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 2022-08-01 to 2026-08-01.)
ArticleCitations
A Latent Factor Cash Flow Model for Alternative Investment Funds61
Publisher’s Note28
Separating Positive Impact from Warm Glow: Implications for Fund Managers, Educators, Financial Advisers, Rating Agencies, and Investors22
Thematic Investing with Big Data: The Case of Private Equity22
The Controversy over Proxy Voting: The Role of Fund Managers and Proxy Advisors21
Allocating to Thematic Investments21
Time-Series Predictability for Sector Investing20
2025 Report to Readers20
EBITDA, EBITA, or EBIT?19
Supply Chain Climate Exposure18
Big Data Meets the Turbulent Oil Market15
Measuring Mutual Fund Flows14
Private Equity Performance around the World13
Accessing Private Markets: What Does It Cost?13
Time-Varying Drivers of Stock Prices13
Harry Markowitz and the Philosopher’s Stone12
Reversals and the Returns to Liquidity Provision11
When the Equity Premium Was New: How the Baleful Impact of Deflation Eluded E. L. Smith11
Nonlinear Factor Returns in the US Equity Market10
“The Financial System Red in Tooth and Claw: 75 Years of Co-Evolving Markets and Technology”: A Correction10
Is Sector Neutrality in Factor Investing a Mistake?9
A Reassessment of Hedge Fund Returns Using Daily Return Data9
The Disappearing Edge: AI, Machine Learning, and the Future of the Discretionary Portfolio Manager8
Spot Bitcoin ETFs: The Struggle Was Worth It8
2022 Report to Readers8
Our Thanks to Reviewers7
Smart Rebalancing7
The Only Other Spending Rule Article You Will Ever Need6
The Performance of Small Business Investment Companies6
Asset Allocation Drift Due to Taxes6
True Value Investing in the Corporate Bond Market6
The Importance of Joining Lifecycle Models with Mean-Variance Optimization6
Adjusting for Risk Effects in Fixed Income Portfolios6
The Fallacy of Concentration6
The First 80 Years of the Financial Analysts Journal : Prolific Contributors and Major Ideas and Innovations6
Analyzing ESG Follow-Through of Pension Funds: Evidence from Korea’s National Pension Service6
Transaction Costs and Capacity of Systematic Corporate Bond Strategies6
Our Thanks to Reviewers5
How Should Investors’ Long-Term Returns Be Measured?5
In Memoriam: Martin Leibowitz’s Contributions Across Finance5
Managerial Multitasking in the Mutual Fund Industry5
Factor-Mimicking Portfolios for Climate Risk4
Exclude with Impunity: Personalized Indexing and Stock Restrictions4
ESG Ratings, ESG News Sentiment, and Firm Credit Risk Perception4
Geographic Investing: Stock Return Indexes Based on Company Operations4
Private Shareholder Engagements on Material ESG Issues4
Intrinsic Value: A Solution to the Declining Performance of Value Strategies4
Images Tell Stories3
Bonds with Benefits: Impact Investing in Corporate Debt3
Innovation and the Human Dimension of Investment Management3
Applying Economics—Not Gut Feel—to ESG3
Value versus Growth: What Drives the Value Premium?2
What Do TIPS Say about Real Interest Rates and Required Returns?2
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
Short Squeezes2
Maximum Drawdown as Predictor of Mutual Fund Performance and Flows2
A Fractional Solution to a Stock Market Mystery2
Beyond Fama-French Factors: Alpha from Short-Term Signals2
In Memoriam: Philippe Jorion2
Influence and Predictive Value of Seeking Alpha Articles2
Trade Informativeness in Modern Markets2
Optimal Factor Timing in a High-Dimensional Setting2
Thematic Investing: A Risk-Based Perspective2
Rethinking Variable Importance in Machine Learning: An Economic Perspective on Empirical Asset Pricing2
Are All Short-Term Institutional Investors Informed?2
How Much Does ChatGPT Know about Finance?2
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