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 2021-11-01 to 2025-11-01.)
ArticleCitations
A Latent Factor Cash Flow Model for Alternative Investment Funds153
Publisher’s Note63
Thematic Investing with Big Data: The Case of Private Equity38
Should Defined Contribution Plans Include Private Equity Investments?30
Allocating to Thematic Investments20
Separating Positive Impact from Warm Glow: Implications for Fund Managers, Educators, Financial Advisers, Rating Agencies, and Investors17
The Controversy over Proxy Voting: The Role of Fund Managers and Proxy Advisors17
Supply Chain Climate Exposure16
Time-Series Predictability for Sector Investing16
Measuring Mutual Fund Flows14
Capacity Constraints in Hedge Funds: The Relation between Fund Performance and Cohort Size14
Private Equity Performance around the World13
Time-Varying Drivers of Stock Prices12
Harry Markowitz and the Philosopher’s Stone12
Accessing Private Markets: What Does It Cost?11
Litigation Risk and Stock Return Anomaly11
Reversals and the Returns to Liquidity Provision10
Effects of Venture Capital Mega-Deals on IPO Success and Post-IPO Performance10
Is Sector Neutrality in Factor Investing a Mistake?9
The Disappearing Edge: AI, Machine Learning, and the Future of the Discretionary Portfolio Manager9
Nonlinear Factor Returns in the US Equity Market8
“The Financial System Red in Tooth and Claw: 75 Years of Co-Evolving Markets and Technology”: A Correction8
Spot Bitcoin ETFs: The Struggle Was Worth It7
The First 80 Years of the Financial Analysts Journal : Prolific Contributors and Major Ideas and Innovations7
Is “Not Trading” Informative? Evidence from Corporate Insiders’ Portfolios7
Our Thanks to Reviewers7
2022 Report to Readers7
The Only Other Spending Rule Article You Will Ever Need7
Smart Rebalancing7
The Importance of Joining Lifecycle Models with Mean-Variance Optimization6
Transaction Costs and Capacity of Systematic Corporate Bond Strategies6
Asset Allocation Drift Due to Taxes6
True Value Investing in the Corporate Bond Market6
Private Shareholder Engagements on Material ESG Issues5
How Should Investors’ Long-Term Returns Be Measured?5
Managerial Multitasking in the Mutual Fund Industry5
Factor-Mimicking Portfolios for Climate Risk5
Our Thanks to Reviewers5
Exclude with Impunity: Personalized Indexing and Stock Restrictions4
Innovation and the Human Dimension of Investment Management4
2021 Report to Readers4
Hedged Mutual Funds and Competition for Sources of Alpha4
Evolutionary Finance for Multi-Asset Investors4
Intrinsic Value: A Solution to the Declining Performance of Value Strategies4
Geographic Investing: Stock Return Indexes Based on Company Operations4
Applying Economics—Not Gut Feel—to ESG3
Optimal Factor Timing in a High-Dimensional Setting3
Trade Informativeness in Modern Markets3
What Do TIPS Say about Real Interest Rates and Required Returns?3
Thematic Investing: A Risk-Based Perspective3
Bonds with Benefits: Impact Investing in Corporate Debt3
Portable Beta and Total Portfolio Management3
Images Tell Stories3
A Fractional Solution to a Stock Market Mystery3
Beyond Fama-French Factors: Alpha from Short-Term Signals3
Maximum Drawdown as Predictor of Mutual Fund Performance and Flows3
Are All Short-Term Institutional Investors Informed?2
Investing in Deflation, Inflation, and Stagflation Regimes2
Shareholder Activism in Small-Cap Newly Public Firms2
Forecasting the Long-Term Equity Premium for Asset Allocation2
Influence and Predictive Value of Seeking Alpha Articles2
Targeting Macroeconomic Exposures in Equity Portfolios: A Firm-Level Measurement Approach for Out-of-Sample Robustness2
Fund Selection: Sense and Sensibility2
The Cross-Section of Corporate Bond Returns: The Pre-World War I Evidence2
Carry Momentum2
Intermediaries’ Incentives across Share Classes in the Same Fund2
A Heuristic for Fat-Tailed Stock Market Returns2
Short Squeezes2
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