Financial Analysts Journal
"It is possible to construct equity portfolios that possess out of sample exposure that facilitate more precise targeting of levels of macroeconomic risk exposure."
The last Financial Analysts Journal issue of 2021 features examinations of machine learning. tax-loss harvesting, and more.
Financial Analysts Journal managing editor Heidi Raubenheimer, PhD, CFA, provides a synopsis of the latest issue.
What do the Financial Analysts Journal, CFA Society New York, the Columbia University Graduate School of Journalism, and US railroads have in common? Female pioneers.
Mark Harrison, CFA, provides a list of the most popular articles of 2016 from CFA Institute's Financial Analysts Journal and CFA Digest.
Laurence B. Siegel sat down for an interview with Barbara S. Petitt, CFA, editor of the Financial Analysts Journal to discuss the retirement crisis — the subject of the FAJ's 70th anniversary issue. According to Siegel, there are two things we can do collectively to address the crisis: "save more" and "support efforts to rationalize the systems of pensions and savings in whatever country we happen to live."
Clifford S. Asness, co-founder of AQR, recently shared a list of his top 10 pet peeves in the Financial Analysts Journal. It has drawn several comments from the financial community.
In these Financial Analysts Journal articles, Cliff Asness discusses quantitative research — the force behind his firm’s dramatic growth to manage US$80 billion in assets.