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 2021-09-01 to 2025-09-01.)
ArticleCitations
Publisher’s Note485
Should Defined Contribution Plans Include Private Equity Investments?139
The Controversy over Proxy Voting: The Role of Fund Managers and Proxy Advisors57
Allocating to Thematic Investments36
A Latent Factor Cash Flow Model for Alternative Investment Funds29
Thematic Investing with Big Data: The Case of Private Equity25
Separating Positive Impact from Warm Glow: Implications for Fund Managers, Educators, Financial Advisers, Rating Agencies, and Investors20
Tax-Loss Harvesting: An Individual Investor’s Perspective17
Supply Chain Climate Exposure16
Time-Series Predictability for Sector Investing14
Capacity Constraints in Hedge Funds: The Relation between Fund Performance and Cohort Size14
ESG Rating Disagreement and Stock Returns12
Measuring Mutual Fund Flows12
Index + Factors + Alpha12
Time-Varying Drivers of Stock Prices11
Harry Markowitz and the Philosopher’s Stone10
Private Equity Performance around the World10
Reversals and the Returns to Liquidity Provision9
Accessing Private Markets: What Does It Cost?9
Litigation Risk and Stock Return Anomaly9
Is Sector Neutrality in Factor Investing a Mistake?8
Effects of Venture Capital Mega-Deals on IPO Success and Post-IPO Performance8
Spot Bitcoin ETFs: The Struggle Was Worth It7
Nonlinear Factor Returns in the US Equity Market7
Transaction Costs and Capacity of Systematic Corporate Bond Strategies6
Is “Not Trading” Informative? Evidence from Corporate Insiders’ Portfolios6
True Value Investing in the Corporate Bond Market6
Smart Rebalancing6
Asset Allocation Drift Due to Taxes6
2022 Report to Readers6
The Disappearing Edge: AI, Machine Learning, and the Future of the Discretionary Portfolio Manager6
The Importance of Joining Lifecycle Models with Mean-Variance Optimization6
How Should Investors’ Long-Term Returns Be Measured?5
Our Thanks to Reviewers5
Managerial Multitasking in the Mutual Fund Industry5
Factor-Mimicking Portfolios for Climate Risk5
Private Shareholder Engagements on Material ESG Issues5
Evolutionary Finance for Multi-Asset Investors4
Hedged Mutual Funds and Competition for Sources of Alpha4
Exclude with Impunity: Personalized Indexing and Stock Restrictions4
Hedge Funds vs. Alternative Risk Premia4
Intrinsic Value: A Solution to the Declining Performance of Value Strategies4
2021 Report to Readers4
Innovation and the Human Dimension of Investment Management3
Optimal Factor Timing in a High-Dimensional Setting3
Our Thanks to Reviewers3
Bonds with Benefits: Impact Investing in Corporate Debt3
Images Tell Stories3
Thematic Investing: A Risk-Based Perspective3
Applying Economics—Not Gut Feel—to ESG3
A Fractional Solution to a Stock Market Mystery3
Geographic Investing: Stock Return Indexes Based on Company Operations3
How Much Does ChatGPT Know about Finance?2
What Do TIPS Say about Real Interest Rates and Required Returns?2
Portable Beta and Total Portfolio Management2
Carry Momentum2
Fund Selection: Sense and Sensibility2
Shareholder Activism in Small-Cap Newly Public Firms2
Investing in Deflation, Inflation, and Stagflation Regimes2
Beyond Fama-French Factors: Alpha from Short-Term Signals2
Trade Informativeness in Modern Markets2
Intermediaries’ Incentives across Share Classes in the Same Fund2
The Cross-Section of Corporate Bond Returns: The Pre-World War I Evidence2
Forecasting the Long-Term Equity Premium for Asset Allocation2
Short Squeezes2
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
A Heuristic for Fat-Tailed Stock Market Returns2
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