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 2022-05-01 to 2026-05-01.)
ArticleCitations
A Latent Factor Cash Flow Model for Alternative Investment Funds52
Publisher’s Note29
Thematic Investing with Big Data: The Case of Private Equity21
Separating Positive Impact from Warm Glow: Implications for Fund Managers, Educators, Financial Advisers, Rating Agencies, and Investors20
The Controversy over Proxy Voting: The Role of Fund Managers and Proxy Advisors19
Should Defined Contribution Plans Include Private Equity Investments?18
Allocating to Thematic Investments18
Supply Chain Climate Exposure17
2025 Report to Readers17
Big Data Meets the Turbulent Oil Market17
Time-Series Predictability for Sector Investing17
Measuring Mutual Fund Flows14
Time-Varying Drivers of Stock Prices13
Private Equity Performance around the World12
Accessing Private Markets: What Does It Cost?12
Harry Markowitz and the Philosopher’s Stone11
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 Financial System Red in Tooth and Claw: 75 Years of Co-Evolving Markets and Technology”: A Correction9
The Disappearing Edge: AI, Machine Learning, and the Future of the Discretionary Portfolio Manager9
A Reassessment of Hedge Fund Returns Using Daily Return Data8
Spot Bitcoin ETFs: The Struggle Was Worth It8
Our Thanks to Reviewers7
Nonlinear Factor Returns in the US Equity Market7
Smart Rebalancing7
2022 Report to Readers7
Transaction Costs and Capacity of Systematic Corporate Bond Strategies6
The First 80 Years of the Financial Analysts Journal : Prolific Contributors and Major Ideas and Innovations6
True Value Investing in the Corporate Bond Market6
Asset Allocation Drift Due to Taxes6
The Fallacy of Concentration6
The Only Other Spending Rule Article You Will Ever Need6
The Performance of Small Business Investment Companies6
The Importance of Joining Lifecycle Models with Mean-Variance Optimization6
Managerial Multitasking in the Mutual Fund Industry5
Adjusting for Risk Effects in Fixed Income Portfolios5
Our Thanks to Reviewers5
ESG Ratings, ESG News Sentiment, and Firm Credit Risk Perception5
How Should Investors’ Long-Term Returns Be Measured?5
Factor-Mimicking Portfolios for Climate Risk4
Intrinsic Value: A Solution to the Declining Performance of Value Strategies4
Exclude with Impunity: Personalized Indexing and Stock Restrictions4
Private Shareholder Engagements on Material ESG Issues4
Geographic Investing: Stock Return Indexes Based on Company Operations4
Evolutionary Finance for Multi-Asset Investors4
Hedged Mutual Funds and Competition for Sources of Alpha4
Innovation and the Human Dimension of Investment Management4
Optimal Factor Timing in a High-Dimensional Setting3
Applying Economics—Not Gut Feel—to ESG3
A Fractional Solution to a Stock Market Mystery3
Images Tell Stories3
Bonds with Benefits: Impact Investing in Corporate Debt3
What Do TIPS Say about Real Interest Rates and Required Returns?2
Rethinking Variable Importance in Machine Learning: An Economic Perspective on Empirical Asset Pricing2
Targeting Macroeconomic Exposures in Equity Portfolios: A Firm-Level Measurement Approach for Out-of-Sample Robustness2
Thematic Investing: A Risk-Based Perspective2
Beyond Fama-French Factors: Alpha from Short-Term Signals2
Are All Short-Term Institutional Investors Informed?2
Fund Selection: Sense and Sensibility2
Value versus Growth: What Drives the Value Premium?2
Portable Beta and Total Portfolio Management2
In Memoriam: Philippe Jorion2
Trade Informativeness in Modern Markets2
Maximum Drawdown as Predictor of Mutual Fund Performance and Flows2
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