Do TIPS Say about Real Interest Rates and Required Returns?2
Trade Informativeness in Modern Markets2
Carry Momentum2
Fund Selection: Sense and Sensibility2
Forecasting the Long-Term Equity Premium for Asset Allocation2
Investing in Deflation, Inflation, and Stagflation Regimes2
Beyond Fama-French Factors: Alpha from Short-Term Signals2
Portable Beta and Total Portfolio Management2
Intermediaries’ Incentives across Share Classes in the Same Fund2
A Heuristic for Fat-Tailed Stock Market Returns2
How Much Does ChatGPT Know about Finance?2
The Cross-Section of Corporate Bond Returns: The Pre-World War I Evidence2
Influence and Predictive Value of Seeking Alpha Articles2
Maximum Drawdown as Predictor of Mutual Fund Performance and Flows2
Targeting Macroeconomic Exposures in Equity Portfolios: A Firm-Level Measurement Approach for Out-of-Sample Robustness2
Are All Short-Term Institutional Investors Informed?2
Shareholder Activism in Small-Cap Newly Public Firms2
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